| 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 |
2,464.0 |
2,450.3 |
-13.7 |
-0.6% |
2,484.0 |
| High |
2,470.2 |
2,481.1 |
10.9 |
0.4% |
2,504.1 |
| Low |
2,439.2 |
2,446.1 |
6.9 |
0.3% |
2,421.2 |
| Close |
2,448.5 |
2,474.9 |
26.4 |
1.1% |
2,450.7 |
| Range |
31.0 |
35.0 |
4.0 |
12.9% |
82.9 |
| ATR |
35.8 |
35.8 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,381 |
1,385 |
4 |
0.3% |
7,499 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,572.4 |
2,558.6 |
2,494.2 |
|
| R3 |
2,537.4 |
2,523.6 |
2,484.5 |
|
| R2 |
2,502.4 |
2,502.4 |
2,481.3 |
|
| R1 |
2,488.6 |
2,488.6 |
2,478.1 |
2,495.5 |
| PP |
2,467.4 |
2,467.4 |
2,467.4 |
2,470.8 |
| S1 |
2,453.6 |
2,453.6 |
2,471.7 |
2,460.5 |
| S2 |
2,432.4 |
2,432.4 |
2,468.5 |
|
| S3 |
2,397.4 |
2,418.6 |
2,465.3 |
|
| S4 |
2,362.4 |
2,383.6 |
2,455.7 |
|
|
| 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 |
3.3% |
33.8 |
1.4% |
65% |
False |
False |
1,731 |
| 10 |
2,560.8 |
2,421.2 |
139.6 |
5.6% |
32.0 |
1.3% |
38% |
False |
False |
1,398 |
| 20 |
2,560.8 |
2,396.8 |
164.0 |
6.6% |
32.8 |
1.3% |
48% |
False |
False |
2,045 |
| 40 |
2,560.8 |
2,372.6 |
188.2 |
7.6% |
32.2 |
1.3% |
54% |
False |
False |
1,374 |
| 60 |
2,560.8 |
2,372.6 |
188.2 |
7.6% |
31.9 |
1.3% |
54% |
False |
False |
1,095 |
| 80 |
2,560.8 |
2,369.0 |
191.8 |
7.7% |
33.5 |
1.4% |
55% |
False |
False |
918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,629.9 |
|
2.618 |
2,572.7 |
|
1.618 |
2,537.7 |
|
1.000 |
2,516.1 |
|
0.618 |
2,502.7 |
|
HIGH |
2,481.1 |
|
0.618 |
2,467.7 |
|
0.500 |
2,463.6 |
|
0.382 |
2,459.5 |
|
LOW |
2,446.1 |
|
0.618 |
2,424.5 |
|
1.000 |
2,411.1 |
|
1.618 |
2,389.5 |
|
2.618 |
2,354.5 |
|
4.250 |
2,297.4 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,471.1 |
2,467.7 |
| PP |
2,467.4 |
2,460.4 |
| S1 |
2,463.6 |
2,453.2 |
|