| Trading Metrics calculated at close of trading on 30-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,389.10 |
2,383.80 |
-5.30 |
-0.2% |
2,401.90 |
| High |
2,400.30 |
2,411.40 |
11.10 |
0.5% |
2,430.89 |
| Low |
2,374.13 |
2,378.09 |
3.96 |
0.2% |
2,354.48 |
| Close |
2,383.78 |
2,410.88 |
27.10 |
1.1% |
2,387.75 |
| Range |
26.17 |
33.31 |
7.14 |
27.3% |
76.41 |
| ATR |
31.98 |
32.08 |
0.09 |
0.3% |
0.00 |
| Volume |
4,976 |
5,272 |
296 |
5.9% |
25,769 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.05 |
2,488.78 |
2,429.20 |
|
| R3 |
2,466.74 |
2,455.47 |
2,420.04 |
|
| R2 |
2,433.43 |
2,433.43 |
2,416.99 |
|
| R1 |
2,422.16 |
2,422.16 |
2,413.93 |
2,427.80 |
| PP |
2,400.12 |
2,400.12 |
2,400.12 |
2,402.94 |
| S1 |
2,388.85 |
2,388.85 |
2,407.83 |
2,394.49 |
| S2 |
2,366.81 |
2,366.81 |
2,404.77 |
|
| S3 |
2,333.50 |
2,355.54 |
2,401.72 |
|
| S4 |
2,300.19 |
2,322.23 |
2,392.56 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.27 |
2,580.42 |
2,429.78 |
|
| R3 |
2,543.86 |
2,504.01 |
2,408.76 |
|
| R2 |
2,467.45 |
2,467.45 |
2,401.76 |
|
| R1 |
2,427.60 |
2,427.60 |
2,394.75 |
2,409.32 |
| PP |
2,391.04 |
2,391.04 |
2,391.04 |
2,381.90 |
| S1 |
2,351.19 |
2,351.19 |
2,380.75 |
2,332.91 |
| S2 |
2,314.63 |
2,314.63 |
2,373.74 |
|
| S3 |
2,238.22 |
2,274.78 |
2,366.74 |
|
| S4 |
2,161.81 |
2,198.37 |
2,345.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,430.89 |
2,354.48 |
76.41 |
3.2% |
33.98 |
1.4% |
74% |
False |
False |
5,098 |
| 10 |
2,481.63 |
2,354.48 |
127.15 |
5.3% |
32.88 |
1.4% |
44% |
False |
False |
5,086 |
| 20 |
2,481.63 |
2,320.72 |
160.91 |
6.7% |
32.41 |
1.3% |
56% |
False |
False |
5,202 |
| 40 |
2,481.63 |
2,287.64 |
193.99 |
8.0% |
31.59 |
1.3% |
64% |
False |
False |
5,242 |
| 60 |
2,481.63 |
2,285.07 |
196.56 |
8.2% |
31.17 |
1.3% |
64% |
False |
False |
5,226 |
| 80 |
2,481.63 |
2,270.21 |
211.42 |
8.8% |
33.62 |
1.4% |
67% |
False |
False |
5,145 |
| 100 |
2,481.63 |
2,145.06 |
336.57 |
14.0% |
32.03 |
1.3% |
79% |
False |
False |
5,171 |
| 120 |
2,481.63 |
1,986.16 |
495.47 |
20.6% |
29.95 |
1.2% |
86% |
False |
False |
5,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,552.97 |
|
2.618 |
2,498.61 |
|
1.618 |
2,465.30 |
|
1.000 |
2,444.71 |
|
0.618 |
2,431.99 |
|
HIGH |
2,411.40 |
|
0.618 |
2,398.68 |
|
0.500 |
2,394.75 |
|
0.382 |
2,390.81 |
|
LOW |
2,378.09 |
|
0.618 |
2,357.50 |
|
1.000 |
2,344.78 |
|
1.618 |
2,324.19 |
|
2.618 |
2,290.88 |
|
4.250 |
2,236.52 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,405.50 |
2,402.18 |
| PP |
2,400.12 |
2,393.49 |
| S1 |
2,394.75 |
2,384.79 |
|