| 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 |
2,249.9 |
2,263.0 |
13.1 |
0.6% |
2,207.0 |
| High |
2,278.5 |
2,320.5 |
42.0 |
1.8% |
2,288.8 |
| Low |
2,236.3 |
2,253.1 |
16.8 |
0.8% |
2,188.7 |
| Close |
2,259.1 |
2,273.0 |
13.9 |
0.6% |
2,277.2 |
| Range |
42.2 |
67.4 |
25.2 |
59.7% |
100.1 |
| ATR |
47.3 |
48.8 |
1.4 |
3.0% |
0.0 |
| Volume |
184,602 |
290,469 |
105,867 |
57.3% |
1,253,940 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,484.4 |
2,446.1 |
2,310.1 |
|
| R3 |
2,417.0 |
2,378.7 |
2,291.5 |
|
| R2 |
2,349.6 |
2,349.6 |
2,285.4 |
|
| R1 |
2,311.3 |
2,311.3 |
2,279.2 |
2,330.5 |
| PP |
2,282.2 |
2,282.2 |
2,282.2 |
2,291.8 |
| S1 |
2,243.9 |
2,243.9 |
2,266.8 |
2,263.1 |
| S2 |
2,214.8 |
2,214.8 |
2,260.6 |
|
| S3 |
2,147.4 |
2,176.5 |
2,254.5 |
|
| S4 |
2,080.0 |
2,109.1 |
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 |
2,320.5 |
2,202.2 |
118.3 |
5.2% |
56.9 |
2.5% |
60% |
True |
False |
235,848 |
| 10 |
2,320.5 |
2,188.7 |
131.8 |
5.8% |
56.1 |
2.5% |
64% |
True |
False |
245,775 |
| 20 |
2,320.5 |
2,032.8 |
287.7 |
12.7% |
50.0 |
2.2% |
83% |
True |
False |
242,806 |
| 40 |
2,320.5 |
2,015.2 |
305.3 |
13.4% |
41.5 |
1.8% |
84% |
True |
False |
182,271 |
| 60 |
2,320.5 |
2,015.2 |
305.3 |
13.4% |
37.6 |
1.7% |
84% |
True |
False |
121,627 |
| 80 |
2,320.5 |
1,937.1 |
383.4 |
16.9% |
38.6 |
1.7% |
88% |
True |
False |
91,266 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
16.9% |
38.0 |
1.7% |
88% |
True |
False |
73,028 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
16.9% |
31.8 |
1.4% |
88% |
True |
False |
60,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,607.0 |
|
2.618 |
2,497.0 |
|
1.618 |
2,429.6 |
|
1.000 |
2,387.9 |
|
0.618 |
2,362.2 |
|
HIGH |
2,320.5 |
|
0.618 |
2,294.8 |
|
0.500 |
2,286.8 |
|
0.382 |
2,278.8 |
|
LOW |
2,253.1 |
|
0.618 |
2,211.4 |
|
1.000 |
2,185.7 |
|
1.618 |
2,144.0 |
|
2.618 |
2,076.6 |
|
4.250 |
1,966.7 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,286.8 |
2,278.4 |
| PP |
2,282.2 |
2,276.6 |
| S1 |
2,277.6 |
2,274.8 |
|