| 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 |
8,276.5 |
8,303.0 |
26.5 |
0.3% |
8,195.0 |
| High |
8,301.0 |
8,410.0 |
109.0 |
1.3% |
8,333.0 |
| Low |
8,233.5 |
8,289.5 |
56.0 |
0.7% |
8,056.0 |
| Close |
8,286.5 |
8,357.5 |
71.0 |
0.9% |
8,294.0 |
| Range |
67.5 |
120.5 |
53.0 |
78.5% |
277.0 |
| ATR |
89.4 |
91.9 |
2.4 |
2.7% |
0.0 |
| Volume |
74,447 |
97,178 |
22,731 |
30.5% |
400,162 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,714.0 |
8,656.0 |
8,424.0 |
|
| R3 |
8,593.5 |
8,535.5 |
8,390.5 |
|
| R2 |
8,473.0 |
8,473.0 |
8,379.5 |
|
| R1 |
8,415.0 |
8,415.0 |
8,368.5 |
8,444.0 |
| PP |
8,352.5 |
8,352.5 |
8,352.5 |
8,367.0 |
| S1 |
8,294.5 |
8,294.5 |
8,346.5 |
8,323.5 |
| S2 |
8,232.0 |
8,232.0 |
8,335.5 |
|
| S3 |
8,111.5 |
8,174.0 |
8,324.5 |
|
| S4 |
7,991.0 |
8,053.5 |
8,291.0 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,058.5 |
8,953.5 |
8,446.5 |
|
| R3 |
8,781.5 |
8,676.5 |
8,370.0 |
|
| R2 |
8,504.5 |
8,504.5 |
8,345.0 |
|
| R1 |
8,399.5 |
8,399.5 |
8,319.5 |
8,452.0 |
| PP |
8,227.5 |
8,227.5 |
8,227.5 |
8,254.0 |
| S1 |
8,122.5 |
8,122.5 |
8,268.5 |
8,175.0 |
| S2 |
7,950.5 |
7,950.5 |
8,243.0 |
|
| S3 |
7,673.5 |
7,845.5 |
8,218.0 |
|
| S4 |
7,396.5 |
7,568.5 |
8,141.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,410.0 |
8,056.0 |
354.0 |
4.2% |
118.0 |
1.4% |
85% |
True |
False |
89,603 |
| 10 |
8,410.0 |
8,056.0 |
354.0 |
4.2% |
99.5 |
1.2% |
85% |
True |
False |
81,887 |
| 20 |
8,410.0 |
8,056.0 |
354.0 |
4.2% |
87.5 |
1.0% |
85% |
True |
False |
76,218 |
| 40 |
8,410.0 |
8,056.0 |
354.0 |
4.2% |
84.5 |
1.0% |
85% |
True |
False |
80,423 |
| 60 |
8,492.0 |
8,056.0 |
436.0 |
5.2% |
68.0 |
0.8% |
69% |
False |
False |
53,638 |
| 80 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
63.0 |
0.8% |
81% |
False |
False |
40,230 |
| 100 |
8,492.0 |
7,720.0 |
772.0 |
9.2% |
56.0 |
0.7% |
83% |
False |
False |
32,186 |
| 120 |
8,492.0 |
7,509.0 |
983.0 |
11.8% |
46.5 |
0.6% |
86% |
False |
False |
26,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,922.0 |
|
2.618 |
8,725.5 |
|
1.618 |
8,605.0 |
|
1.000 |
8,530.5 |
|
0.618 |
8,484.5 |
|
HIGH |
8,410.0 |
|
0.618 |
8,364.0 |
|
0.500 |
8,350.0 |
|
0.382 |
8,335.5 |
|
LOW |
8,289.5 |
|
0.618 |
8,215.0 |
|
1.000 |
8,169.0 |
|
1.618 |
8,094.5 |
|
2.618 |
7,974.0 |
|
4.250 |
7,777.5 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,355.0 |
8,345.5 |
| PP |
8,352.5 |
8,333.5 |
| S1 |
8,350.0 |
8,322.0 |
|