| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,447.10 |
2,446.23 |
-0.87 |
0.0% |
2,389.10 |
| High |
2,457.13 |
2,474.58 |
17.45 |
0.7% |
2,474.58 |
| Low |
2,431.51 |
2,419.62 |
-11.89 |
-0.5% |
2,374.13 |
| Close |
2,446.21 |
2,441.87 |
-4.34 |
-0.2% |
2,441.87 |
| Range |
25.62 |
54.96 |
29.34 |
114.5% |
100.45 |
| ATR |
32.46 |
34.07 |
1.61 |
5.0% |
0.00 |
| Volume |
4,977 |
4,788 |
-189 |
-3.8% |
25,111 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,610.24 |
2,581.01 |
2,472.10 |
|
| R3 |
2,555.28 |
2,526.05 |
2,456.98 |
|
| R2 |
2,500.32 |
2,500.32 |
2,451.95 |
|
| R1 |
2,471.09 |
2,471.09 |
2,446.91 |
2,458.23 |
| PP |
2,445.36 |
2,445.36 |
2,445.36 |
2,438.92 |
| S1 |
2,416.13 |
2,416.13 |
2,436.83 |
2,403.27 |
| S2 |
2,390.40 |
2,390.40 |
2,431.79 |
|
| S3 |
2,335.44 |
2,361.17 |
2,426.76 |
|
| S4 |
2,280.48 |
2,306.21 |
2,411.64 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.54 |
2,687.16 |
2,497.12 |
|
| R3 |
2,631.09 |
2,586.71 |
2,469.49 |
|
| R2 |
2,530.64 |
2,530.64 |
2,460.29 |
|
| R1 |
2,486.26 |
2,486.26 |
2,451.08 |
2,508.45 |
| PP |
2,430.19 |
2,430.19 |
2,430.19 |
2,441.29 |
| S1 |
2,385.81 |
2,385.81 |
2,432.66 |
2,408.00 |
| S2 |
2,329.74 |
2,329.74 |
2,423.45 |
|
| S3 |
2,229.29 |
2,285.36 |
2,414.25 |
|
| S4 |
2,128.84 |
2,184.91 |
2,386.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,474.58 |
2,374.13 |
100.45 |
4.1% |
36.98 |
1.5% |
67% |
True |
False |
5,022 |
| 10 |
2,474.58 |
2,354.48 |
120.10 |
4.9% |
34.30 |
1.4% |
73% |
True |
False |
5,088 |
| 20 |
2,481.63 |
2,352.28 |
129.35 |
5.3% |
34.31 |
1.4% |
69% |
False |
False |
5,164 |
| 40 |
2,481.63 |
2,287.64 |
193.99 |
7.9% |
32.23 |
1.3% |
80% |
False |
False |
5,223 |
| 60 |
2,481.63 |
2,287.64 |
193.99 |
7.9% |
31.93 |
1.3% |
80% |
False |
False |
5,213 |
| 80 |
2,481.63 |
2,281.97 |
199.66 |
8.2% |
33.59 |
1.4% |
80% |
False |
False |
5,148 |
| 100 |
2,481.63 |
2,146.66 |
334.97 |
13.7% |
32.63 |
1.3% |
88% |
False |
False |
5,166 |
| 120 |
2,481.63 |
1,986.16 |
495.47 |
20.3% |
30.64 |
1.3% |
92% |
False |
False |
5,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.16 |
|
2.618 |
2,618.47 |
|
1.618 |
2,563.51 |
|
1.000 |
2,529.54 |
|
0.618 |
2,508.55 |
|
HIGH |
2,474.58 |
|
0.618 |
2,453.59 |
|
0.500 |
2,447.10 |
|
0.382 |
2,440.61 |
|
LOW |
2,419.62 |
|
0.618 |
2,385.65 |
|
1.000 |
2,364.66 |
|
1.618 |
2,330.69 |
|
2.618 |
2,275.73 |
|
4.250 |
2,186.04 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,447.10 |
2,441.20 |
| PP |
2,445.36 |
2,440.53 |
| S1 |
2,443.61 |
2,439.86 |
|