| Trading Metrics calculated at close of trading on 29-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,363.8 |
2,386.9 |
23.1 |
1.0% |
2,403.7 |
| High |
2,389.7 |
2,402.1 |
12.4 |
0.5% |
2,433.0 |
| Low |
2,354.6 |
2,367.3 |
12.7 |
0.5% |
2,351.9 |
| Close |
2,381.0 |
2,377.8 |
-3.2 |
-0.1% |
2,381.0 |
| Range |
35.1 |
34.8 |
-0.3 |
-0.9% |
81.1 |
| ATR |
37.6 |
37.4 |
-0.2 |
-0.5% |
0.0 |
| Volume |
154,523 |
126,409 |
-28,114 |
-18.2% |
1,064,057 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.8 |
2,467.1 |
2,396.9 |
|
| R3 |
2,452.0 |
2,432.3 |
2,387.4 |
|
| R2 |
2,417.2 |
2,417.2 |
2,384.2 |
|
| R1 |
2,397.5 |
2,397.5 |
2,381.0 |
2,390.0 |
| PP |
2,382.4 |
2,382.4 |
2,382.4 |
2,378.6 |
| S1 |
2,362.7 |
2,362.7 |
2,374.6 |
2,355.2 |
| S2 |
2,347.6 |
2,347.6 |
2,371.4 |
|
| S3 |
2,312.8 |
2,327.9 |
2,368.2 |
|
| S4 |
2,278.0 |
2,293.1 |
2,358.7 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,631.9 |
2,587.6 |
2,425.6 |
|
| R3 |
2,550.8 |
2,506.5 |
2,403.3 |
|
| R2 |
2,469.7 |
2,469.7 |
2,395.9 |
|
| R1 |
2,425.4 |
2,425.4 |
2,388.4 |
2,407.0 |
| PP |
2,388.6 |
2,388.6 |
2,388.6 |
2,379.5 |
| S1 |
2,344.3 |
2,344.3 |
2,373.6 |
2,325.9 |
| S2 |
2,307.5 |
2,307.5 |
2,366.1 |
|
| S3 |
2,226.4 |
2,263.2 |
2,358.7 |
|
| S4 |
2,145.3 |
2,182.1 |
2,336.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,433.0 |
2,351.9 |
81.1 |
3.4% |
35.8 |
1.5% |
32% |
False |
False |
198,580 |
| 10 |
2,488.4 |
2,351.9 |
136.5 |
5.7% |
38.0 |
1.6% |
19% |
False |
False |
214,326 |
| 20 |
2,488.4 |
2,327.4 |
161.0 |
6.8% |
35.5 |
1.5% |
31% |
False |
False |
215,081 |
| 40 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
35.3 |
1.5% |
40% |
False |
False |
195,450 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
35.3 |
1.5% |
40% |
False |
False |
151,226 |
| 80 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
37.7 |
1.6% |
40% |
False |
False |
116,011 |
| 100 |
2,488.4 |
2,172.4 |
316.0 |
13.3% |
35.9 |
1.5% |
65% |
False |
False |
93,661 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
19.0% |
33.3 |
1.4% |
76% |
False |
False |
78,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,550.0 |
|
2.618 |
2,493.2 |
|
1.618 |
2,458.4 |
|
1.000 |
2,436.9 |
|
0.618 |
2,423.6 |
|
HIGH |
2,402.1 |
|
0.618 |
2,388.8 |
|
0.500 |
2,384.7 |
|
0.382 |
2,380.6 |
|
LOW |
2,367.3 |
|
0.618 |
2,345.8 |
|
1.000 |
2,332.5 |
|
1.618 |
2,311.0 |
|
2.618 |
2,276.2 |
|
4.250 |
2,219.4 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,384.7 |
2,377.5 |
| PP |
2,382.4 |
2,377.3 |
| S1 |
2,380.1 |
2,377.0 |
|