| Trading Metrics calculated at close of trading on 29-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,244.4 |
2,277.2 |
32.8 |
1.5% |
2,207.0 |
| High |
2,288.8 |
2,298.1 |
9.3 |
0.4% |
2,288.8 |
| Low |
2,244.2 |
2,241.2 |
-3.0 |
-0.1% |
2,188.7 |
| Close |
2,277.2 |
2,251.3 |
-25.9 |
-1.1% |
2,277.2 |
| Range |
44.6 |
56.9 |
12.3 |
27.6% |
100.1 |
| ATR |
47.0 |
47.7 |
0.7 |
1.5% |
0.0 |
| Volume |
230,250 |
187,469 |
-42,781 |
-18.6% |
1,253,940 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.2 |
2,399.7 |
2,282.6 |
|
| R3 |
2,377.3 |
2,342.8 |
2,266.9 |
|
| R2 |
2,320.4 |
2,320.4 |
2,261.7 |
|
| R1 |
2,285.9 |
2,285.9 |
2,256.5 |
2,274.7 |
| PP |
2,263.5 |
2,263.5 |
2,263.5 |
2,258.0 |
| S1 |
2,229.0 |
2,229.0 |
2,246.1 |
2,217.8 |
| S2 |
2,206.6 |
2,206.6 |
2,240.9 |
|
| S3 |
2,149.7 |
2,172.1 |
2,235.7 |
|
| S4 |
2,092.8 |
2,115.2 |
2,220.0 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.9 |
2,514.6 |
2,332.3 |
|
| R3 |
2,451.8 |
2,414.5 |
2,304.7 |
|
| R2 |
2,351.7 |
2,351.7 |
2,295.6 |
|
| R1 |
2,314.4 |
2,314.4 |
2,286.4 |
2,333.1 |
| PP |
2,251.6 |
2,251.6 |
2,251.6 |
2,260.9 |
| S1 |
2,214.3 |
2,214.3 |
2,268.0 |
2,233.0 |
| S2 |
2,151.5 |
2,151.5 |
2,258.8 |
|
| S3 |
2,051.4 |
2,114.2 |
2,249.7 |
|
| S4 |
1,951.3 |
2,014.1 |
2,222.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,298.1 |
2,202.2 |
95.9 |
4.3% |
57.5 |
2.6% |
51% |
True |
False |
243,373 |
| 10 |
2,304.9 |
2,188.7 |
116.2 |
5.2% |
58.3 |
2.6% |
54% |
False |
False |
266,885 |
| 20 |
2,304.9 |
2,032.8 |
272.1 |
12.1% |
47.6 |
2.1% |
80% |
False |
False |
236,617 |
| 40 |
2,304.9 |
2,015.2 |
289.7 |
12.9% |
41.0 |
1.8% |
81% |
False |
False |
170,459 |
| 60 |
2,304.9 |
2,012.6 |
292.3 |
13.0% |
37.2 |
1.7% |
82% |
False |
False |
113,713 |
| 80 |
2,304.9 |
1,937.1 |
367.8 |
16.3% |
38.4 |
1.7% |
85% |
False |
False |
85,331 |
| 100 |
2,304.9 |
1,937.1 |
367.8 |
16.3% |
37.0 |
1.6% |
85% |
False |
False |
68,277 |
| 120 |
2,304.9 |
1,937.1 |
367.8 |
16.3% |
30.9 |
1.4% |
85% |
False |
False |
56,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,539.9 |
|
2.618 |
2,447.1 |
|
1.618 |
2,390.2 |
|
1.000 |
2,355.0 |
|
0.618 |
2,333.3 |
|
HIGH |
2,298.1 |
|
0.618 |
2,276.4 |
|
0.500 |
2,269.7 |
|
0.382 |
2,262.9 |
|
LOW |
2,241.2 |
|
0.618 |
2,206.0 |
|
1.000 |
2,184.3 |
|
1.618 |
2,149.1 |
|
2.618 |
2,092.2 |
|
4.250 |
1,999.4 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,269.7 |
2,250.9 |
| PP |
2,263.5 |
2,250.5 |
| S1 |
2,257.4 |
2,250.2 |
|