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 |
18,455.0 |
18,554.0 |
99.0 |
0.5% |
18,339.0 |
High |
18,579.0 |
18,684.0 |
105.0 |
0.6% |
18,774.0 |
Low |
18,373.0 |
18,518.0 |
145.0 |
0.8% |
18,207.0 |
Close |
18,535.0 |
18,606.0 |
71.0 |
0.4% |
18,535.0 |
Range |
206.0 |
166.0 |
-40.0 |
-19.4% |
567.0 |
ATR |
236.1 |
231.1 |
-5.0 |
-2.1% |
0.0 |
Volume |
32,187 |
42,015 |
9,828 |
30.5% |
224,463 |
|
Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,100.7 |
19,019.3 |
18,697.3 |
|
R3 |
18,934.7 |
18,853.3 |
18,651.7 |
|
R2 |
18,768.7 |
18,768.7 |
18,636.4 |
|
R1 |
18,687.3 |
18,687.3 |
18,621.2 |
18,728.0 |
PP |
18,602.7 |
18,602.7 |
18,602.7 |
18,623.0 |
S1 |
18,521.3 |
18,521.3 |
18,590.8 |
18,562.0 |
S2 |
18,436.7 |
18,436.7 |
18,575.6 |
|
S3 |
18,270.7 |
18,355.3 |
18,560.4 |
|
S4 |
18,104.7 |
18,189.3 |
18,514.7 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,206.3 |
19,937.7 |
18,846.9 |
|
R3 |
19,639.3 |
19,370.7 |
18,690.9 |
|
R2 |
19,072.3 |
19,072.3 |
18,639.0 |
|
R1 |
18,803.7 |
18,803.7 |
18,587.0 |
18,938.0 |
PP |
18,505.3 |
18,505.3 |
18,505.3 |
18,572.5 |
S1 |
18,236.7 |
18,236.7 |
18,483.0 |
18,371.0 |
S2 |
17,938.3 |
17,938.3 |
18,431.1 |
|
S3 |
17,371.3 |
17,669.7 |
18,379.1 |
|
S4 |
16,804.3 |
17,102.7 |
18,223.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,684.0 |
18,207.0 |
477.0 |
2.6% |
235.0 |
1.3% |
84% |
True |
False |
41,330 |
10 |
18,774.0 |
18,207.0 |
567.0 |
3.0% |
235.9 |
1.3% |
70% |
False |
False |
41,755 |
20 |
18,928.0 |
18,207.0 |
721.0 |
3.9% |
230.7 |
1.2% |
55% |
False |
False |
39,359 |
40 |
19,012.0 |
18,162.0 |
850.0 |
4.6% |
221.7 |
1.2% |
52% |
False |
False |
30,744 |
60 |
19,180.0 |
18,162.0 |
1,018.0 |
5.5% |
178.3 |
1.0% |
44% |
False |
False |
20,520 |
80 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
159.8 |
0.9% |
49% |
False |
False |
15,394 |
100 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
137.2 |
0.7% |
49% |
False |
False |
12,316 |
120 |
19,180.0 |
17,357.0 |
1,823.0 |
9.8% |
115.5 |
0.6% |
69% |
False |
False |
10,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,389.5 |
2.618 |
19,118.6 |
1.618 |
18,952.6 |
1.000 |
18,850.0 |
0.618 |
18,786.6 |
HIGH |
18,684.0 |
0.618 |
18,620.6 |
0.500 |
18,601.0 |
0.382 |
18,581.4 |
LOW |
18,518.0 |
0.618 |
18,415.4 |
1.000 |
18,352.0 |
1.618 |
18,249.4 |
2.618 |
18,083.4 |
4.250 |
17,812.5 |
|
|
Fisher Pivots for day following 31-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
18,604.3 |
18,580.2 |
PP |
18,602.7 |
18,554.3 |
S1 |
18,601.0 |
18,528.5 |
|