| Trading Metrics calculated at close of trading on 30-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,277.2 |
2,249.9 |
-27.3 |
-1.2% |
2,207.0 |
| High |
2,298.1 |
2,278.5 |
-19.6 |
-0.9% |
2,288.8 |
| Low |
2,241.2 |
2,236.3 |
-4.9 |
-0.2% |
2,188.7 |
| Close |
2,251.3 |
2,259.1 |
7.8 |
0.3% |
2,277.2 |
| Range |
56.9 |
42.2 |
-14.7 |
-25.8% |
100.1 |
| ATR |
47.7 |
47.3 |
-0.4 |
-0.8% |
0.0 |
| Volume |
187,469 |
184,602 |
-2,867 |
-1.5% |
1,253,940 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.6 |
2,364.0 |
2,282.3 |
|
| R3 |
2,342.4 |
2,321.8 |
2,270.7 |
|
| R2 |
2,300.2 |
2,300.2 |
2,266.8 |
|
| R1 |
2,279.6 |
2,279.6 |
2,263.0 |
2,289.9 |
| PP |
2,258.0 |
2,258.0 |
2,258.0 |
2,263.1 |
| S1 |
2,237.4 |
2,237.4 |
2,255.2 |
2,247.7 |
| S2 |
2,215.8 |
2,215.8 |
2,251.4 |
|
| S3 |
2,173.6 |
2,195.2 |
2,247.5 |
|
| S4 |
2,131.4 |
2,153.0 |
2,235.9 |
|
|
| 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 |
4.2% |
55.9 |
2.5% |
59% |
False |
False |
233,671 |
| 10 |
2,304.9 |
2,188.7 |
116.2 |
5.1% |
54.5 |
2.4% |
61% |
False |
False |
253,133 |
| 20 |
2,304.9 |
2,032.8 |
272.1 |
12.0% |
47.8 |
2.1% |
83% |
False |
False |
235,314 |
| 40 |
2,304.9 |
2,015.2 |
289.7 |
12.8% |
41.2 |
1.8% |
84% |
False |
False |
175,048 |
| 60 |
2,304.9 |
2,015.2 |
289.7 |
12.8% |
37.3 |
1.6% |
84% |
False |
False |
116,789 |
| 80 |
2,304.9 |
1,937.1 |
367.8 |
16.3% |
38.2 |
1.7% |
88% |
False |
False |
87,637 |
| 100 |
2,304.9 |
1,937.1 |
367.8 |
16.3% |
37.4 |
1.7% |
88% |
False |
False |
70,123 |
| 120 |
2,304.9 |
1,937.1 |
367.8 |
16.3% |
31.3 |
1.4% |
88% |
False |
False |
58,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,457.9 |
|
2.618 |
2,389.0 |
|
1.618 |
2,346.8 |
|
1.000 |
2,320.7 |
|
0.618 |
2,304.6 |
|
HIGH |
2,278.5 |
|
0.618 |
2,262.4 |
|
0.500 |
2,257.4 |
|
0.382 |
2,252.4 |
|
LOW |
2,236.3 |
|
0.618 |
2,210.2 |
|
1.000 |
2,194.1 |
|
1.618 |
2,168.0 |
|
2.618 |
2,125.8 |
|
4.250 |
2,057.0 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,258.5 |
2,267.2 |
| PP |
2,258.0 |
2,264.5 |
| S1 |
2,257.4 |
2,261.8 |
|