| 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 |
2,432.4 |
2,469.6 |
37.2 |
1.5% |
2,427.5 |
| High |
2,472.6 |
2,482.6 |
10.0 |
0.4% |
2,456.7 |
| Low |
2,425.7 |
2,450.3 |
24.6 |
1.0% |
2,375.1 |
| Close |
2,449.3 |
2,457.1 |
7.8 |
0.3% |
2,404.5 |
| Range |
46.9 |
32.3 |
-14.6 |
-31.1% |
81.6 |
| ATR |
37.7 |
37.4 |
-0.3 |
-0.8% |
0.0 |
| Volume |
12,468 |
13,819 |
1,351 |
10.8% |
76,941 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,560.2 |
2,541.0 |
2,474.9 |
|
| R3 |
2,527.9 |
2,508.7 |
2,466.0 |
|
| R2 |
2,495.6 |
2,495.6 |
2,463.0 |
|
| R1 |
2,476.4 |
2,476.4 |
2,460.1 |
2,469.9 |
| PP |
2,463.3 |
2,463.3 |
2,463.3 |
2,460.1 |
| S1 |
2,444.1 |
2,444.1 |
2,454.1 |
2,437.6 |
| S2 |
2,431.0 |
2,431.0 |
2,451.2 |
|
| S3 |
2,398.7 |
2,411.8 |
2,448.2 |
|
| S4 |
2,366.4 |
2,379.5 |
2,439.3 |
|
|
| 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 |
2,482.6 |
2,378.0 |
104.6 |
4.3% |
36.9 |
1.5% |
76% |
True |
False |
17,761 |
| 10 |
2,482.6 |
2,375.1 |
107.5 |
4.4% |
37.4 |
1.5% |
76% |
True |
False |
16,595 |
| 20 |
2,512.8 |
2,375.1 |
137.7 |
5.6% |
37.0 |
1.5% |
60% |
False |
False |
12,541 |
| 40 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
34.6 |
1.4% |
70% |
False |
False |
7,583 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
34.2 |
1.4% |
70% |
False |
False |
5,679 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
36.3 |
1.5% |
70% |
False |
False |
4,536 |
| 100 |
2,512.8 |
2,210.4 |
302.4 |
12.3% |
35.0 |
1.4% |
82% |
False |
False |
3,801 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
18.7% |
32.8 |
1.3% |
88% |
False |
False |
3,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,619.9 |
|
2.618 |
2,567.2 |
|
1.618 |
2,534.9 |
|
1.000 |
2,514.9 |
|
0.618 |
2,502.6 |
|
HIGH |
2,482.6 |
|
0.618 |
2,470.3 |
|
0.500 |
2,466.5 |
|
0.382 |
2,462.6 |
|
LOW |
2,450.3 |
|
0.618 |
2,430.3 |
|
1.000 |
2,418.0 |
|
1.618 |
2,398.0 |
|
2.618 |
2,365.7 |
|
4.250 |
2,313.0 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,466.5 |
2,451.5 |
| PP |
2,463.3 |
2,446.0 |
| S1 |
2,460.2 |
2,440.4 |
|