| Trading Metrics calculated at close of trading on 29-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,431.7 |
2,464.0 |
32.3 |
1.3% |
2,484.0 |
| High |
2,457.6 |
2,470.2 |
12.6 |
0.5% |
2,504.1 |
| Low |
2,425.2 |
2,439.2 |
14.0 |
0.6% |
2,421.2 |
| Close |
2,450.7 |
2,448.5 |
-2.2 |
-0.1% |
2,450.7 |
| Range |
32.4 |
31.0 |
-1.4 |
-4.3% |
82.9 |
| ATR |
36.2 |
35.8 |
-0.4 |
-1.0% |
0.0 |
| Volume |
784 |
1,381 |
597 |
76.1% |
7,499 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,545.6 |
2,528.1 |
2,465.6 |
|
| R3 |
2,514.6 |
2,497.1 |
2,457.0 |
|
| R2 |
2,483.6 |
2,483.6 |
2,454.2 |
|
| R1 |
2,466.1 |
2,466.1 |
2,451.3 |
2,459.4 |
| PP |
2,452.6 |
2,452.6 |
2,452.6 |
2,449.3 |
| S1 |
2,435.1 |
2,435.1 |
2,445.7 |
2,428.4 |
| S2 |
2,421.6 |
2,421.6 |
2,442.8 |
|
| S3 |
2,390.6 |
2,404.1 |
2,440.0 |
|
| S4 |
2,359.6 |
2,373.1 |
2,431.5 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,707.4 |
2,661.9 |
2,496.3 |
|
| R3 |
2,624.5 |
2,579.0 |
2,473.5 |
|
| R2 |
2,541.6 |
2,541.6 |
2,465.9 |
|
| R1 |
2,496.1 |
2,496.1 |
2,458.3 |
2,477.4 |
| PP |
2,458.7 |
2,458.7 |
2,458.7 |
2,449.3 |
| S1 |
2,413.2 |
2,413.2 |
2,443.1 |
2,394.5 |
| S2 |
2,375.8 |
2,375.8 |
2,435.5 |
|
| S3 |
2,292.9 |
2,330.3 |
2,427.9 |
|
| S4 |
2,210.0 |
2,247.4 |
2,405.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,504.1 |
2,421.2 |
82.9 |
3.4% |
31.1 |
1.3% |
33% |
False |
False |
1,614 |
| 10 |
2,560.8 |
2,421.2 |
139.6 |
5.7% |
33.4 |
1.4% |
20% |
False |
False |
1,452 |
| 20 |
2,560.8 |
2,396.8 |
164.0 |
6.7% |
32.0 |
1.3% |
32% |
False |
False |
2,034 |
| 40 |
2,560.8 |
2,372.6 |
188.2 |
7.7% |
32.3 |
1.3% |
40% |
False |
False |
1,355 |
| 60 |
2,560.8 |
2,372.6 |
188.2 |
7.7% |
32.0 |
1.3% |
40% |
False |
False |
1,076 |
| 80 |
2,560.8 |
2,369.0 |
191.8 |
7.8% |
33.4 |
1.4% |
41% |
False |
False |
905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,602.0 |
|
2.618 |
2,551.4 |
|
1.618 |
2,520.4 |
|
1.000 |
2,501.2 |
|
0.618 |
2,489.4 |
|
HIGH |
2,470.2 |
|
0.618 |
2,458.4 |
|
0.500 |
2,454.7 |
|
0.382 |
2,451.0 |
|
LOW |
2,439.2 |
|
0.618 |
2,420.0 |
|
1.000 |
2,408.2 |
|
1.618 |
2,389.0 |
|
2.618 |
2,358.0 |
|
4.250 |
2,307.5 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,454.7 |
2,447.6 |
| PP |
2,452.6 |
2,446.6 |
| S1 |
2,450.6 |
2,445.7 |
|