| Trading Metrics calculated at close of trading on 30-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,304.5 |
2,270.3 |
-34.2 |
-1.5% |
2,232.9 |
| High |
2,321.8 |
2,302.0 |
-19.8 |
-0.9% |
2,311.6 |
| Low |
2,265.7 |
2,261.4 |
-4.3 |
-0.2% |
2,212.2 |
| Close |
2,275.6 |
2,282.8 |
7.2 |
0.3% |
2,300.9 |
| Range |
56.1 |
40.6 |
-15.5 |
-27.6% |
99.4 |
| ATR |
45.1 |
44.8 |
-0.3 |
-0.7% |
0.0 |
| Volume |
497 |
435 |
-62 |
-12.5% |
1,820 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.9 |
2,383.9 |
2,305.1 |
|
| R3 |
2,363.3 |
2,343.3 |
2,294.0 |
|
| R2 |
2,322.7 |
2,322.7 |
2,290.2 |
|
| R1 |
2,302.7 |
2,302.7 |
2,286.5 |
2,312.7 |
| PP |
2,282.1 |
2,282.1 |
2,282.1 |
2,287.1 |
| S1 |
2,262.1 |
2,262.1 |
2,279.1 |
2,272.1 |
| S2 |
2,241.5 |
2,241.5 |
2,275.4 |
|
| S3 |
2,200.9 |
2,221.5 |
2,271.6 |
|
| S4 |
2,160.3 |
2,180.9 |
2,260.5 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,573.1 |
2,536.4 |
2,355.6 |
|
| R3 |
2,473.7 |
2,437.0 |
2,328.2 |
|
| R2 |
2,374.3 |
2,374.3 |
2,319.1 |
|
| R1 |
2,337.6 |
2,337.6 |
2,310.0 |
2,356.0 |
| PP |
2,274.9 |
2,274.9 |
2,274.9 |
2,284.1 |
| S1 |
2,238.2 |
2,238.2 |
2,291.8 |
2,256.6 |
| S2 |
2,175.5 |
2,175.5 |
2,282.7 |
|
| S3 |
2,076.1 |
2,138.8 |
2,273.6 |
|
| S4 |
1,976.7 |
2,039.4 |
2,246.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,321.8 |
2,225.9 |
95.9 |
4.2% |
53.8 |
2.4% |
59% |
False |
False |
368 |
| 10 |
2,327.3 |
2,212.2 |
115.1 |
5.0% |
53.2 |
2.3% |
61% |
False |
False |
366 |
| 20 |
2,327.3 |
2,054.9 |
272.4 |
11.9% |
46.2 |
2.0% |
84% |
False |
False |
285 |
| 40 |
2,327.3 |
2,037.5 |
289.8 |
12.7% |
30.5 |
1.3% |
85% |
False |
False |
162 |
| 60 |
2,327.3 |
2,037.5 |
289.8 |
12.7% |
20.4 |
0.9% |
85% |
False |
False |
108 |
| 80 |
2,327.3 |
1,996.4 |
330.9 |
14.5% |
15.3 |
0.7% |
87% |
False |
False |
81 |
| 100 |
2,327.3 |
1,996.4 |
330.9 |
14.5% |
12.2 |
0.5% |
87% |
False |
False |
65 |
| 120 |
2,327.3 |
1,996.4 |
330.9 |
14.5% |
10.2 |
0.4% |
87% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,474.6 |
|
2.618 |
2,408.3 |
|
1.618 |
2,367.7 |
|
1.000 |
2,342.6 |
|
0.618 |
2,327.1 |
|
HIGH |
2,302.0 |
|
0.618 |
2,286.5 |
|
0.500 |
2,281.7 |
|
0.382 |
2,276.9 |
|
LOW |
2,261.4 |
|
0.618 |
2,236.3 |
|
1.000 |
2,220.8 |
|
1.618 |
2,195.7 |
|
2.618 |
2,155.1 |
|
4.250 |
2,088.9 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,282.4 |
2,291.6 |
| PP |
2,282.1 |
2,288.7 |
| S1 |
2,281.7 |
2,285.7 |
|