| 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 |
2,263.0 |
2,272.5 |
9.5 |
0.4% |
2,207.0 |
| High |
2,320.5 |
2,282.5 |
-38.0 |
-1.6% |
2,288.8 |
| Low |
2,253.1 |
2,182.1 |
-71.0 |
-3.2% |
2,188.7 |
| Close |
2,273.0 |
2,198.1 |
-74.9 |
-3.3% |
2,277.2 |
| Range |
67.4 |
100.4 |
33.0 |
49.0% |
100.1 |
| ATR |
48.8 |
52.5 |
3.7 |
7.6% |
0.0 |
| Volume |
290,469 |
357,063 |
66,594 |
22.9% |
1,253,940 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,522.1 |
2,460.5 |
2,253.3 |
|
| R3 |
2,421.7 |
2,360.1 |
2,225.7 |
|
| R2 |
2,321.3 |
2,321.3 |
2,216.5 |
|
| R1 |
2,259.7 |
2,259.7 |
2,207.3 |
2,240.3 |
| PP |
2,220.9 |
2,220.9 |
2,220.9 |
2,211.2 |
| S1 |
2,159.3 |
2,159.3 |
2,188.9 |
2,139.9 |
| S2 |
2,120.5 |
2,120.5 |
2,179.7 |
|
| S3 |
2,020.1 |
2,058.9 |
2,170.5 |
|
| S4 |
1,919.7 |
1,958.5 |
2,142.9 |
|
|
| 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 |
2,182.1 |
138.4 |
6.3% |
62.3 |
2.8% |
12% |
False |
True |
249,970 |
| 10 |
2,320.5 |
2,182.1 |
138.4 |
6.3% |
58.3 |
2.7% |
12% |
False |
True |
250,317 |
| 20 |
2,320.5 |
2,032.8 |
287.7 |
13.1% |
54.1 |
2.5% |
57% |
False |
False |
255,156 |
| 40 |
2,320.5 |
2,015.2 |
305.3 |
13.9% |
43.3 |
2.0% |
60% |
False |
False |
191,181 |
| 60 |
2,320.5 |
2,015.2 |
305.3 |
13.9% |
38.8 |
1.8% |
60% |
False |
False |
127,575 |
| 80 |
2,320.5 |
1,937.1 |
383.4 |
17.4% |
39.6 |
1.8% |
68% |
False |
False |
95,727 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
17.4% |
38.7 |
1.8% |
68% |
False |
False |
76,598 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
17.4% |
32.7 |
1.5% |
68% |
False |
False |
63,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,709.2 |
|
2.618 |
2,545.3 |
|
1.618 |
2,444.9 |
|
1.000 |
2,382.9 |
|
0.618 |
2,344.5 |
|
HIGH |
2,282.5 |
|
0.618 |
2,244.1 |
|
0.500 |
2,232.3 |
|
0.382 |
2,220.5 |
|
LOW |
2,182.1 |
|
0.618 |
2,120.1 |
|
1.000 |
2,081.7 |
|
1.618 |
2,019.7 |
|
2.618 |
1,919.3 |
|
4.250 |
1,755.4 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,232.3 |
2,251.3 |
| PP |
2,220.9 |
2,233.6 |
| S1 |
2,209.5 |
2,215.8 |
|