| 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 |
2,409.9 |
2,433.6 |
23.7 |
1.0% |
2,451.3 |
| High |
2,436.7 |
2,449.3 |
12.6 |
0.5% |
2,481.1 |
| Low |
2,401.0 |
2,414.5 |
13.5 |
0.6% |
2,398.2 |
| Close |
2,427.9 |
2,425.5 |
-2.4 |
-0.1% |
2,427.9 |
| Range |
35.7 |
34.8 |
-0.9 |
-2.5% |
82.9 |
| ATR |
37.7 |
37.5 |
-0.2 |
-0.6% |
0.0 |
| Volume |
83,174 |
149,089 |
65,915 |
79.2% |
403,358 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,534.2 |
2,514.6 |
2,444.6 |
|
| R3 |
2,499.4 |
2,479.8 |
2,435.1 |
|
| R2 |
2,464.6 |
2,464.6 |
2,431.9 |
|
| R1 |
2,445.0 |
2,445.0 |
2,428.7 |
2,437.4 |
| PP |
2,429.8 |
2,429.8 |
2,429.8 |
2,426.0 |
| S1 |
2,410.2 |
2,410.2 |
2,422.3 |
2,402.6 |
| S2 |
2,395.0 |
2,395.0 |
2,419.1 |
|
| S3 |
2,360.2 |
2,375.4 |
2,415.9 |
|
| S4 |
2,325.4 |
2,340.6 |
2,406.4 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,684.4 |
2,639.1 |
2,473.5 |
|
| R3 |
2,601.5 |
2,556.2 |
2,450.7 |
|
| R2 |
2,518.6 |
2,518.6 |
2,443.1 |
|
| R1 |
2,473.3 |
2,473.3 |
2,435.5 |
2,454.5 |
| PP |
2,435.7 |
2,435.7 |
2,435.7 |
2,426.4 |
| S1 |
2,390.4 |
2,390.4 |
2,420.3 |
2,371.6 |
| S2 |
2,352.8 |
2,352.8 |
2,412.7 |
|
| S3 |
2,269.9 |
2,307.5 |
2,405.1 |
|
| S4 |
2,187.0 |
2,224.6 |
2,382.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,481.1 |
2,398.2 |
82.9 |
3.4% |
36.3 |
1.5% |
33% |
False |
False |
98,794 |
| 10 |
2,537.7 |
2,398.2 |
139.5 |
5.8% |
38.4 |
1.6% |
20% |
False |
False |
74,818 |
| 20 |
2,537.7 |
2,374.0 |
163.7 |
6.7% |
35.6 |
1.5% |
31% |
False |
False |
63,760 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
35.0 |
1.4% |
40% |
False |
False |
34,125 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
35.0 |
1.4% |
40% |
False |
False |
23,900 |
| 80 |
2,537.7 |
2,349.3 |
188.4 |
7.8% |
37.2 |
1.5% |
40% |
False |
False |
18,510 |
| 100 |
2,537.7 |
2,209.6 |
328.1 |
13.5% |
35.5 |
1.5% |
66% |
False |
False |
15,109 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
19.3% |
32.9 |
1.4% |
76% |
False |
False |
12,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,597.2 |
|
2.618 |
2,540.4 |
|
1.618 |
2,505.6 |
|
1.000 |
2,484.1 |
|
0.618 |
2,470.8 |
|
HIGH |
2,449.3 |
|
0.618 |
2,436.0 |
|
0.500 |
2,431.9 |
|
0.382 |
2,427.8 |
|
LOW |
2,414.5 |
|
0.618 |
2,393.0 |
|
1.000 |
2,379.7 |
|
1.618 |
2,358.2 |
|
2.618 |
2,323.4 |
|
4.250 |
2,266.6 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,431.9 |
2,424.9 |
| PP |
2,429.8 |
2,424.3 |
| S1 |
2,427.6 |
2,423.8 |
|