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 |
4,844.0 |
4,912.0 |
68.0 |
1.4% |
4,871.0 |
High |
4,907.0 |
4,924.0 |
17.0 |
0.3% |
4,980.0 |
Low |
4,834.0 |
4,835.0 |
1.0 |
0.0% |
4,793.0 |
Close |
4,890.0 |
4,843.0 |
-47.0 |
-1.0% |
4,890.0 |
Range |
73.0 |
89.0 |
16.0 |
21.9% |
187.0 |
ATR |
74.4 |
75.4 |
1.0 |
1.4% |
0.0 |
Volume |
620,702 |
592,859 |
-27,843 |
-4.5% |
3,613,059 |
|
Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,134.3 |
5,077.7 |
4,892.0 |
|
R3 |
5,045.3 |
4,988.7 |
4,867.5 |
|
R2 |
4,956.3 |
4,956.3 |
4,859.3 |
|
R1 |
4,899.7 |
4,899.7 |
4,851.2 |
4,883.5 |
PP |
4,867.3 |
4,867.3 |
4,867.3 |
4,859.3 |
S1 |
4,810.7 |
4,810.7 |
4,834.8 |
4,794.5 |
S2 |
4,778.3 |
4,778.3 |
4,826.7 |
|
S3 |
4,689.3 |
4,721.7 |
4,818.5 |
|
S4 |
4,600.3 |
4,632.7 |
4,794.1 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,448.7 |
5,356.3 |
4,992.9 |
|
R3 |
5,261.7 |
5,169.3 |
4,941.4 |
|
R2 |
5,074.7 |
5,074.7 |
4,924.3 |
|
R1 |
4,982.3 |
4,982.3 |
4,907.1 |
5,028.5 |
PP |
4,887.7 |
4,887.7 |
4,887.7 |
4,910.8 |
S1 |
4,795.3 |
4,795.3 |
4,872.9 |
4,841.5 |
S2 |
4,700.7 |
4,700.7 |
4,855.7 |
|
S3 |
4,513.7 |
4,608.3 |
4,838.6 |
|
S4 |
4,326.7 |
4,421.3 |
4,787.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,980.0 |
4,793.0 |
187.0 |
3.9% |
74.4 |
1.5% |
27% |
False |
False |
695,329 |
10 |
5,012.0 |
4,793.0 |
219.0 |
4.5% |
73.4 |
1.5% |
23% |
False |
False |
721,351 |
20 |
5,087.0 |
4,793.0 |
294.0 |
6.1% |
72.5 |
1.5% |
17% |
False |
False |
708,077 |
40 |
5,132.0 |
4,793.0 |
339.0 |
7.0% |
70.2 |
1.5% |
15% |
False |
False |
565,761 |
60 |
5,151.0 |
4,793.0 |
358.0 |
7.4% |
60.5 |
1.2% |
14% |
False |
False |
378,192 |
80 |
5,151.0 |
4,793.0 |
358.0 |
7.4% |
59.5 |
1.2% |
14% |
False |
False |
283,675 |
100 |
5,151.0 |
4,793.0 |
358.0 |
7.4% |
51.8 |
1.1% |
14% |
False |
False |
226,979 |
120 |
5,151.0 |
4,645.0 |
506.0 |
10.4% |
43.2 |
0.9% |
39% |
False |
False |
189,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,302.3 |
2.618 |
5,157.0 |
1.618 |
5,068.0 |
1.000 |
5,013.0 |
0.618 |
4,979.0 |
HIGH |
4,924.0 |
0.618 |
4,890.0 |
0.500 |
4,879.5 |
0.382 |
4,869.0 |
LOW |
4,835.0 |
0.618 |
4,780.0 |
1.000 |
4,746.0 |
1.618 |
4,691.0 |
2.618 |
4,602.0 |
4.250 |
4,456.8 |
|
|
Fisher Pivots for day following 29-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
4,879.5 |
4,858.5 |
PP |
4,867.3 |
4,853.3 |
S1 |
4,855.2 |
4,848.2 |
|