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 |
18,681.0 |
18,750.0 |
69.0 |
0.4% |
18,720.0 |
High |
18,710.0 |
18,785.0 |
75.0 |
0.4% |
18,935.0 |
Low |
18,681.0 |
18,740.0 |
59.0 |
0.3% |
18,436.0 |
Close |
18,710.0 |
18,780.0 |
70.0 |
0.4% |
18,712.0 |
Range |
29.0 |
45.0 |
16.0 |
55.2% |
499.0 |
ATR |
168.4 |
161.7 |
-6.7 |
-4.0% |
0.0 |
Volume |
4 |
6 |
2 |
50.0% |
55 |
|
Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,903.3 |
18,886.7 |
18,804.8 |
|
R3 |
18,858.3 |
18,841.7 |
18,792.4 |
|
R2 |
18,813.3 |
18,813.3 |
18,788.3 |
|
R1 |
18,796.7 |
18,796.7 |
18,784.1 |
18,805.0 |
PP |
18,768.3 |
18,768.3 |
18,768.3 |
18,772.5 |
S1 |
18,751.7 |
18,751.7 |
18,775.9 |
18,760.0 |
S2 |
18,723.3 |
18,723.3 |
18,771.8 |
|
S3 |
18,678.3 |
18,706.7 |
18,767.6 |
|
S4 |
18,633.3 |
18,661.7 |
18,755.3 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,191.3 |
19,950.7 |
18,986.5 |
|
R3 |
19,692.3 |
19,451.7 |
18,849.2 |
|
R2 |
19,193.3 |
19,193.3 |
18,803.5 |
|
R1 |
18,952.7 |
18,952.7 |
18,757.7 |
18,823.5 |
PP |
18,694.3 |
18,694.3 |
18,694.3 |
18,629.8 |
S1 |
18,453.7 |
18,453.7 |
18,666.3 |
18,324.5 |
S2 |
18,195.3 |
18,195.3 |
18,620.5 |
|
S3 |
17,696.3 |
17,954.7 |
18,574.8 |
|
S4 |
17,197.3 |
17,455.7 |
18,437.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,793.0 |
18,436.0 |
357.0 |
1.9% |
91.0 |
0.5% |
96% |
False |
False |
11 |
10 |
18,935.0 |
18,436.0 |
499.0 |
2.7% |
111.6 |
0.6% |
69% |
False |
False |
12 |
20 |
19,101.0 |
18,436.0 |
665.0 |
3.5% |
89.8 |
0.5% |
52% |
False |
False |
9 |
40 |
19,191.0 |
18,399.0 |
792.0 |
4.2% |
56.7 |
0.3% |
48% |
False |
False |
6 |
60 |
19,362.0 |
18,399.0 |
963.0 |
5.1% |
38.1 |
0.2% |
40% |
False |
False |
4 |
80 |
19,362.0 |
18,268.0 |
1,094.0 |
5.8% |
34.1 |
0.2% |
47% |
False |
False |
3 |
100 |
19,362.0 |
18,268.0 |
1,094.0 |
5.8% |
28.5 |
0.2% |
47% |
False |
False |
3 |
120 |
19,362.0 |
17,500.0 |
1,862.0 |
9.9% |
23.7 |
0.1% |
69% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,976.3 |
2.618 |
18,902.8 |
1.618 |
18,857.8 |
1.000 |
18,830.0 |
0.618 |
18,812.8 |
HIGH |
18,785.0 |
0.618 |
18,767.8 |
0.500 |
18,762.5 |
0.382 |
18,757.2 |
LOW |
18,740.0 |
0.618 |
18,712.2 |
1.000 |
18,695.0 |
1.618 |
18,667.2 |
2.618 |
18,622.2 |
4.250 |
18,548.8 |
|
|
Fisher Pivots for day following 31-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
18,774.2 |
18,753.3 |
PP |
18,768.3 |
18,726.7 |
S1 |
18,762.5 |
18,700.0 |
|