Trading Metrics calculated at close of trading on 31-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
5,568.00 |
5,515.25 |
-52.75 |
-0.9% |
5,627.00 |
High |
5,589.00 |
5,650.50 |
61.50 |
1.1% |
5,693.75 |
Low |
5,494.00 |
5,513.25 |
19.25 |
0.4% |
5,493.50 |
Close |
5,533.25 |
5,620.00 |
86.75 |
1.6% |
5,560.25 |
Range |
95.00 |
137.25 |
42.25 |
44.5% |
200.25 |
ATR |
67.33 |
72.32 |
4.99 |
7.4% |
0.00 |
Volume |
3,344 |
3,929 |
585 |
17.5% |
13,747 |
|
Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,006.25 |
5,950.50 |
5,695.50 |
|
R3 |
5,869.00 |
5,813.25 |
5,657.75 |
|
R2 |
5,731.75 |
5,731.75 |
5,645.25 |
|
R1 |
5,676.00 |
5,676.00 |
5,632.50 |
5,704.00 |
PP |
5,594.50 |
5,594.50 |
5,594.50 |
5,608.50 |
S1 |
5,538.75 |
5,538.75 |
5,607.50 |
5,566.50 |
S2 |
5,457.25 |
5,457.25 |
5,594.75 |
|
S3 |
5,320.00 |
5,401.50 |
5,582.25 |
|
S4 |
5,182.75 |
5,264.25 |
5,544.50 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,183.25 |
6,072.00 |
5,670.50 |
|
R3 |
5,983.00 |
5,871.75 |
5,615.25 |
|
R2 |
5,782.75 |
5,782.75 |
5,597.00 |
|
R1 |
5,671.50 |
5,671.50 |
5,578.50 |
5,627.00 |
PP |
5,582.50 |
5,582.50 |
5,582.50 |
5,560.25 |
S1 |
5,471.25 |
5,471.25 |
5,542.00 |
5,426.75 |
S2 |
5,382.25 |
5,382.25 |
5,523.50 |
|
S3 |
5,182.00 |
5,271.00 |
5,505.25 |
|
S4 |
4,981.75 |
5,070.75 |
5,450.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,650.50 |
5,493.50 |
157.00 |
2.8% |
93.75 |
1.7% |
81% |
True |
False |
3,217 |
10 |
5,727.50 |
5,493.50 |
234.00 |
4.2% |
85.50 |
1.5% |
54% |
False |
False |
2,869 |
20 |
5,785.00 |
5,493.50 |
291.50 |
5.2% |
69.00 |
1.2% |
43% |
False |
False |
2,194 |
40 |
5,785.00 |
5,384.50 |
400.50 |
7.1% |
58.25 |
1.0% |
59% |
False |
False |
1,481 |
60 |
5,785.00 |
5,268.25 |
516.75 |
9.2% |
53.25 |
0.9% |
68% |
False |
False |
1,039 |
80 |
5,785.00 |
5,075.00 |
710.00 |
12.6% |
58.00 |
1.0% |
77% |
False |
False |
827 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.6% |
55.50 |
1.0% |
77% |
False |
False |
685 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.6% |
51.00 |
0.9% |
77% |
False |
False |
595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,233.75 |
2.618 |
6,009.75 |
1.618 |
5,872.50 |
1.000 |
5,787.75 |
0.618 |
5,735.25 |
HIGH |
5,650.50 |
0.618 |
5,598.00 |
0.500 |
5,582.00 |
0.382 |
5,565.75 |
LOW |
5,513.25 |
0.618 |
5,428.50 |
1.000 |
5,376.00 |
1.618 |
5,291.25 |
2.618 |
5,154.00 |
4.250 |
4,930.00 |
|
|
Fisher Pivots for day following 31-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,607.25 |
5,604.00 |
PP |
5,594.50 |
5,588.25 |
S1 |
5,582.00 |
5,572.25 |
|