| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
3,281.4110 |
3,221.5760 |
-59.8350 |
-1.8% |
3,506.7560 |
| High |
3,338.7830 |
3,243.8370 |
-94.9460 |
-2.8% |
3,554.7930 |
| Low |
3,218.5480 |
3,079.3690 |
-139.1790 |
-4.3% |
3,100.9370 |
| Close |
3,221.2060 |
3,152.9810 |
-68.2250 |
-2.1% |
3,254.9130 |
| Range |
120.2350 |
164.4680 |
44.2330 |
36.8% |
453.8560 |
| ATR |
160.2728 |
160.5724 |
0.2997 |
0.2% |
0.0000 |
| Volume |
125,550 |
163,455 |
37,905 |
30.2% |
803,116 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,652.1330 |
3,567.0250 |
3,243.4384 |
|
| R3 |
3,487.6650 |
3,402.5570 |
3,198.2097 |
|
| R2 |
3,323.1970 |
3,323.1970 |
3,183.1335 |
|
| R1 |
3,238.0890 |
3,238.0890 |
3,168.0572 |
3,198.4090 |
| PP |
3,158.7290 |
3,158.7290 |
3,158.7290 |
3,138.8890 |
| S1 |
3,073.6210 |
3,073.6210 |
3,137.9048 |
3,033.9410 |
| S2 |
2,994.2610 |
2,994.2610 |
3,122.8285 |
|
| S3 |
2,829.7930 |
2,909.1530 |
3,107.7523 |
|
| S4 |
2,665.3250 |
2,744.6850 |
3,062.5236 |
|
|
| 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 |
3,079.3690 |
316.3370 |
10.0% |
150.3338 |
4.8% |
23% |
False |
True |
116,105 |
| 10 |
3,554.7930 |
3,079.3690 |
475.4240 |
15.1% |
160.0046 |
5.1% |
15% |
False |
True |
134,864 |
| 20 |
3,554.7930 |
2,827.1400 |
727.6530 |
23.1% |
167.2109 |
5.3% |
45% |
False |
False |
124,519 |
| 40 |
3,883.2880 |
2,827.1400 |
1,056.1480 |
33.5% |
156.8899 |
5.0% |
31% |
False |
False |
114,241 |
| 60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
35.3% |
159.1136 |
5.0% |
29% |
False |
False |
128,932 |
| 80 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
35.3% |
167.8618 |
5.3% |
29% |
False |
False |
129,886 |
| 100 |
4,090.3060 |
2,827.1400 |
1,263.1660 |
40.1% |
184.8394 |
5.9% |
26% |
False |
False |
137,231 |
| 120 |
4,090.3060 |
2,419.2580 |
1,671.0480 |
53.0% |
185.4765 |
5.9% |
44% |
False |
False |
152,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,942.8260 |
|
2.618 |
3,674.4142 |
|
1.618 |
3,509.9462 |
|
1.000 |
3,408.3050 |
|
0.618 |
3,345.4782 |
|
HIGH |
3,243.8370 |
|
0.618 |
3,181.0102 |
|
0.500 |
3,161.6030 |
|
0.382 |
3,142.1958 |
|
LOW |
3,079.3690 |
|
0.618 |
2,977.7278 |
|
1.000 |
2,914.9010 |
|
1.618 |
2,813.2598 |
|
2.618 |
2,648.7918 |
|
4.250 |
2,380.3800 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,161.6030 |
3,219.9765 |
| PP |
3,158.7290 |
3,197.6447 |
| S1 |
3,155.8550 |
3,175.3128 |
|