| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,272.5 |
2,195.9 |
-76.6 |
-3.4% |
2,277.2 |
| High |
2,282.5 |
2,200.1 |
-82.4 |
-3.6% |
2,320.5 |
| Low |
2,182.1 |
2,097.0 |
-85.1 |
-3.9% |
2,097.0 |
| Close |
2,198.1 |
2,118.5 |
-79.6 |
-3.6% |
2,118.5 |
| Range |
100.4 |
103.1 |
2.7 |
2.7% |
223.5 |
| ATR |
52.5 |
56.1 |
3.6 |
6.9% |
0.0 |
| Volume |
357,063 |
385,201 |
28,138 |
7.9% |
1,404,804 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.8 |
2,386.3 |
2,175.2 |
|
| R3 |
2,344.7 |
2,283.2 |
2,146.9 |
|
| R2 |
2,241.6 |
2,241.6 |
2,137.4 |
|
| R1 |
2,180.1 |
2,180.1 |
2,128.0 |
2,159.3 |
| PP |
2,138.5 |
2,138.5 |
2,138.5 |
2,128.2 |
| S1 |
2,077.0 |
2,077.0 |
2,109.0 |
2,056.2 |
| S2 |
2,035.4 |
2,035.4 |
2,099.6 |
|
| S3 |
1,932.3 |
1,973.9 |
2,090.1 |
|
| S4 |
1,829.2 |
1,870.8 |
2,061.8 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.2 |
2,707.3 |
2,241.4 |
|
| R3 |
2,625.7 |
2,483.8 |
2,180.0 |
|
| R2 |
2,402.2 |
2,402.2 |
2,159.5 |
|
| R1 |
2,260.3 |
2,260.3 |
2,139.0 |
2,219.5 |
| PP |
2,178.7 |
2,178.7 |
2,178.7 |
2,158.3 |
| S1 |
2,036.8 |
2,036.8 |
2,098.0 |
1,996.0 |
| S2 |
1,955.2 |
1,955.2 |
2,077.5 |
|
| S3 |
1,731.7 |
1,813.3 |
2,057.0 |
|
| S4 |
1,508.2 |
1,589.8 |
1,995.6 |
|
|
| 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 |
2,097.0 |
223.5 |
10.5% |
74.0 |
3.5% |
10% |
False |
True |
280,960 |
| 10 |
2,320.5 |
2,097.0 |
223.5 |
10.5% |
65.4 |
3.1% |
10% |
False |
True |
265,874 |
| 20 |
2,320.5 |
2,036.7 |
283.8 |
13.4% |
57.8 |
2.7% |
29% |
False |
False |
265,802 |
| 40 |
2,320.5 |
2,015.2 |
305.3 |
14.4% |
45.0 |
2.1% |
34% |
False |
False |
200,796 |
| 60 |
2,320.5 |
2,015.2 |
305.3 |
14.4% |
40.2 |
1.9% |
34% |
False |
False |
133,994 |
| 80 |
2,320.5 |
1,937.1 |
383.4 |
18.1% |
40.6 |
1.9% |
47% |
False |
False |
100,540 |
| 100 |
2,320.5 |
1,937.1 |
383.4 |
18.1% |
39.5 |
1.9% |
47% |
False |
False |
80,450 |
| 120 |
2,320.5 |
1,937.1 |
383.4 |
18.1% |
33.5 |
1.6% |
47% |
False |
False |
67,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.3 |
|
2.618 |
2,470.0 |
|
1.618 |
2,366.9 |
|
1.000 |
2,303.2 |
|
0.618 |
2,263.8 |
|
HIGH |
2,200.1 |
|
0.618 |
2,160.7 |
|
0.500 |
2,148.6 |
|
0.382 |
2,136.4 |
|
LOW |
2,097.0 |
|
0.618 |
2,033.3 |
|
1.000 |
1,993.9 |
|
1.618 |
1,930.2 |
|
2.618 |
1,827.1 |
|
4.250 |
1,658.8 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,148.6 |
2,208.8 |
| PP |
2,138.5 |
2,178.7 |
| S1 |
2,128.5 |
2,148.6 |
|