| 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 |
2,410.1 |
2,404.1 |
-6.0 |
-0.2% |
2,427.5 |
| High |
2,425.3 |
2,434.5 |
9.2 |
0.4% |
2,456.7 |
| Low |
2,391.6 |
2,398.2 |
6.6 |
0.3% |
2,375.1 |
| Close |
2,401.8 |
2,428.4 |
26.6 |
1.1% |
2,404.5 |
| Range |
33.7 |
36.3 |
2.6 |
7.7% |
81.6 |
| ATR |
37.0 |
37.0 |
-0.1 |
-0.1% |
0.0 |
| Volume |
26,113 |
22,173 |
-3,940 |
-15.1% |
76,941 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,529.3 |
2,515.1 |
2,448.4 |
|
| R3 |
2,493.0 |
2,478.8 |
2,438.4 |
|
| R2 |
2,456.7 |
2,456.7 |
2,435.1 |
|
| R1 |
2,442.5 |
2,442.5 |
2,431.7 |
2,449.6 |
| PP |
2,420.4 |
2,420.4 |
2,420.4 |
2,423.9 |
| S1 |
2,406.2 |
2,406.2 |
2,425.1 |
2,413.3 |
| S2 |
2,384.1 |
2,384.1 |
2,421.7 |
|
| S3 |
2,347.8 |
2,369.9 |
2,418.4 |
|
| S4 |
2,311.5 |
2,333.6 |
2,408.4 |
|
|
| 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% |
38.0 |
1.6% |
65% |
False |
False |
20,855 |
| 10 |
2,512.8 |
2,375.1 |
137.7 |
5.7% |
36.3 |
1.5% |
39% |
False |
False |
15,982 |
| 20 |
2,512.8 |
2,350.8 |
162.0 |
6.7% |
35.8 |
1.5% |
48% |
False |
False |
11,841 |
| 40 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
34.5 |
1.4% |
55% |
False |
False |
7,027 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
34.3 |
1.4% |
55% |
False |
False |
5,283 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
36.7 |
1.5% |
55% |
False |
False |
4,245 |
| 100 |
2,512.8 |
2,210.4 |
302.4 |
12.5% |
34.8 |
1.4% |
72% |
False |
False |
3,550 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
18.9% |
32.4 |
1.3% |
82% |
False |
False |
3,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,588.8 |
|
2.618 |
2,529.5 |
|
1.618 |
2,493.2 |
|
1.000 |
2,470.8 |
|
0.618 |
2,456.9 |
|
HIGH |
2,434.5 |
|
0.618 |
2,420.6 |
|
0.500 |
2,416.4 |
|
0.382 |
2,412.1 |
|
LOW |
2,398.2 |
|
0.618 |
2,375.8 |
|
1.000 |
2,361.9 |
|
1.618 |
2,339.5 |
|
2.618 |
2,303.2 |
|
4.250 |
2,243.9 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,424.4 |
2,421.0 |
| PP |
2,420.4 |
2,413.6 |
| S1 |
2,416.4 |
2,406.3 |
|