| 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 |
2,455.6 |
2,493.4 |
37.8 |
1.5% |
2,451.3 |
| High |
2,496.6 |
2,506.6 |
10.0 |
0.4% |
2,481.1 |
| Low |
2,449.2 |
2,474.0 |
24.8 |
1.0% |
2,398.2 |
| Close |
2,473.0 |
2,480.8 |
7.8 |
0.3% |
2,427.9 |
| Range |
47.4 |
32.6 |
-14.8 |
-31.2% |
82.9 |
| ATR |
38.2 |
37.8 |
-0.3 |
-0.9% |
0.0 |
| Volume |
176,268 |
219,834 |
43,566 |
24.7% |
403,358 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.9 |
2,565.5 |
2,498.7 |
|
| R3 |
2,552.3 |
2,532.9 |
2,489.8 |
|
| R2 |
2,519.7 |
2,519.7 |
2,486.8 |
|
| R1 |
2,500.3 |
2,500.3 |
2,483.8 |
2,493.7 |
| PP |
2,487.1 |
2,487.1 |
2,487.1 |
2,483.9 |
| S1 |
2,467.7 |
2,467.7 |
2,477.8 |
2,461.1 |
| S2 |
2,454.5 |
2,454.5 |
2,474.8 |
|
| S3 |
2,421.9 |
2,435.1 |
2,471.8 |
|
| S4 |
2,389.3 |
2,402.5 |
2,462.9 |
|
|
| 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 |
2,506.6 |
2,401.0 |
105.6 |
4.3% |
37.5 |
1.5% |
76% |
True |
False |
160,267 |
| 10 |
2,506.6 |
2,398.2 |
108.4 |
4.4% |
38.1 |
1.5% |
76% |
True |
False |
117,382 |
| 20 |
2,537.7 |
2,398.2 |
139.5 |
5.6% |
37.6 |
1.5% |
59% |
False |
False |
89,029 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
35.0 |
1.4% |
70% |
False |
False |
48,105 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
34.8 |
1.4% |
70% |
False |
False |
33,263 |
| 80 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
36.9 |
1.5% |
70% |
False |
False |
25,512 |
| 100 |
2,537.7 |
2,229.2 |
308.5 |
12.4% |
35.8 |
1.4% |
82% |
False |
False |
20,754 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
18.8% |
33.5 |
1.4% |
88% |
False |
False |
17,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,645.2 |
|
2.618 |
2,591.9 |
|
1.618 |
2,559.3 |
|
1.000 |
2,539.2 |
|
0.618 |
2,526.7 |
|
HIGH |
2,506.6 |
|
0.618 |
2,494.1 |
|
0.500 |
2,490.3 |
|
0.382 |
2,486.5 |
|
LOW |
2,474.0 |
|
0.618 |
2,453.9 |
|
1.000 |
2,441.4 |
|
1.618 |
2,421.3 |
|
2.618 |
2,388.7 |
|
4.250 |
2,335.5 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,490.3 |
2,475.2 |
| PP |
2,487.1 |
2,469.6 |
| S1 |
2,484.0 |
2,464.1 |
|