| 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 |
2,383.80 |
2,410.86 |
27.06 |
1.1% |
2,401.90 |
| High |
2,411.40 |
2,449.96 |
38.56 |
1.6% |
2,430.89 |
| Low |
2,378.09 |
2,405.13 |
27.04 |
1.1% |
2,354.48 |
| Close |
2,410.88 |
2,447.08 |
36.20 |
1.5% |
2,387.75 |
| Range |
33.31 |
44.83 |
11.52 |
34.6% |
76.41 |
| ATR |
32.08 |
32.99 |
0.91 |
2.8% |
0.00 |
| Volume |
5,272 |
5,098 |
-174 |
-3.3% |
25,769 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.55 |
2,552.64 |
2,471.74 |
|
| R3 |
2,523.72 |
2,507.81 |
2,459.41 |
|
| R2 |
2,478.89 |
2,478.89 |
2,455.30 |
|
| R1 |
2,462.98 |
2,462.98 |
2,451.19 |
2,470.94 |
| PP |
2,434.06 |
2,434.06 |
2,434.06 |
2,438.03 |
| S1 |
2,418.15 |
2,418.15 |
2,442.97 |
2,426.11 |
| S2 |
2,389.23 |
2,389.23 |
2,438.86 |
|
| S3 |
2,344.40 |
2,373.32 |
2,434.75 |
|
| S4 |
2,299.57 |
2,328.49 |
2,422.42 |
|
|
| 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 |
2,449.96 |
2,354.48 |
95.48 |
3.9% |
36.36 |
1.5% |
97% |
True |
False |
5,071 |
| 10 |
2,473.97 |
2,354.48 |
119.49 |
4.9% |
34.43 |
1.4% |
77% |
False |
False |
5,091 |
| 20 |
2,481.63 |
2,327.87 |
153.76 |
6.3% |
33.95 |
1.4% |
78% |
False |
False |
5,182 |
| 40 |
2,481.63 |
2,287.64 |
193.99 |
7.9% |
31.80 |
1.3% |
82% |
False |
False |
5,243 |
| 60 |
2,481.63 |
2,287.64 |
193.99 |
7.9% |
31.49 |
1.3% |
82% |
False |
False |
5,223 |
| 80 |
2,481.63 |
2,281.97 |
199.66 |
8.2% |
33.44 |
1.4% |
83% |
False |
False |
5,146 |
| 100 |
2,481.63 |
2,146.66 |
334.97 |
13.7% |
32.31 |
1.3% |
90% |
False |
False |
5,168 |
| 120 |
2,481.63 |
1,986.16 |
495.47 |
20.2% |
30.23 |
1.2% |
93% |
False |
False |
5,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,640.49 |
|
2.618 |
2,567.32 |
|
1.618 |
2,522.49 |
|
1.000 |
2,494.79 |
|
0.618 |
2,477.66 |
|
HIGH |
2,449.96 |
|
0.618 |
2,432.83 |
|
0.500 |
2,427.55 |
|
0.382 |
2,422.26 |
|
LOW |
2,405.13 |
|
0.618 |
2,377.43 |
|
1.000 |
2,360.30 |
|
1.618 |
2,332.60 |
|
2.618 |
2,287.77 |
|
4.250 |
2,214.60 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,440.57 |
2,435.40 |
| PP |
2,434.06 |
2,423.72 |
| S1 |
2,427.55 |
2,412.05 |
|