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 |
5,515.25 |
5,639.50 |
124.25 |
2.3% |
5,627.00 |
High |
5,650.50 |
5,662.75 |
12.25 |
0.2% |
5,693.75 |
Low |
5,513.25 |
5,504.50 |
-8.75 |
-0.2% |
5,493.50 |
Close |
5,620.00 |
5,539.75 |
-80.25 |
-1.4% |
5,560.25 |
Range |
137.25 |
158.25 |
21.00 |
15.3% |
200.25 |
ATR |
72.32 |
78.46 |
6.14 |
8.5% |
0.00 |
Volume |
3,929 |
3,444 |
-485 |
-12.3% |
13,747 |
|
Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,043.75 |
5,950.00 |
5,626.75 |
|
R3 |
5,885.50 |
5,791.75 |
5,583.25 |
|
R2 |
5,727.25 |
5,727.25 |
5,568.75 |
|
R1 |
5,633.50 |
5,633.50 |
5,554.25 |
5,601.25 |
PP |
5,569.00 |
5,569.00 |
5,569.00 |
5,553.00 |
S1 |
5,475.25 |
5,475.25 |
5,525.25 |
5,443.00 |
S2 |
5,410.75 |
5,410.75 |
5,510.75 |
|
S3 |
5,252.50 |
5,317.00 |
5,496.25 |
|
S4 |
5,094.25 |
5,158.75 |
5,452.75 |
|
|
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 |
5,662.75 |
5,494.00 |
168.75 |
3.0% |
105.25 |
1.9% |
27% |
True |
False |
3,240 |
10 |
5,693.75 |
5,493.50 |
200.25 |
3.6% |
92.00 |
1.7% |
23% |
False |
False |
2,913 |
20 |
5,785.00 |
5,493.50 |
291.50 |
5.3% |
75.25 |
1.4% |
16% |
False |
False |
2,319 |
40 |
5,785.00 |
5,425.75 |
359.25 |
6.5% |
61.00 |
1.1% |
32% |
False |
False |
1,562 |
60 |
5,785.00 |
5,304.25 |
480.75 |
8.7% |
55.00 |
1.0% |
49% |
False |
False |
1,096 |
80 |
5,785.00 |
5,075.00 |
710.00 |
12.8% |
59.50 |
1.1% |
65% |
False |
False |
869 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.8% |
56.50 |
1.0% |
65% |
False |
False |
718 |
120 |
5,785.00 |
5,075.00 |
710.00 |
12.8% |
52.25 |
0.9% |
65% |
False |
False |
624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,335.25 |
2.618 |
6,077.00 |
1.618 |
5,918.75 |
1.000 |
5,821.00 |
0.618 |
5,760.50 |
HIGH |
5,662.75 |
0.618 |
5,602.25 |
0.500 |
5,583.50 |
0.382 |
5,565.00 |
LOW |
5,504.50 |
0.618 |
5,406.75 |
1.000 |
5,346.25 |
1.618 |
5,248.50 |
2.618 |
5,090.25 |
4.250 |
4,832.00 |
|
|
Fisher Pivots for day following 01-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
5,583.50 |
5,578.50 |
PP |
5,569.00 |
5,565.50 |
S1 |
5,554.50 |
5,552.50 |
|