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 |
4,846.0 |
4,871.0 |
25.0 |
0.5% |
4,871.0 |
High |
4,889.0 |
4,951.0 |
62.0 |
1.3% |
4,980.0 |
Low |
4,826.0 |
4,864.0 |
38.0 |
0.8% |
4,793.0 |
Close |
4,872.0 |
4,898.0 |
26.0 |
0.5% |
4,890.0 |
Range |
63.0 |
87.0 |
24.0 |
38.1% |
187.0 |
ATR |
74.6 |
75.4 |
0.9 |
1.2% |
0.0 |
Volume |
523,840 |
723,206 |
199,366 |
38.1% |
3,613,059 |
|
Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,165.3 |
5,118.7 |
4,945.9 |
|
R3 |
5,078.3 |
5,031.7 |
4,921.9 |
|
R2 |
4,991.3 |
4,991.3 |
4,914.0 |
|
R1 |
4,944.7 |
4,944.7 |
4,906.0 |
4,968.0 |
PP |
4,904.3 |
4,904.3 |
4,904.3 |
4,916.0 |
S1 |
4,857.7 |
4,857.7 |
4,890.0 |
4,881.0 |
S2 |
4,817.3 |
4,817.3 |
4,882.1 |
|
S3 |
4,730.3 |
4,770.7 |
4,874.1 |
|
S4 |
4,643.3 |
4,683.7 |
4,850.2 |
|
|
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 |
4,951.0 |
4,793.0 |
158.0 |
3.2% |
79.8 |
1.6% |
66% |
True |
False |
693,967 |
10 |
4,980.0 |
4,793.0 |
187.0 |
3.8% |
75.2 |
1.5% |
56% |
False |
False |
704,450 |
20 |
5,087.0 |
4,793.0 |
294.0 |
6.0% |
73.1 |
1.5% |
36% |
False |
False |
695,993 |
40 |
5,132.0 |
4,793.0 |
339.0 |
6.9% |
71.6 |
1.5% |
31% |
False |
False |
595,336 |
60 |
5,151.0 |
4,793.0 |
358.0 |
7.3% |
61.8 |
1.3% |
29% |
False |
False |
398,968 |
80 |
5,151.0 |
4,793.0 |
358.0 |
7.3% |
60.0 |
1.2% |
29% |
False |
False |
299,262 |
100 |
5,151.0 |
4,793.0 |
358.0 |
7.3% |
53.3 |
1.1% |
29% |
False |
False |
239,441 |
120 |
5,151.0 |
4,674.0 |
477.0 |
9.7% |
44.5 |
0.9% |
47% |
False |
False |
199,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,320.8 |
2.618 |
5,178.8 |
1.618 |
5,091.8 |
1.000 |
5,038.0 |
0.618 |
5,004.8 |
HIGH |
4,951.0 |
0.618 |
4,917.8 |
0.500 |
4,907.5 |
0.382 |
4,897.2 |
LOW |
4,864.0 |
0.618 |
4,810.2 |
1.000 |
4,777.0 |
1.618 |
4,723.2 |
2.618 |
4,636.2 |
4.250 |
4,494.3 |
|
|
Fisher Pivots for day following 31-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
4,907.5 |
4,894.8 |
PP |
4,904.3 |
4,891.7 |
S1 |
4,901.2 |
4,888.5 |
|