| 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 |
2,404.1 |
2,432.4 |
28.3 |
1.2% |
2,427.5 |
| High |
2,434.5 |
2,472.6 |
38.1 |
1.6% |
2,456.7 |
| Low |
2,398.2 |
2,425.7 |
27.5 |
1.1% |
2,375.1 |
| Close |
2,428.4 |
2,449.3 |
20.9 |
0.9% |
2,404.5 |
| Range |
36.3 |
46.9 |
10.6 |
29.2% |
81.6 |
| ATR |
37.0 |
37.7 |
0.7 |
1.9% |
0.0 |
| Volume |
22,173 |
12,468 |
-9,705 |
-43.8% |
76,941 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,589.9 |
2,566.5 |
2,475.1 |
|
| R3 |
2,543.0 |
2,519.6 |
2,462.2 |
|
| R2 |
2,496.1 |
2,496.1 |
2,457.9 |
|
| R1 |
2,472.7 |
2,472.7 |
2,453.6 |
2,484.4 |
| PP |
2,449.2 |
2,449.2 |
2,449.2 |
2,455.1 |
| S1 |
2,425.8 |
2,425.8 |
2,445.0 |
2,437.5 |
| S2 |
2,402.3 |
2,402.3 |
2,440.7 |
|
| S3 |
2,355.4 |
2,378.9 |
2,436.4 |
|
| S4 |
2,308.5 |
2,332.0 |
2,423.5 |
|
|
| 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 |
2,472.6 |
2,375.1 |
97.5 |
4.0% |
40.2 |
1.6% |
76% |
True |
False |
20,630 |
| 10 |
2,502.6 |
2,375.1 |
127.5 |
5.2% |
37.7 |
1.5% |
58% |
False |
False |
15,998 |
| 20 |
2,512.8 |
2,360.0 |
152.8 |
6.2% |
37.3 |
1.5% |
58% |
False |
False |
12,175 |
| 40 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
34.6 |
1.4% |
66% |
False |
False |
7,296 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
34.3 |
1.4% |
66% |
False |
False |
5,475 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
36.5 |
1.5% |
66% |
False |
False |
4,383 |
| 100 |
2,512.8 |
2,210.4 |
302.4 |
12.3% |
35.1 |
1.4% |
79% |
False |
False |
3,669 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
18.7% |
32.7 |
1.3% |
86% |
False |
False |
3,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,671.9 |
|
2.618 |
2,595.4 |
|
1.618 |
2,548.5 |
|
1.000 |
2,519.5 |
|
0.618 |
2,501.6 |
|
HIGH |
2,472.6 |
|
0.618 |
2,454.7 |
|
0.500 |
2,449.2 |
|
0.382 |
2,443.6 |
|
LOW |
2,425.7 |
|
0.618 |
2,396.7 |
|
1.000 |
2,378.8 |
|
1.618 |
2,349.8 |
|
2.618 |
2,302.9 |
|
4.250 |
2,226.4 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,449.3 |
2,443.6 |
| PP |
2,449.2 |
2,437.8 |
| S1 |
2,449.2 |
2,432.1 |
|