| 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 |
2,386.9 |
2,380.9 |
-6.0 |
-0.3% |
2,403.7 |
| High |
2,402.1 |
2,409.3 |
7.2 |
0.3% |
2,433.0 |
| Low |
2,367.3 |
2,373.8 |
6.5 |
0.3% |
2,351.9 |
| Close |
2,377.8 |
2,405.0 |
27.2 |
1.1% |
2,381.0 |
| Range |
34.8 |
35.5 |
0.7 |
2.0% |
81.1 |
| ATR |
37.4 |
37.3 |
-0.1 |
-0.4% |
0.0 |
| Volume |
126,409 |
25,944 |
-100,465 |
-79.5% |
1,064,057 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,502.5 |
2,489.3 |
2,424.5 |
|
| R3 |
2,467.0 |
2,453.8 |
2,414.8 |
|
| R2 |
2,431.5 |
2,431.5 |
2,411.5 |
|
| R1 |
2,418.3 |
2,418.3 |
2,408.3 |
2,424.9 |
| PP |
2,396.0 |
2,396.0 |
2,396.0 |
2,399.4 |
| S1 |
2,382.8 |
2,382.8 |
2,401.7 |
2,389.4 |
| S2 |
2,360.5 |
2,360.5 |
2,398.5 |
|
| S3 |
2,325.0 |
2,347.3 |
2,395.2 |
|
| S4 |
2,289.5 |
2,311.8 |
2,385.5 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,631.9 |
2,587.6 |
2,425.6 |
|
| R3 |
2,550.8 |
2,506.5 |
2,403.3 |
|
| R2 |
2,469.7 |
2,469.7 |
2,395.9 |
|
| R1 |
2,425.4 |
2,425.4 |
2,388.4 |
2,407.0 |
| PP |
2,388.6 |
2,388.6 |
2,388.6 |
2,379.5 |
| S1 |
2,344.3 |
2,344.3 |
2,373.6 |
2,325.9 |
| S2 |
2,307.5 |
2,307.5 |
2,366.1 |
|
| S3 |
2,226.4 |
2,263.2 |
2,358.7 |
|
| S4 |
2,145.3 |
2,182.1 |
2,336.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,433.0 |
2,351.9 |
81.1 |
3.4% |
38.1 |
1.6% |
65% |
False |
False |
169,531 |
| 10 |
2,488.4 |
2,351.9 |
136.5 |
5.7% |
36.5 |
1.5% |
39% |
False |
False |
192,312 |
| 20 |
2,488.4 |
2,327.4 |
161.0 |
6.7% |
36.2 |
1.5% |
48% |
False |
False |
209,248 |
| 40 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
35.2 |
1.5% |
55% |
False |
False |
191,514 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
35.2 |
1.5% |
55% |
False |
False |
151,301 |
| 80 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
37.8 |
1.6% |
55% |
False |
False |
116,271 |
| 100 |
2,488.4 |
2,190.7 |
297.7 |
12.4% |
36.0 |
1.5% |
72% |
False |
False |
93,904 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
18.8% |
33.5 |
1.4% |
82% |
False |
False |
78,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,560.2 |
|
2.618 |
2,502.2 |
|
1.618 |
2,466.7 |
|
1.000 |
2,444.8 |
|
0.618 |
2,431.2 |
|
HIGH |
2,409.3 |
|
0.618 |
2,395.7 |
|
0.500 |
2,391.6 |
|
0.382 |
2,387.4 |
|
LOW |
2,373.8 |
|
0.618 |
2,351.9 |
|
1.000 |
2,338.3 |
|
1.618 |
2,316.4 |
|
2.618 |
2,280.9 |
|
4.250 |
2,222.9 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,400.5 |
2,397.3 |
| PP |
2,396.0 |
2,389.6 |
| S1 |
2,391.6 |
2,382.0 |
|