Trading Metrics calculated at close of trading on 30-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
5,496.50 |
5,504.50 |
8.00 |
0.1% |
5,564.50 |
High |
5,534.50 |
5,527.50 |
-7.00 |
-0.1% |
5,629.75 |
Low |
5,481.00 |
5,433.00 |
-48.00 |
-0.9% |
5,432.50 |
Close |
5,503.00 |
5,472.50 |
-30.50 |
-0.6% |
5,499.00 |
Range |
53.50 |
94.50 |
41.00 |
76.6% |
197.25 |
ATR |
65.61 |
67.67 |
2.06 |
3.1% |
0.00 |
Volume |
1,697,647 |
2,053,956 |
356,309 |
21.0% |
10,102,045 |
|
Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,761.25 |
5,711.25 |
5,524.50 |
|
R3 |
5,666.75 |
5,616.75 |
5,498.50 |
|
R2 |
5,572.25 |
5,572.25 |
5,489.75 |
|
R1 |
5,522.25 |
5,522.25 |
5,481.25 |
5,500.00 |
PP |
5,477.75 |
5,477.75 |
5,477.75 |
5,466.50 |
S1 |
5,427.75 |
5,427.75 |
5,463.75 |
5,405.50 |
S2 |
5,383.25 |
5,383.25 |
5,455.25 |
|
S3 |
5,288.75 |
5,333.25 |
5,446.50 |
|
S4 |
5,194.25 |
5,238.75 |
5,420.50 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,112.25 |
6,002.75 |
5,607.50 |
|
R3 |
5,915.00 |
5,805.50 |
5,553.25 |
|
R2 |
5,717.75 |
5,717.75 |
5,535.25 |
|
R1 |
5,608.25 |
5,608.25 |
5,517.00 |
5,564.50 |
PP |
5,520.50 |
5,520.50 |
5,520.50 |
5,498.50 |
S1 |
5,411.00 |
5,411.00 |
5,481.00 |
5,367.00 |
S2 |
5,323.25 |
5,323.25 |
5,462.75 |
|
S3 |
5,126.00 |
5,213.75 |
5,444.75 |
|
S4 |
4,928.75 |
5,016.50 |
5,390.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,585.00 |
5,432.50 |
152.50 |
2.8% |
91.00 |
1.7% |
26% |
False |
False |
2,159,215 |
10 |
5,717.75 |
5,432.50 |
285.25 |
5.2% |
80.50 |
1.5% |
14% |
False |
False |
2,054,847 |
20 |
5,721.25 |
5,432.50 |
288.75 |
5.3% |
66.00 |
1.2% |
14% |
False |
False |
1,699,617 |
40 |
5,721.25 |
5,309.00 |
412.25 |
7.5% |
57.25 |
1.0% |
40% |
False |
False |
1,277,824 |
60 |
5,721.25 |
5,155.75 |
565.50 |
10.3% |
53.75 |
1.0% |
56% |
False |
False |
853,866 |
80 |
5,721.25 |
5,019.75 |
701.50 |
12.8% |
59.25 |
1.1% |
65% |
False |
False |
641,037 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.8% |
57.50 |
1.1% |
65% |
False |
False |
513,159 |
120 |
5,721.25 |
5,019.75 |
701.50 |
12.8% |
56.00 |
1.0% |
65% |
False |
False |
427,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,929.00 |
2.618 |
5,775.00 |
1.618 |
5,680.50 |
1.000 |
5,622.00 |
0.618 |
5,586.00 |
HIGH |
5,527.50 |
0.618 |
5,491.50 |
0.500 |
5,480.25 |
0.382 |
5,469.00 |
LOW |
5,433.00 |
0.618 |
5,374.50 |
1.000 |
5,338.50 |
1.618 |
5,280.00 |
2.618 |
5,185.50 |
4.250 |
5,031.50 |
|
|
Fisher Pivots for day following 30-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,480.25 |
5,483.75 |
PP |
5,477.75 |
5,480.00 |
S1 |
5,475.00 |
5,476.25 |
|