| 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 |
2,380.9 |
2,407.1 |
26.2 |
1.1% |
2,403.7 |
| High |
2,409.3 |
2,447.6 |
38.3 |
1.6% |
2,433.0 |
| Low |
2,373.8 |
2,402.8 |
29.0 |
1.2% |
2,351.9 |
| Close |
2,405.0 |
2,426.5 |
21.5 |
0.9% |
2,381.0 |
| Range |
35.5 |
44.8 |
9.3 |
26.2% |
81.1 |
| ATR |
37.3 |
37.8 |
0.5 |
1.4% |
0.0 |
| Volume |
25,944 |
1,313 |
-24,631 |
-94.9% |
1,064,057 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,560.0 |
2,538.1 |
2,451.1 |
|
| R3 |
2,515.2 |
2,493.3 |
2,438.8 |
|
| R2 |
2,470.4 |
2,470.4 |
2,434.7 |
|
| R1 |
2,448.5 |
2,448.5 |
2,430.6 |
2,459.5 |
| PP |
2,425.6 |
2,425.6 |
2,425.6 |
2,431.1 |
| S1 |
2,403.7 |
2,403.7 |
2,422.4 |
2,414.7 |
| S2 |
2,380.8 |
2,380.8 |
2,418.3 |
|
| S3 |
2,336.0 |
2,358.9 |
2,414.2 |
|
| S4 |
2,291.2 |
2,314.1 |
2,401.9 |
|
|
| 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 |
2,447.6 |
2,351.9 |
95.7 |
3.9% |
39.8 |
1.6% |
78% |
True |
False |
120,617 |
| 10 |
2,478.5 |
2,351.9 |
126.6 |
5.2% |
37.7 |
1.6% |
59% |
False |
False |
166,490 |
| 20 |
2,488.4 |
2,335.7 |
152.7 |
6.3% |
37.5 |
1.5% |
59% |
False |
False |
201,629 |
| 40 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
35.3 |
1.5% |
66% |
False |
False |
187,218 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
35.2 |
1.5% |
66% |
False |
False |
150,855 |
| 80 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
37.6 |
1.5% |
66% |
False |
False |
116,169 |
| 100 |
2,488.4 |
2,190.7 |
297.7 |
12.3% |
36.2 |
1.5% |
79% |
False |
False |
93,884 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
18.6% |
33.8 |
1.4% |
86% |
False |
False |
78,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.0 |
|
2.618 |
2,564.9 |
|
1.618 |
2,520.1 |
|
1.000 |
2,492.4 |
|
0.618 |
2,475.3 |
|
HIGH |
2,447.6 |
|
0.618 |
2,430.5 |
|
0.500 |
2,425.2 |
|
0.382 |
2,419.9 |
|
LOW |
2,402.8 |
|
0.618 |
2,375.1 |
|
1.000 |
2,358.0 |
|
1.618 |
2,330.3 |
|
2.618 |
2,285.5 |
|
4.250 |
2,212.4 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,426.1 |
2,420.2 |
| PP |
2,425.6 |
2,413.8 |
| S1 |
2,425.2 |
2,407.5 |
|