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 |
18,554.0 |
18,636.0 |
82.0 |
0.4% |
18,339.0 |
High |
18,684.0 |
18,648.0 |
-36.0 |
-0.2% |
18,774.0 |
Low |
18,518.0 |
18,079.0 |
-439.0 |
-2.4% |
18,207.0 |
Close |
18,606.0 |
18,176.0 |
-430.0 |
-2.3% |
18,535.0 |
Range |
166.0 |
569.0 |
403.0 |
242.8% |
567.0 |
ATR |
231.1 |
255.2 |
24.1 |
10.4% |
0.0 |
Volume |
42,015 |
62,769 |
20,754 |
49.4% |
224,463 |
|
Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,008.0 |
19,661.0 |
18,489.0 |
|
R3 |
19,439.0 |
19,092.0 |
18,332.5 |
|
R2 |
18,870.0 |
18,870.0 |
18,280.3 |
|
R1 |
18,523.0 |
18,523.0 |
18,228.2 |
18,412.0 |
PP |
18,301.0 |
18,301.0 |
18,301.0 |
18,245.5 |
S1 |
17,954.0 |
17,954.0 |
18,123.8 |
17,843.0 |
S2 |
17,732.0 |
17,732.0 |
18,071.7 |
|
S3 |
17,163.0 |
17,385.0 |
18,019.5 |
|
S4 |
16,594.0 |
16,816.0 |
17,863.1 |
|
|
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 |
18,079.0 |
605.0 |
3.3% |
288.6 |
1.6% |
16% |
False |
True |
41,846 |
10 |
18,774.0 |
18,079.0 |
695.0 |
3.8% |
268.0 |
1.5% |
14% |
False |
True |
43,864 |
20 |
18,928.0 |
18,079.0 |
849.0 |
4.7% |
247.5 |
1.4% |
11% |
False |
True |
40,558 |
40 |
19,012.0 |
18,079.0 |
933.0 |
5.1% |
233.2 |
1.3% |
10% |
False |
True |
32,310 |
60 |
19,180.0 |
18,079.0 |
1,101.0 |
6.1% |
185.7 |
1.0% |
9% |
False |
True |
21,566 |
80 |
19,180.0 |
18,051.0 |
1,129.0 |
6.2% |
166.6 |
0.9% |
11% |
False |
False |
16,179 |
100 |
19,180.0 |
18,051.0 |
1,129.0 |
6.2% |
142.9 |
0.8% |
11% |
False |
False |
12,944 |
120 |
19,180.0 |
17,357.0 |
1,823.0 |
10.0% |
120.2 |
0.7% |
45% |
False |
False |
10,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,066.3 |
2.618 |
20,137.6 |
1.618 |
19,568.6 |
1.000 |
19,217.0 |
0.618 |
18,999.6 |
HIGH |
18,648.0 |
0.618 |
18,430.6 |
0.500 |
18,363.5 |
0.382 |
18,296.4 |
LOW |
18,079.0 |
0.618 |
17,727.4 |
1.000 |
17,510.0 |
1.618 |
17,158.4 |
2.618 |
16,589.4 |
4.250 |
15,660.8 |
|
|
Fisher Pivots for day following 01-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
18,363.5 |
18,381.5 |
PP |
18,301.0 |
18,313.0 |
S1 |
18,238.5 |
18,244.5 |
|