| 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 |
2,469.6 |
2,467.6 |
-2.0 |
-0.1% |
2,410.1 |
| High |
2,482.6 |
2,499.1 |
16.5 |
0.7% |
2,499.1 |
| Low |
2,450.3 |
2,430.8 |
-19.5 |
-0.8% |
2,391.6 |
| Close |
2,457.1 |
2,447.3 |
-9.8 |
-0.4% |
2,447.3 |
| Range |
32.3 |
68.3 |
36.0 |
111.5% |
107.5 |
| ATR |
37.4 |
39.6 |
2.2 |
5.9% |
0.0 |
| Volume |
13,819 |
16,793 |
2,974 |
21.5% |
91,366 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,664.0 |
2,623.9 |
2,484.9 |
|
| R3 |
2,595.7 |
2,555.6 |
2,466.1 |
|
| R2 |
2,527.4 |
2,527.4 |
2,459.8 |
|
| R1 |
2,487.3 |
2,487.3 |
2,453.6 |
2,473.2 |
| PP |
2,459.1 |
2,459.1 |
2,459.1 |
2,452.0 |
| S1 |
2,419.0 |
2,419.0 |
2,441.0 |
2,404.9 |
| S2 |
2,390.8 |
2,390.8 |
2,434.8 |
|
| S3 |
2,322.5 |
2,350.7 |
2,428.5 |
|
| S4 |
2,254.2 |
2,282.4 |
2,409.7 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.5 |
2,715.4 |
2,506.4 |
|
| R3 |
2,661.0 |
2,607.9 |
2,476.9 |
|
| R2 |
2,553.5 |
2,553.5 |
2,467.0 |
|
| R1 |
2,500.4 |
2,500.4 |
2,457.2 |
2,527.0 |
| PP |
2,446.0 |
2,446.0 |
2,446.0 |
2,459.3 |
| S1 |
2,392.9 |
2,392.9 |
2,437.4 |
2,419.5 |
| S2 |
2,338.5 |
2,338.5 |
2,427.6 |
|
| S3 |
2,231.0 |
2,285.4 |
2,417.7 |
|
| S4 |
2,123.5 |
2,177.9 |
2,388.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,499.1 |
2,391.6 |
107.5 |
4.4% |
43.5 |
1.8% |
52% |
True |
False |
18,273 |
| 10 |
2,499.1 |
2,375.1 |
124.0 |
5.1% |
39.0 |
1.6% |
58% |
True |
False |
16,830 |
| 20 |
2,512.8 |
2,375.1 |
137.7 |
5.6% |
38.2 |
1.6% |
52% |
False |
False |
13,135 |
| 40 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
35.5 |
1.4% |
65% |
False |
False |
7,934 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
35.0 |
1.4% |
65% |
False |
False |
5,948 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
36.9 |
1.5% |
65% |
False |
False |
4,721 |
| 100 |
2,512.8 |
2,210.4 |
302.4 |
12.4% |
35.6 |
1.5% |
78% |
False |
False |
3,959 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
18.7% |
33.2 |
1.4% |
86% |
False |
False |
3,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,789.4 |
|
2.618 |
2,677.9 |
|
1.618 |
2,609.6 |
|
1.000 |
2,567.4 |
|
0.618 |
2,541.3 |
|
HIGH |
2,499.1 |
|
0.618 |
2,473.0 |
|
0.500 |
2,465.0 |
|
0.382 |
2,456.9 |
|
LOW |
2,430.8 |
|
0.618 |
2,388.6 |
|
1.000 |
2,362.5 |
|
1.618 |
2,320.3 |
|
2.618 |
2,252.0 |
|
4.250 |
2,140.5 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,465.0 |
2,462.4 |
| PP |
2,459.1 |
2,457.4 |
| S1 |
2,453.2 |
2,452.3 |
|