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 |
18,865.75 |
19,593.25 |
727.50 |
3.9% |
19,749.00 |
High |
19,648.00 |
19,717.00 |
69.00 |
0.4% |
20,084.75 |
Low |
18,861.75 |
18,854.00 |
-7.75 |
0.0% |
18,883.25 |
Close |
19,505.25 |
19,023.25 |
-482.00 |
-2.5% |
19,174.50 |
Range |
786.25 |
863.00 |
76.75 |
9.8% |
1,201.50 |
ATR |
389.33 |
423.16 |
33.83 |
8.7% |
0.00 |
Volume |
762,246 |
920,616 |
158,370 |
20.8% |
3,793,373 |
|
Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,787.00 |
21,268.25 |
19,498.00 |
|
R3 |
20,924.00 |
20,405.25 |
19,260.50 |
|
R2 |
20,061.00 |
20,061.00 |
19,181.50 |
|
R1 |
19,542.25 |
19,542.25 |
19,102.25 |
19,370.00 |
PP |
19,198.00 |
19,198.00 |
19,198.00 |
19,112.00 |
S1 |
18,679.25 |
18,679.25 |
18,944.25 |
18,507.00 |
S2 |
18,335.00 |
18,335.00 |
18,865.00 |
|
S3 |
17,472.00 |
17,816.25 |
18,786.00 |
|
S4 |
16,609.00 |
16,953.25 |
18,548.50 |
|
|
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 |
19,717.00 |
18,725.00 |
992.00 |
5.2% |
562.25 |
3.0% |
30% |
True |
False |
744,516 |
10 |
20,084.75 |
18,725.00 |
1,359.75 |
7.1% |
490.00 |
2.6% |
22% |
False |
False |
759,536 |
20 |
20,983.75 |
18,725.00 |
2,258.75 |
11.9% |
411.75 |
2.2% |
13% |
False |
False |
731,064 |
40 |
20,983.75 |
18,725.00 |
2,258.75 |
11.9% |
335.25 |
1.8% |
13% |
False |
False |
564,575 |
60 |
20,983.75 |
18,296.00 |
2,687.75 |
14.1% |
294.00 |
1.5% |
27% |
False |
False |
376,876 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
19.2% |
306.00 |
1.6% |
46% |
False |
False |
282,924 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
19.2% |
292.75 |
1.5% |
46% |
False |
False |
226,452 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
19.2% |
285.25 |
1.5% |
46% |
False |
False |
188,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,384.75 |
2.618 |
21,976.25 |
1.618 |
21,113.25 |
1.000 |
20,580.00 |
0.618 |
20,250.25 |
HIGH |
19,717.00 |
0.618 |
19,387.25 |
0.500 |
19,285.50 |
0.382 |
19,183.75 |
LOW |
18,854.00 |
0.618 |
18,320.75 |
1.000 |
17,991.00 |
1.618 |
17,457.75 |
2.618 |
16,594.75 |
4.250 |
15,186.25 |
|
|
Fisher Pivots for day following 01-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
19,285.50 |
19,221.00 |
PP |
19,198.00 |
19,155.00 |
S1 |
19,110.75 |
19,089.25 |
|