| 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 |
2,386.5 |
2,410.1 |
23.6 |
1.0% |
2,427.5 |
| High |
2,413.3 |
2,425.3 |
12.0 |
0.5% |
2,456.7 |
| Low |
2,378.0 |
2,391.6 |
13.6 |
0.6% |
2,375.1 |
| Close |
2,404.5 |
2,401.8 |
-2.7 |
-0.1% |
2,404.5 |
| Range |
35.3 |
33.7 |
-1.6 |
-4.5% |
81.6 |
| ATR |
37.3 |
37.0 |
-0.3 |
-0.7% |
0.0 |
| Volume |
14,233 |
26,113 |
11,880 |
83.5% |
76,941 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.3 |
2,488.3 |
2,420.3 |
|
| R3 |
2,473.6 |
2,454.6 |
2,411.1 |
|
| R2 |
2,439.9 |
2,439.9 |
2,408.0 |
|
| R1 |
2,420.9 |
2,420.9 |
2,404.9 |
2,413.6 |
| PP |
2,406.2 |
2,406.2 |
2,406.2 |
2,402.6 |
| S1 |
2,387.2 |
2,387.2 |
2,398.7 |
2,379.9 |
| S2 |
2,372.5 |
2,372.5 |
2,395.6 |
|
| S3 |
2,338.8 |
2,353.5 |
2,392.5 |
|
| S4 |
2,305.1 |
2,319.8 |
2,383.3 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,656.9 |
2,612.3 |
2,449.4 |
|
| R3 |
2,575.3 |
2,530.7 |
2,426.9 |
|
| R2 |
2,493.7 |
2,493.7 |
2,419.5 |
|
| R1 |
2,449.1 |
2,449.1 |
2,412.0 |
2,430.6 |
| PP |
2,412.1 |
2,412.1 |
2,412.1 |
2,402.9 |
| S1 |
2,367.5 |
2,367.5 |
2,397.0 |
2,349.0 |
| S2 |
2,330.5 |
2,330.5 |
2,389.5 |
|
| S3 |
2,248.9 |
2,285.9 |
2,382.1 |
|
| S4 |
2,167.3 |
2,204.3 |
2,359.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,456.7 |
2,375.1 |
81.6 |
3.4% |
35.5 |
1.5% |
33% |
False |
False |
18,846 |
| 10 |
2,512.8 |
2,375.1 |
137.7 |
5.7% |
37.6 |
1.6% |
19% |
False |
False |
15,040 |
| 20 |
2,512.8 |
2,350.8 |
162.0 |
6.7% |
35.0 |
1.5% |
31% |
False |
False |
10,848 |
| 40 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
34.6 |
1.4% |
40% |
False |
False |
6,531 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
34.3 |
1.4% |
40% |
False |
False |
4,925 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
36.6 |
1.5% |
40% |
False |
False |
3,980 |
| 100 |
2,512.8 |
2,191.0 |
321.8 |
13.4% |
34.7 |
1.4% |
66% |
False |
False |
3,336 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
19.1% |
32.2 |
1.3% |
76% |
False |
False |
2,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,568.5 |
|
2.618 |
2,513.5 |
|
1.618 |
2,479.8 |
|
1.000 |
2,459.0 |
|
0.618 |
2,446.1 |
|
HIGH |
2,425.3 |
|
0.618 |
2,412.4 |
|
0.500 |
2,408.5 |
|
0.382 |
2,404.5 |
|
LOW |
2,391.6 |
|
0.618 |
2,370.8 |
|
1.000 |
2,357.9 |
|
1.618 |
2,337.1 |
|
2.618 |
2,303.4 |
|
4.250 |
2,248.4 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,408.5 |
2,401.3 |
| PP |
2,406.2 |
2,400.7 |
| S1 |
2,404.0 |
2,400.2 |
|