| 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 |
2,281.7 |
2,303.5 |
21.8 |
1.0% |
2,232.9 |
| High |
2,343.7 |
2,306.2 |
-37.5 |
-1.6% |
2,311.6 |
| Low |
2,277.9 |
2,205.5 |
-72.4 |
-3.2% |
2,212.2 |
| Close |
2,297.2 |
2,221.0 |
-76.2 |
-3.3% |
2,300.9 |
| Range |
65.8 |
100.7 |
34.9 |
53.0% |
99.4 |
| ATR |
46.3 |
50.1 |
3.9 |
8.4% |
0.0 |
| Volume |
694 |
1,151 |
457 |
65.9% |
1,820 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,546.3 |
2,484.4 |
2,276.4 |
|
| R3 |
2,445.6 |
2,383.7 |
2,248.7 |
|
| R2 |
2,344.9 |
2,344.9 |
2,239.5 |
|
| R1 |
2,283.0 |
2,283.0 |
2,230.2 |
2,263.6 |
| PP |
2,244.2 |
2,244.2 |
2,244.2 |
2,234.6 |
| S1 |
2,182.3 |
2,182.3 |
2,211.8 |
2,162.9 |
| S2 |
2,143.5 |
2,143.5 |
2,202.5 |
|
| S3 |
2,042.8 |
2,081.6 |
2,193.3 |
|
| S4 |
1,942.1 |
1,980.9 |
2,165.6 |
|
|
| 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 |
2,343.7 |
2,205.5 |
138.2 |
6.2% |
60.0 |
2.7% |
11% |
False |
True |
621 |
| 10 |
2,343.7 |
2,205.5 |
138.2 |
6.2% |
57.0 |
2.6% |
11% |
False |
True |
476 |
| 20 |
2,343.7 |
2,054.9 |
288.8 |
13.0% |
52.6 |
2.4% |
58% |
False |
False |
370 |
| 40 |
2,343.7 |
2,037.5 |
306.2 |
13.8% |
34.7 |
1.6% |
60% |
False |
False |
208 |
| 60 |
2,343.7 |
2,037.5 |
306.2 |
13.8% |
23.1 |
1.0% |
60% |
False |
False |
139 |
| 80 |
2,343.7 |
1,996.4 |
347.3 |
15.6% |
17.4 |
0.8% |
65% |
False |
False |
104 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
15.6% |
13.9 |
0.6% |
65% |
False |
False |
83 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.6% |
11.6 |
0.5% |
65% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,734.2 |
|
2.618 |
2,569.8 |
|
1.618 |
2,469.1 |
|
1.000 |
2,406.9 |
|
0.618 |
2,368.4 |
|
HIGH |
2,306.2 |
|
0.618 |
2,267.7 |
|
0.500 |
2,255.9 |
|
0.382 |
2,244.0 |
|
LOW |
2,205.5 |
|
0.618 |
2,143.3 |
|
1.000 |
2,104.8 |
|
1.618 |
2,042.6 |
|
2.618 |
1,941.9 |
|
4.250 |
1,777.5 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,255.9 |
2,274.6 |
| PP |
2,244.2 |
2,256.7 |
| S1 |
2,232.6 |
2,238.9 |
|