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 |
8,303.0 |
8,390.0 |
87.0 |
1.0% |
8,195.0 |
High |
8,410.0 |
8,409.0 |
-1.0 |
0.0% |
8,333.0 |
Low |
8,289.5 |
8,257.0 |
-32.5 |
-0.4% |
8,056.0 |
Close |
8,357.5 |
8,275.0 |
-82.5 |
-1.0% |
8,294.0 |
Range |
120.5 |
152.0 |
31.5 |
26.1% |
277.0 |
ATR |
91.9 |
96.2 |
4.3 |
4.7% |
0.0 |
Volume |
97,178 |
59,272 |
-37,906 |
-39.0% |
400,162 |
|
Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,769.5 |
8,674.5 |
8,358.5 |
|
R3 |
8,617.5 |
8,522.5 |
8,317.0 |
|
R2 |
8,465.5 |
8,465.5 |
8,303.0 |
|
R1 |
8,370.5 |
8,370.5 |
8,289.0 |
8,342.0 |
PP |
8,313.5 |
8,313.5 |
8,313.5 |
8,299.5 |
S1 |
8,218.5 |
8,218.5 |
8,261.0 |
8,190.0 |
S2 |
8,161.5 |
8,161.5 |
8,247.0 |
|
S3 |
8,009.5 |
8,066.5 |
8,233.0 |
|
S4 |
7,857.5 |
7,914.5 |
8,191.5 |
|
|
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 |
8,198.5 |
211.5 |
2.6% |
113.0 |
1.4% |
36% |
False |
False |
81,256 |
10 |
8,410.0 |
8,056.0 |
354.0 |
4.3% |
103.5 |
1.3% |
62% |
False |
False |
79,833 |
20 |
8,410.0 |
8,056.0 |
354.0 |
4.3% |
91.0 |
1.1% |
62% |
False |
False |
76,660 |
40 |
8,410.0 |
8,056.0 |
354.0 |
4.3% |
87.5 |
1.1% |
62% |
False |
False |
81,886 |
60 |
8,492.0 |
8,056.0 |
436.0 |
5.3% |
70.5 |
0.9% |
50% |
False |
False |
54,626 |
80 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
64.5 |
0.8% |
69% |
False |
False |
40,971 |
100 |
8,492.0 |
7,756.0 |
736.0 |
8.9% |
57.5 |
0.7% |
71% |
False |
False |
32,779 |
120 |
8,492.0 |
7,509.0 |
983.0 |
11.9% |
48.0 |
0.6% |
78% |
False |
False |
27,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,055.0 |
2.618 |
8,807.0 |
1.618 |
8,655.0 |
1.000 |
8,561.0 |
0.618 |
8,503.0 |
HIGH |
8,409.0 |
0.618 |
8,351.0 |
0.500 |
8,333.0 |
0.382 |
8,315.0 |
LOW |
8,257.0 |
0.618 |
8,163.0 |
1.000 |
8,105.0 |
1.618 |
8,011.0 |
2.618 |
7,859.0 |
4.250 |
7,611.0 |
|
|
Fisher Pivots for day following 01-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
8,333.0 |
8,322.0 |
PP |
8,313.5 |
8,306.0 |
S1 |
8,294.5 |
8,290.5 |
|