| 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 |
2,433.6 |
2,429.0 |
-4.6 |
-0.2% |
2,451.3 |
| High |
2,449.3 |
2,458.3 |
9.0 |
0.4% |
2,481.1 |
| Low |
2,414.5 |
2,421.5 |
7.0 |
0.3% |
2,398.2 |
| Close |
2,425.5 |
2,451.9 |
26.4 |
1.1% |
2,427.9 |
| Range |
34.8 |
36.8 |
2.0 |
5.7% |
82.9 |
| ATR |
37.5 |
37.5 |
-0.1 |
-0.1% |
0.0 |
| Volume |
149,089 |
172,970 |
23,881 |
16.0% |
403,358 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,554.3 |
2,539.9 |
2,472.1 |
|
| R3 |
2,517.5 |
2,503.1 |
2,462.0 |
|
| R2 |
2,480.7 |
2,480.7 |
2,458.6 |
|
| R1 |
2,466.3 |
2,466.3 |
2,455.3 |
2,473.5 |
| PP |
2,443.9 |
2,443.9 |
2,443.9 |
2,447.5 |
| S1 |
2,429.5 |
2,429.5 |
2,448.5 |
2,436.7 |
| S2 |
2,407.1 |
2,407.1 |
2,445.2 |
|
| S3 |
2,370.3 |
2,392.7 |
2,441.8 |
|
| S4 |
2,333.5 |
2,355.9 |
2,431.7 |
|
|
| 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% |
38.7 |
1.6% |
65% |
False |
False |
121,780 |
| 10 |
2,537.7 |
2,398.2 |
139.5 |
5.7% |
37.0 |
1.5% |
38% |
False |
False |
86,907 |
| 20 |
2,537.7 |
2,374.0 |
163.7 |
6.7% |
36.4 |
1.5% |
48% |
False |
False |
71,891 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
34.9 |
1.4% |
54% |
False |
False |
38,383 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
34.9 |
1.4% |
54% |
False |
False |
26,741 |
| 80 |
2,537.7 |
2,349.3 |
188.4 |
7.7% |
37.4 |
1.5% |
54% |
False |
False |
20,650 |
| 100 |
2,537.7 |
2,229.2 |
308.5 |
12.6% |
35.6 |
1.5% |
72% |
False |
False |
16,826 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
19.1% |
33.1 |
1.3% |
82% |
False |
False |
14,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,614.7 |
|
2.618 |
2,554.6 |
|
1.618 |
2,517.8 |
|
1.000 |
2,495.1 |
|
0.618 |
2,481.0 |
|
HIGH |
2,458.3 |
|
0.618 |
2,444.2 |
|
0.500 |
2,439.9 |
|
0.382 |
2,435.6 |
|
LOW |
2,421.5 |
|
0.618 |
2,398.8 |
|
1.000 |
2,384.7 |
|
1.618 |
2,362.0 |
|
2.618 |
2,325.2 |
|
4.250 |
2,265.1 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,447.9 |
2,444.5 |
| PP |
2,443.9 |
2,437.1 |
| S1 |
2,439.9 |
2,429.7 |
|