| 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 |
2,493.4 |
2,490.8 |
-2.6 |
-0.1% |
2,433.6 |
| High |
2,506.6 |
2,522.5 |
15.9 |
0.6% |
2,522.5 |
| Low |
2,474.0 |
2,453.1 |
-20.9 |
-0.8% |
2,414.5 |
| Close |
2,480.8 |
2,469.8 |
-11.0 |
-0.4% |
2,469.8 |
| Range |
32.6 |
69.4 |
36.8 |
112.9% |
108.0 |
| ATR |
37.8 |
40.1 |
2.3 |
6.0% |
0.0 |
| Volume |
219,834 |
309,937 |
90,103 |
41.0% |
1,028,098 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,690.0 |
2,649.3 |
2,508.0 |
|
| R3 |
2,620.6 |
2,579.9 |
2,488.9 |
|
| R2 |
2,551.2 |
2,551.2 |
2,482.5 |
|
| R1 |
2,510.5 |
2,510.5 |
2,476.2 |
2,496.2 |
| PP |
2,481.8 |
2,481.8 |
2,481.8 |
2,474.6 |
| S1 |
2,441.1 |
2,441.1 |
2,463.4 |
2,426.8 |
| S2 |
2,412.4 |
2,412.4 |
2,457.1 |
|
| S3 |
2,343.0 |
2,371.7 |
2,450.7 |
|
| S4 |
2,273.6 |
2,302.3 |
2,431.6 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,792.9 |
2,739.4 |
2,529.2 |
|
| R3 |
2,684.9 |
2,631.4 |
2,499.5 |
|
| R2 |
2,576.9 |
2,576.9 |
2,489.6 |
|
| R1 |
2,523.4 |
2,523.4 |
2,479.7 |
2,550.2 |
| PP |
2,468.9 |
2,468.9 |
2,468.9 |
2,482.3 |
| S1 |
2,415.4 |
2,415.4 |
2,459.9 |
2,442.2 |
| S2 |
2,360.9 |
2,360.9 |
2,450.0 |
|
| S3 |
2,252.9 |
2,307.4 |
2,440.1 |
|
| S4 |
2,144.9 |
2,199.4 |
2,410.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,522.5 |
2,414.5 |
108.0 |
4.4% |
44.2 |
1.8% |
51% |
True |
False |
205,619 |
| 10 |
2,522.5 |
2,398.2 |
124.3 |
5.0% |
39.7 |
1.6% |
58% |
True |
False |
143,145 |
| 20 |
2,537.7 |
2,398.2 |
139.5 |
5.6% |
38.7 |
1.6% |
51% |
False |
False |
102,070 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
36.0 |
1.5% |
64% |
False |
False |
55,780 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
35.6 |
1.4% |
64% |
False |
False |
38,357 |
| 80 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
37.5 |
1.5% |
64% |
False |
False |
29,352 |
| 100 |
2,537.7 |
2,229.2 |
308.5 |
12.5% |
36.4 |
1.5% |
78% |
False |
False |
23,842 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
18.9% |
34.0 |
1.4% |
85% |
False |
False |
20,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,817.5 |
|
2.618 |
2,704.2 |
|
1.618 |
2,634.8 |
|
1.000 |
2,591.9 |
|
0.618 |
2,565.4 |
|
HIGH |
2,522.5 |
|
0.618 |
2,496.0 |
|
0.500 |
2,487.8 |
|
0.382 |
2,479.6 |
|
LOW |
2,453.1 |
|
0.618 |
2,410.2 |
|
1.000 |
2,383.7 |
|
1.618 |
2,340.8 |
|
2.618 |
2,271.4 |
|
4.250 |
2,158.2 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,487.8 |
2,485.9 |
| PP |
2,481.8 |
2,480.5 |
| S1 |
2,475.8 |
2,475.2 |
|