| 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 |
19,110.00 |
19,828.00 |
718.00 |
3.8% |
19,990.50 |
| High |
19,882.75 |
19,958.25 |
75.50 |
0.4% |
20,334.25 |
| Low |
19,100.25 |
19,088.50 |
-11.75 |
-0.1% |
19,118.25 |
| Close |
19,747.25 |
19,255.50 |
-491.75 |
-2.5% |
19,415.50 |
| Range |
782.50 |
869.75 |
87.25 |
11.2% |
1,216.00 |
| ATR |
387.43 |
421.88 |
34.45 |
8.9% |
0.00 |
| Volume |
2,202 |
3,328 |
1,126 |
51.1% |
11,274 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,043.25 |
21,519.25 |
19,733.75 |
|
| R3 |
21,173.50 |
20,649.50 |
19,494.75 |
|
| R2 |
20,303.75 |
20,303.75 |
19,415.00 |
|
| R1 |
19,779.75 |
19,779.75 |
19,335.25 |
19,607.00 |
| PP |
19,434.00 |
19,434.00 |
19,434.00 |
19,347.75 |
| S1 |
18,910.00 |
18,910.00 |
19,175.75 |
18,737.00 |
| S2 |
18,564.25 |
18,564.25 |
19,096.00 |
|
| S3 |
17,694.50 |
18,040.25 |
19,016.25 |
|
| S4 |
16,824.75 |
17,170.50 |
18,777.25 |
|
|
| 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 |
19,958.25 |
18,966.00 |
992.25 |
5.2% |
562.50 |
2.9% |
29% |
True |
False |
2,452 |
| 10 |
20,334.25 |
18,966.00 |
1,368.25 |
7.1% |
490.75 |
2.5% |
21% |
False |
False |
2,326 |
| 20 |
21,240.25 |
18,966.00 |
2,274.25 |
11.8% |
411.00 |
2.1% |
13% |
False |
False |
1,773 |
| 40 |
21,240.25 |
18,966.00 |
2,274.25 |
11.8% |
331.50 |
1.7% |
13% |
False |
False |
1,151 |
| 60 |
21,240.25 |
18,516.00 |
2,724.25 |
14.1% |
285.50 |
1.5% |
27% |
False |
False |
782 |
| 80 |
21,240.25 |
17,555.75 |
3,684.50 |
19.1% |
294.50 |
1.5% |
46% |
False |
False |
596 |
| 100 |
21,240.25 |
17,555.75 |
3,684.50 |
19.1% |
268.00 |
1.4% |
46% |
False |
False |
479 |
| 120 |
21,240.25 |
17,555.75 |
3,684.50 |
19.1% |
227.75 |
1.2% |
46% |
False |
False |
399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,654.75 |
|
2.618 |
22,235.25 |
|
1.618 |
21,365.50 |
|
1.000 |
20,828.00 |
|
0.618 |
20,495.75 |
|
HIGH |
19,958.25 |
|
0.618 |
19,626.00 |
|
0.500 |
19,523.50 |
|
0.382 |
19,420.75 |
|
LOW |
19,088.50 |
|
0.618 |
18,551.00 |
|
1.000 |
18,218.75 |
|
1.618 |
17,681.25 |
|
2.618 |
16,811.50 |
|
4.250 |
15,392.00 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,523.50 |
19,462.00 |
| PP |
19,434.00 |
19,393.25 |
| S1 |
19,344.75 |
19,324.50 |
|