| 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 |
2,410.86 |
2,447.10 |
36.24 |
1.5% |
2,401.90 |
| High |
2,449.96 |
2,457.13 |
7.17 |
0.3% |
2,430.89 |
| Low |
2,405.13 |
2,431.51 |
26.38 |
1.1% |
2,354.48 |
| Close |
2,447.08 |
2,446.21 |
-0.87 |
0.0% |
2,387.75 |
| Range |
44.83 |
25.62 |
-19.21 |
-42.9% |
76.41 |
| ATR |
32.99 |
32.46 |
-0.53 |
-1.6% |
0.00 |
| Volume |
5,098 |
4,977 |
-121 |
-2.4% |
25,769 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.81 |
2,509.63 |
2,460.30 |
|
| R3 |
2,496.19 |
2,484.01 |
2,453.26 |
|
| R2 |
2,470.57 |
2,470.57 |
2,450.91 |
|
| R1 |
2,458.39 |
2,458.39 |
2,448.56 |
2,451.67 |
| PP |
2,444.95 |
2,444.95 |
2,444.95 |
2,441.59 |
| S1 |
2,432.77 |
2,432.77 |
2,443.86 |
2,426.05 |
| S2 |
2,419.33 |
2,419.33 |
2,441.51 |
|
| S3 |
2,393.71 |
2,407.15 |
2,439.16 |
|
| S4 |
2,368.09 |
2,381.53 |
2,432.12 |
|
|
| 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 |
2,457.13 |
2,358.18 |
98.95 |
4.0% |
32.24 |
1.3% |
89% |
True |
False |
5,105 |
| 10 |
2,457.13 |
2,354.48 |
102.65 |
4.2% |
33.72 |
1.4% |
89% |
True |
False |
5,064 |
| 20 |
2,481.63 |
2,352.28 |
129.35 |
5.3% |
33.42 |
1.4% |
73% |
False |
False |
5,195 |
| 40 |
2,481.63 |
2,287.64 |
193.99 |
7.9% |
31.59 |
1.3% |
82% |
False |
False |
5,236 |
| 60 |
2,481.63 |
2,287.64 |
193.99 |
7.9% |
31.30 |
1.3% |
82% |
False |
False |
5,222 |
| 80 |
2,481.63 |
2,281.97 |
199.66 |
8.2% |
33.23 |
1.4% |
82% |
False |
False |
5,151 |
| 100 |
2,481.63 |
2,146.66 |
334.97 |
13.7% |
32.18 |
1.3% |
89% |
False |
False |
5,165 |
| 120 |
2,481.63 |
1,986.16 |
495.47 |
20.3% |
30.30 |
1.2% |
93% |
False |
False |
5,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,566.02 |
|
2.618 |
2,524.20 |
|
1.618 |
2,498.58 |
|
1.000 |
2,482.75 |
|
0.618 |
2,472.96 |
|
HIGH |
2,457.13 |
|
0.618 |
2,447.34 |
|
0.500 |
2,444.32 |
|
0.382 |
2,441.30 |
|
LOW |
2,431.51 |
|
0.618 |
2,415.68 |
|
1.000 |
2,405.89 |
|
1.618 |
2,390.06 |
|
2.618 |
2,364.44 |
|
4.250 |
2,322.63 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,445.58 |
2,436.68 |
| PP |
2,444.95 |
2,427.14 |
| S1 |
2,444.32 |
2,417.61 |
|