Trading Metrics calculated at close of trading on 31-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
3,324.9630 |
3,281.4110 |
-43.5520 |
-1.3% |
3,506.7560 |
High |
3,360.5840 |
3,338.7830 |
-21.8010 |
-0.6% |
3,554.7930 |
Low |
3,237.5400 |
3,218.5480 |
-18.9920 |
-0.6% |
3,100.9370 |
Close |
3,281.4110 |
3,221.2060 |
-60.2050 |
-1.8% |
3,254.9130 |
Range |
123.0440 |
120.2350 |
-2.8090 |
-2.3% |
453.8560 |
ATR |
163.3526 |
160.2728 |
-3.0798 |
-1.9% |
0.0000 |
Volume |
126,930 |
125,550 |
-1,380 |
-1.1% |
803,116 |
|
Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,620.2173 |
3,540.9467 |
3,287.3353 |
|
R3 |
3,499.9823 |
3,420.7117 |
3,254.2706 |
|
R2 |
3,379.7473 |
3,379.7473 |
3,243.2491 |
|
R1 |
3,300.4767 |
3,300.4767 |
3,232.2275 |
3,279.9945 |
PP |
3,259.5123 |
3,259.5123 |
3,259.5123 |
3,249.2713 |
S1 |
3,180.2417 |
3,180.2417 |
3,210.1845 |
3,159.7595 |
S2 |
3,139.2773 |
3,139.2773 |
3,199.1629 |
|
S3 |
3,019.0423 |
3,060.0067 |
3,188.1414 |
|
S4 |
2,898.8073 |
2,939.7717 |
3,155.0768 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,665.1157 |
4,413.8703 |
3,504.5338 |
|
R3 |
4,211.2597 |
3,960.0143 |
3,379.7234 |
|
R2 |
3,757.4037 |
3,757.4037 |
3,338.1199 |
|
R1 |
3,506.1583 |
3,506.1583 |
3,296.5165 |
3,404.8530 |
PP |
3,303.5477 |
3,303.5477 |
3,303.5477 |
3,252.8950 |
S1 |
3,052.3023 |
3,052.3023 |
3,213.3095 |
2,950.9970 |
S2 |
2,849.6917 |
2,849.6917 |
3,171.7061 |
|
S3 |
2,395.8357 |
2,598.4463 |
3,130.1026 |
|
S4 |
1,941.9797 |
2,144.5903 |
3,005.2922 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,395.7060 |
3,100.9370 |
294.7690 |
9.2% |
171.9658 |
5.3% |
41% |
False |
False |
139,454 |
10 |
3,554.7930 |
3,100.9370 |
453.8560 |
14.1% |
154.4402 |
4.8% |
26% |
False |
False |
128,048 |
20 |
3,554.7930 |
2,827.1400 |
727.6530 |
22.6% |
167.5909 |
5.2% |
54% |
False |
False |
122,872 |
40 |
3,883.2880 |
2,827.1400 |
1,056.1480 |
32.8% |
154.8333 |
4.8% |
37% |
False |
False |
112,666 |
60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
34.6% |
159.1425 |
4.9% |
35% |
False |
False |
126,227 |
80 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
34.6% |
170.8170 |
5.3% |
35% |
False |
False |
127,870 |
100 |
4,090.3060 |
2,827.1400 |
1,263.1660 |
39.2% |
184.7934 |
5.7% |
31% |
False |
False |
138,315 |
120 |
4,090.3060 |
2,413.8710 |
1,676.4350 |
52.0% |
184.4868 |
5.7% |
48% |
False |
False |
152,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,849.7818 |
2.618 |
3,653.5582 |
1.618 |
3,533.3232 |
1.000 |
3,459.0180 |
0.618 |
3,413.0882 |
HIGH |
3,338.7830 |
0.618 |
3,292.8532 |
0.500 |
3,278.6655 |
0.382 |
3,264.4778 |
LOW |
3,218.5480 |
0.618 |
3,144.2428 |
1.000 |
3,098.3130 |
1.618 |
3,024.0078 |
2.618 |
2,903.7728 |
4.250 |
2,707.5493 |
|
|
Fisher Pivots for day following 31-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
3,278.6655 |
3,299.1355 |
PP |
3,259.5123 |
3,273.1590 |
S1 |
3,240.3592 |
3,247.1825 |
|