Trading Metrics calculated at close of trading on 01-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
4,871.0 |
4,919.0 |
48.0 |
1.0% |
4,871.0 |
High |
4,951.0 |
4,922.0 |
-29.0 |
-0.6% |
4,980.0 |
Low |
4,864.0 |
4,757.0 |
-107.0 |
-2.2% |
4,793.0 |
Close |
4,898.0 |
4,788.0 |
-110.0 |
-2.2% |
4,890.0 |
Range |
87.0 |
165.0 |
78.0 |
89.7% |
187.0 |
ATR |
75.4 |
81.8 |
6.4 |
8.5% |
0.0 |
Volume |
723,206 |
952,285 |
229,079 |
31.7% |
3,613,059 |
|
Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,317.3 |
5,217.7 |
4,878.8 |
|
R3 |
5,152.3 |
5,052.7 |
4,833.4 |
|
R2 |
4,987.3 |
4,987.3 |
4,818.3 |
|
R1 |
4,887.7 |
4,887.7 |
4,803.1 |
4,855.0 |
PP |
4,822.3 |
4,822.3 |
4,822.3 |
4,806.0 |
S1 |
4,722.7 |
4,722.7 |
4,772.9 |
4,690.0 |
S2 |
4,657.3 |
4,657.3 |
4,757.8 |
|
S3 |
4,492.3 |
4,557.7 |
4,742.6 |
|
S4 |
4,327.3 |
4,392.7 |
4,697.3 |
|
|
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 |
4,757.0 |
194.0 |
4.1% |
95.4 |
2.0% |
16% |
False |
True |
682,578 |
10 |
4,980.0 |
4,757.0 |
223.0 |
4.7% |
84.6 |
1.8% |
14% |
False |
True |
723,408 |
20 |
5,087.0 |
4,757.0 |
330.0 |
6.9% |
78.2 |
1.6% |
9% |
False |
True |
706,787 |
40 |
5,132.0 |
4,757.0 |
375.0 |
7.8% |
74.2 |
1.5% |
8% |
False |
True |
618,791 |
60 |
5,151.0 |
4,757.0 |
394.0 |
8.2% |
63.7 |
1.3% |
8% |
False |
True |
414,587 |
80 |
5,151.0 |
4,757.0 |
394.0 |
8.2% |
61.7 |
1.3% |
8% |
False |
True |
311,165 |
100 |
5,151.0 |
4,757.0 |
394.0 |
8.2% |
55.0 |
1.1% |
8% |
False |
True |
248,964 |
120 |
5,151.0 |
4,687.0 |
464.0 |
9.7% |
45.8 |
1.0% |
22% |
False |
False |
207,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,623.3 |
2.618 |
5,354.0 |
1.618 |
5,189.0 |
1.000 |
5,087.0 |
0.618 |
5,024.0 |
HIGH |
4,922.0 |
0.618 |
4,859.0 |
0.500 |
4,839.5 |
0.382 |
4,820.0 |
LOW |
4,757.0 |
0.618 |
4,655.0 |
1.000 |
4,592.0 |
1.618 |
4,490.0 |
2.618 |
4,325.0 |
4.250 |
4,055.8 |
|
|
Fisher Pivots for day following 01-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
4,839.5 |
4,854.0 |
PP |
4,822.3 |
4,832.0 |
S1 |
4,805.2 |
4,810.0 |
|