| 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 |
2,516.8 |
2,514.0 |
-2.8 |
-0.1% |
2,464.0 |
| High |
2,530.0 |
2,542.8 |
12.8 |
0.5% |
2,542.8 |
| Low |
2,499.0 |
2,475.0 |
-24.0 |
-1.0% |
2,439.2 |
| Close |
2,504.0 |
2,491.1 |
-12.9 |
-0.5% |
2,491.1 |
| Range |
31.0 |
67.8 |
36.8 |
118.7% |
103.6 |
| ATR |
36.3 |
38.5 |
2.3 |
6.2% |
0.0 |
| Volume |
2,305 |
4,725 |
2,420 |
105.0% |
11,265 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,706.4 |
2,666.5 |
2,528.4 |
|
| R3 |
2,638.6 |
2,598.7 |
2,509.7 |
|
| R2 |
2,570.8 |
2,570.8 |
2,503.5 |
|
| R1 |
2,530.9 |
2,530.9 |
2,497.3 |
2,517.0 |
| PP |
2,503.0 |
2,503.0 |
2,503.0 |
2,496.0 |
| S1 |
2,463.1 |
2,463.1 |
2,484.9 |
2,449.2 |
| S2 |
2,435.2 |
2,435.2 |
2,478.7 |
|
| S3 |
2,367.4 |
2,395.3 |
2,472.5 |
|
| S4 |
2,299.6 |
2,327.5 |
2,453.8 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.8 |
2,750.1 |
2,548.1 |
|
| R3 |
2,698.2 |
2,646.5 |
2,519.6 |
|
| R2 |
2,594.6 |
2,594.6 |
2,510.1 |
|
| R1 |
2,542.9 |
2,542.9 |
2,500.6 |
2,568.8 |
| PP |
2,491.0 |
2,491.0 |
2,491.0 |
2,504.0 |
| S1 |
2,439.3 |
2,439.3 |
2,481.6 |
2,465.2 |
| S2 |
2,387.4 |
2,387.4 |
2,472.1 |
|
| S3 |
2,283.8 |
2,335.7 |
2,462.6 |
|
| S4 |
2,180.2 |
2,232.1 |
2,434.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,542.8 |
2,439.2 |
103.6 |
4.2% |
42.1 |
1.7% |
50% |
True |
False |
2,253 |
| 10 |
2,542.8 |
2,421.2 |
121.6 |
4.9% |
36.2 |
1.5% |
57% |
True |
False |
1,876 |
| 20 |
2,560.8 |
2,421.2 |
139.6 |
5.6% |
35.2 |
1.4% |
50% |
False |
False |
2,286 |
| 40 |
2,560.8 |
2,372.6 |
188.2 |
7.6% |
33.2 |
1.3% |
63% |
False |
False |
1,547 |
| 60 |
2,560.8 |
2,372.6 |
188.2 |
7.6% |
32.8 |
1.3% |
63% |
False |
False |
1,216 |
| 80 |
2,560.8 |
2,372.6 |
188.2 |
7.6% |
33.7 |
1.4% |
63% |
False |
False |
1,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,831.0 |
|
2.618 |
2,720.3 |
|
1.618 |
2,652.5 |
|
1.000 |
2,610.6 |
|
0.618 |
2,584.7 |
|
HIGH |
2,542.8 |
|
0.618 |
2,516.9 |
|
0.500 |
2,508.9 |
|
0.382 |
2,500.9 |
|
LOW |
2,475.0 |
|
0.618 |
2,433.1 |
|
1.000 |
2,407.2 |
|
1.618 |
2,365.3 |
|
2.618 |
2,297.5 |
|
4.250 |
2,186.9 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,508.9 |
2,507.7 |
| PP |
2,503.0 |
2,502.1 |
| S1 |
2,497.0 |
2,496.6 |
|