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 |
19,217.00 |
18,865.75 |
-351.25 |
-1.8% |
19,749.00 |
High |
19,319.75 |
19,648.00 |
328.25 |
1.7% |
20,084.75 |
Low |
18,725.00 |
18,861.75 |
136.75 |
0.7% |
18,883.25 |
Close |
18,936.25 |
19,505.25 |
569.00 |
3.0% |
19,174.50 |
Range |
594.75 |
786.25 |
191.50 |
32.2% |
1,201.50 |
ATR |
358.80 |
389.33 |
30.53 |
8.5% |
0.00 |
Volume |
745,002 |
762,246 |
17,244 |
2.3% |
3,793,373 |
|
Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,697.00 |
21,387.50 |
19,937.75 |
|
R3 |
20,910.75 |
20,601.25 |
19,721.50 |
|
R2 |
20,124.50 |
20,124.50 |
19,649.50 |
|
R1 |
19,815.00 |
19,815.00 |
19,577.25 |
19,969.75 |
PP |
19,338.25 |
19,338.25 |
19,338.25 |
19,415.75 |
S1 |
19,028.75 |
19,028.75 |
19,433.25 |
19,183.50 |
S2 |
18,552.00 |
18,552.00 |
19,361.00 |
|
S3 |
17,765.75 |
18,242.50 |
19,289.00 |
|
S4 |
16,979.50 |
17,456.25 |
19,072.75 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,985.25 |
22,281.50 |
19,835.25 |
|
R3 |
21,783.75 |
21,080.00 |
19,505.00 |
|
R2 |
20,582.25 |
20,582.25 |
19,394.75 |
|
R1 |
19,878.50 |
19,878.50 |
19,284.75 |
19,629.50 |
PP |
19,380.75 |
19,380.75 |
19,380.75 |
19,256.50 |
S1 |
18,677.00 |
18,677.00 |
19,064.25 |
18,428.00 |
S2 |
18,179.25 |
18,179.25 |
18,954.25 |
|
S3 |
16,977.75 |
17,475.50 |
18,844.00 |
|
S4 |
15,776.25 |
16,274.00 |
18,513.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,648.00 |
18,725.00 |
923.00 |
4.7% |
491.00 |
2.5% |
85% |
True |
False |
758,796 |
10 |
20,162.50 |
18,725.00 |
1,437.50 |
7.4% |
444.00 |
2.3% |
54% |
False |
False |
763,903 |
20 |
20,983.75 |
18,725.00 |
2,258.75 |
11.6% |
380.00 |
1.9% |
35% |
False |
False |
704,790 |
40 |
20,983.75 |
18,725.00 |
2,258.75 |
11.6% |
319.75 |
1.6% |
35% |
False |
False |
541,655 |
60 |
20,983.75 |
18,208.50 |
2,775.25 |
14.2% |
283.25 |
1.5% |
47% |
False |
False |
361,543 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
18.7% |
297.00 |
1.5% |
59% |
False |
False |
271,421 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
18.7% |
288.25 |
1.5% |
59% |
False |
False |
217,247 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.7% |
278.50 |
1.4% |
59% |
False |
False |
181,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,989.50 |
2.618 |
21,706.50 |
1.618 |
20,920.25 |
1.000 |
20,434.25 |
0.618 |
20,134.00 |
HIGH |
19,648.00 |
0.618 |
19,347.75 |
0.500 |
19,255.00 |
0.382 |
19,162.00 |
LOW |
18,861.75 |
0.618 |
18,375.75 |
1.000 |
18,075.50 |
1.618 |
17,589.50 |
2.618 |
16,803.25 |
4.250 |
15,520.25 |
|
|
Fisher Pivots for day following 31-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
19,421.75 |
19,399.00 |
PP |
19,338.25 |
19,292.75 |
S1 |
19,255.00 |
19,186.50 |
|