| Trading Metrics calculated at close of trading on 29-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
19,262.25 |
19,467.25 |
205.00 |
1.1% |
19,990.50 |
| High |
19,540.00 |
19,620.00 |
80.00 |
0.4% |
20,334.25 |
| Low |
19,239.00 |
19,354.50 |
115.50 |
0.6% |
19,118.25 |
| Close |
19,415.50 |
19,450.75 |
35.25 |
0.2% |
19,415.50 |
| Range |
301.00 |
265.50 |
-35.50 |
-11.8% |
1,216.00 |
| ATR |
344.45 |
338.81 |
-5.64 |
-1.6% |
0.00 |
| Volume |
1,996 |
1,386 |
-610 |
-30.6% |
11,274 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,271.50 |
20,126.75 |
19,596.75 |
|
| R3 |
20,006.00 |
19,861.25 |
19,523.75 |
|
| R2 |
19,740.50 |
19,740.50 |
19,499.50 |
|
| R1 |
19,595.75 |
19,595.75 |
19,475.00 |
19,535.50 |
| PP |
19,475.00 |
19,475.00 |
19,475.00 |
19,445.00 |
| S1 |
19,330.25 |
19,330.25 |
19,426.50 |
19,270.00 |
| S2 |
19,209.50 |
19,209.50 |
19,402.00 |
|
| S3 |
18,944.00 |
19,064.75 |
19,377.75 |
|
| S4 |
18,678.50 |
18,799.25 |
19,304.75 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,270.75 |
22,559.00 |
20,084.25 |
|
| R3 |
22,054.75 |
21,343.00 |
19,750.00 |
|
| R2 |
20,838.75 |
20,838.75 |
19,638.50 |
|
| R1 |
20,127.00 |
20,127.00 |
19,527.00 |
19,875.00 |
| PP |
19,622.75 |
19,622.75 |
19,622.75 |
19,496.50 |
| S1 |
18,911.00 |
18,911.00 |
19,304.00 |
18,659.00 |
| S2 |
18,406.75 |
18,406.75 |
19,192.50 |
|
| S3 |
17,190.75 |
17,695.00 |
19,081.00 |
|
| S4 |
15,974.75 |
16,479.00 |
18,746.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,334.25 |
19,118.25 |
1,216.00 |
6.3% |
402.75 |
2.1% |
27% |
False |
False |
2,293 |
| 10 |
20,936.75 |
19,118.25 |
1,818.50 |
9.3% |
391.50 |
2.0% |
18% |
False |
False |
1,898 |
| 20 |
21,240.25 |
19,118.25 |
2,122.00 |
10.9% |
340.50 |
1.8% |
16% |
False |
False |
1,462 |
| 40 |
21,240.25 |
18,724.75 |
2,515.50 |
12.9% |
299.00 |
1.5% |
29% |
False |
False |
937 |
| 60 |
21,240.25 |
17,829.00 |
3,411.25 |
17.5% |
261.50 |
1.3% |
48% |
False |
False |
637 |
| 80 |
21,240.25 |
17,555.75 |
3,684.50 |
18.9% |
278.25 |
1.4% |
51% |
False |
False |
486 |
| 100 |
21,240.25 |
17,555.75 |
3,684.50 |
18.9% |
248.75 |
1.3% |
51% |
False |
False |
390 |
| 120 |
21,240.25 |
17,555.75 |
3,684.50 |
18.9% |
209.00 |
1.1% |
51% |
False |
False |
325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,748.50 |
|
2.618 |
20,315.00 |
|
1.618 |
20,049.50 |
|
1.000 |
19,885.50 |
|
0.618 |
19,784.00 |
|
HIGH |
19,620.00 |
|
0.618 |
19,518.50 |
|
0.500 |
19,487.25 |
|
0.382 |
19,456.00 |
|
LOW |
19,354.50 |
|
0.618 |
19,190.50 |
|
1.000 |
19,089.00 |
|
1.618 |
18,925.00 |
|
2.618 |
18,659.50 |
|
4.250 |
18,226.00 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,487.25 |
19,425.75 |
| PP |
19,475.00 |
19,400.75 |
| S1 |
19,463.00 |
19,375.50 |
|