| 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 |
2,446.7 |
2,444.0 |
-2.7 |
-0.1% |
2,386.9 |
| High |
2,455.1 |
2,477.0 |
21.9 |
0.9% |
2,477.0 |
| Low |
2,430.4 |
2,416.0 |
-14.4 |
-0.6% |
2,367.3 |
| Close |
2,435.0 |
2,425.7 |
-9.3 |
-0.4% |
2,425.7 |
| Range |
24.7 |
61.0 |
36.3 |
147.0% |
109.7 |
| ATR |
37.1 |
38.9 |
1.7 |
4.6% |
0.0 |
| Volume |
690 |
550 |
-140 |
-20.3% |
154,906 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.6 |
2,585.1 |
2,459.3 |
|
| R3 |
2,561.6 |
2,524.1 |
2,442.5 |
|
| R2 |
2,500.6 |
2,500.6 |
2,436.9 |
|
| R1 |
2,463.1 |
2,463.1 |
2,431.3 |
2,451.4 |
| PP |
2,439.6 |
2,439.6 |
2,439.6 |
2,433.7 |
| S1 |
2,402.1 |
2,402.1 |
2,420.1 |
2,390.4 |
| S2 |
2,378.6 |
2,378.6 |
2,414.5 |
|
| S3 |
2,317.6 |
2,341.1 |
2,408.9 |
|
| S4 |
2,256.6 |
2,280.1 |
2,392.2 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,752.4 |
2,698.8 |
2,486.0 |
|
| R3 |
2,642.7 |
2,589.1 |
2,455.9 |
|
| R2 |
2,533.0 |
2,533.0 |
2,445.8 |
|
| R1 |
2,479.4 |
2,479.4 |
2,435.8 |
2,506.2 |
| PP |
2,423.3 |
2,423.3 |
2,423.3 |
2,436.8 |
| S1 |
2,369.7 |
2,369.7 |
2,415.6 |
2,396.5 |
| S2 |
2,313.6 |
2,313.6 |
2,405.6 |
|
| S3 |
2,203.9 |
2,260.0 |
2,395.5 |
|
| S4 |
2,094.2 |
2,150.3 |
2,365.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,477.0 |
2,367.3 |
109.7 |
4.5% |
40.2 |
1.7% |
53% |
True |
False |
30,981 |
| 10 |
2,477.0 |
2,351.9 |
125.1 |
5.2% |
37.4 |
1.5% |
59% |
True |
False |
121,896 |
| 20 |
2,488.4 |
2,351.9 |
136.5 |
5.6% |
37.6 |
1.6% |
54% |
False |
False |
177,346 |
| 40 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
35.7 |
1.5% |
66% |
False |
False |
178,664 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
35.6 |
1.5% |
66% |
False |
False |
149,241 |
| 80 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
37.7 |
1.6% |
66% |
False |
False |
115,974 |
| 100 |
2,488.4 |
2,190.7 |
297.7 |
12.3% |
36.6 |
1.5% |
79% |
False |
False |
93,816 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
18.7% |
34.2 |
1.4% |
86% |
False |
False |
78,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,736.3 |
|
2.618 |
2,636.7 |
|
1.618 |
2,575.7 |
|
1.000 |
2,538.0 |
|
0.618 |
2,514.7 |
|
HIGH |
2,477.0 |
|
0.618 |
2,453.7 |
|
0.500 |
2,446.5 |
|
0.382 |
2,439.3 |
|
LOW |
2,416.0 |
|
0.618 |
2,378.3 |
|
1.000 |
2,355.0 |
|
1.618 |
2,317.3 |
|
2.618 |
2,256.3 |
|
4.250 |
2,156.8 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,446.5 |
2,439.9 |
| PP |
2,439.6 |
2,435.2 |
| S1 |
2,432.6 |
2,430.4 |
|