| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,303.5 |
2,217.4 |
-86.1 |
-3.7% |
2,304.5 |
| High |
2,306.2 |
2,222.3 |
-83.9 |
-3.6% |
2,343.7 |
| Low |
2,205.5 |
2,119.1 |
-86.4 |
-3.9% |
2,119.1 |
| Close |
2,221.0 |
2,138.1 |
-82.9 |
-3.7% |
2,138.1 |
| Range |
100.7 |
103.2 |
2.5 |
2.5% |
224.6 |
| ATR |
50.1 |
53.9 |
3.8 |
7.6% |
0.0 |
| Volume |
1,151 |
1,402 |
251 |
21.8% |
4,179 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.4 |
2,407.0 |
2,194.9 |
|
| R3 |
2,366.2 |
2,303.8 |
2,166.5 |
|
| R2 |
2,263.0 |
2,263.0 |
2,157.0 |
|
| R1 |
2,200.6 |
2,200.6 |
2,147.6 |
2,180.2 |
| PP |
2,159.8 |
2,159.8 |
2,159.8 |
2,149.7 |
| S1 |
2,097.4 |
2,097.4 |
2,128.6 |
2,077.0 |
| S2 |
2,056.6 |
2,056.6 |
2,119.2 |
|
| S3 |
1,953.4 |
1,994.2 |
2,109.7 |
|
| S4 |
1,850.2 |
1,891.0 |
2,081.3 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.1 |
2,730.7 |
2,261.6 |
|
| R3 |
2,649.5 |
2,506.1 |
2,199.9 |
|
| R2 |
2,424.9 |
2,424.9 |
2,179.3 |
|
| R1 |
2,281.5 |
2,281.5 |
2,158.7 |
2,240.9 |
| PP |
2,200.3 |
2,200.3 |
2,200.3 |
2,180.0 |
| S1 |
2,056.9 |
2,056.9 |
2,117.5 |
2,016.3 |
| S2 |
1,975.7 |
1,975.7 |
2,096.9 |
|
| S3 |
1,751.1 |
1,832.3 |
2,076.3 |
|
| S4 |
1,526.5 |
1,607.7 |
2,014.6 |
|
|
| 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 |
2,119.1 |
224.6 |
10.5% |
73.3 |
3.4% |
8% |
False |
True |
835 |
| 10 |
2,343.7 |
2,119.1 |
224.6 |
10.5% |
64.1 |
3.0% |
8% |
False |
True |
599 |
| 20 |
2,343.7 |
2,058.7 |
285.0 |
13.3% |
56.4 |
2.6% |
28% |
False |
False |
434 |
| 40 |
2,343.7 |
2,037.5 |
306.2 |
14.3% |
37.3 |
1.7% |
33% |
False |
False |
244 |
| 60 |
2,343.7 |
2,037.5 |
306.2 |
14.3% |
24.9 |
1.2% |
33% |
False |
False |
162 |
| 80 |
2,343.7 |
1,996.4 |
347.3 |
16.2% |
18.6 |
0.9% |
41% |
False |
False |
122 |
| 100 |
2,343.7 |
1,996.4 |
347.3 |
16.2% |
14.9 |
0.7% |
41% |
False |
False |
97 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
16.2% |
12.4 |
0.6% |
41% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,660.9 |
|
2.618 |
2,492.5 |
|
1.618 |
2,389.3 |
|
1.000 |
2,325.5 |
|
0.618 |
2,286.1 |
|
HIGH |
2,222.3 |
|
0.618 |
2,182.9 |
|
0.500 |
2,170.7 |
|
0.382 |
2,158.5 |
|
LOW |
2,119.1 |
|
0.618 |
2,055.3 |
|
1.000 |
2,015.9 |
|
1.618 |
1,952.1 |
|
2.618 |
1,848.9 |
|
4.250 |
1,680.5 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,170.7 |
2,231.4 |
| PP |
2,159.8 |
2,200.3 |
| S1 |
2,149.0 |
2,169.2 |
|