| Trading Metrics calculated at close of trading on 05-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,514.0 |
2,509.1 |
-4.9 |
-0.2% |
2,464.0 |
| High |
2,542.8 |
2,520.0 |
-22.8 |
-0.9% |
2,542.8 |
| Low |
2,475.0 |
2,424.7 |
-50.3 |
-2.0% |
2,439.2 |
| Close |
2,491.1 |
2,465.3 |
-25.8 |
-1.0% |
2,491.1 |
| Range |
67.8 |
95.3 |
27.5 |
40.6% |
103.6 |
| ATR |
38.5 |
42.6 |
4.1 |
10.5% |
0.0 |
| Volume |
4,725 |
4,219 |
-506 |
-10.7% |
11,265 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.9 |
2,705.9 |
2,517.7 |
|
| R3 |
2,660.6 |
2,610.6 |
2,491.5 |
|
| R2 |
2,565.3 |
2,565.3 |
2,482.8 |
|
| R1 |
2,515.3 |
2,515.3 |
2,474.0 |
2,492.7 |
| PP |
2,470.0 |
2,470.0 |
2,470.0 |
2,458.7 |
| S1 |
2,420.0 |
2,420.0 |
2,456.6 |
2,397.4 |
| S2 |
2,374.7 |
2,374.7 |
2,447.8 |
|
| S3 |
2,279.4 |
2,324.7 |
2,439.1 |
|
| S4 |
2,184.1 |
2,229.4 |
2,412.9 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.8 |
2,750.1 |
2,548.1 |
|
| R3 |
2,698.2 |
2,646.5 |
2,519.6 |
|
| R2 |
2,594.6 |
2,594.6 |
2,510.1 |
|
| R1 |
2,542.9 |
2,542.9 |
2,500.6 |
2,568.8 |
| PP |
2,491.0 |
2,491.0 |
2,491.0 |
2,504.0 |
| S1 |
2,439.3 |
2,439.3 |
2,481.6 |
2,465.2 |
| S2 |
2,387.4 |
2,387.4 |
2,472.1 |
|
| S3 |
2,283.8 |
2,335.7 |
2,462.6 |
|
| S4 |
2,180.2 |
2,232.1 |
2,434.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,542.8 |
2,424.7 |
118.1 |
4.8% |
55.0 |
2.2% |
34% |
False |
True |
2,820 |
| 10 |
2,542.8 |
2,421.2 |
121.6 |
4.9% |
43.1 |
1.7% |
36% |
False |
False |
2,217 |
| 20 |
2,560.8 |
2,421.2 |
139.6 |
5.7% |
38.1 |
1.5% |
32% |
False |
False |
2,269 |
| 40 |
2,560.8 |
2,372.6 |
188.2 |
7.6% |
35.0 |
1.4% |
49% |
False |
False |
1,644 |
| 60 |
2,560.8 |
2,372.6 |
188.2 |
7.6% |
34.1 |
1.4% |
49% |
False |
False |
1,261 |
| 80 |
2,560.8 |
2,372.6 |
188.2 |
7.6% |
34.4 |
1.4% |
49% |
False |
False |
1,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,925.0 |
|
2.618 |
2,769.5 |
|
1.618 |
2,674.2 |
|
1.000 |
2,615.3 |
|
0.618 |
2,578.9 |
|
HIGH |
2,520.0 |
|
0.618 |
2,483.6 |
|
0.500 |
2,472.4 |
|
0.382 |
2,461.1 |
|
LOW |
2,424.7 |
|
0.618 |
2,365.8 |
|
1.000 |
2,329.4 |
|
1.618 |
2,270.5 |
|
2.618 |
2,175.2 |
|
4.250 |
2,019.7 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,472.4 |
2,483.8 |
| PP |
2,470.0 |
2,477.6 |
| S1 |
2,467.7 |
2,471.5 |
|