| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
2,407.1 |
2,446.7 |
39.6 |
1.6% |
2,403.7 |
| High |
2,447.6 |
2,455.1 |
7.5 |
0.3% |
2,433.0 |
| Low |
2,402.8 |
2,430.4 |
27.6 |
1.1% |
2,351.9 |
| Close |
2,426.5 |
2,435.0 |
8.5 |
0.4% |
2,381.0 |
| Range |
44.8 |
24.7 |
-20.1 |
-44.9% |
81.1 |
| ATR |
37.8 |
37.1 |
-0.7 |
-1.7% |
0.0 |
| Volume |
1,313 |
690 |
-623 |
-47.4% |
1,064,057 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,514.3 |
2,499.3 |
2,448.6 |
|
| R3 |
2,489.6 |
2,474.6 |
2,441.8 |
|
| R2 |
2,464.9 |
2,464.9 |
2,439.5 |
|
| R1 |
2,449.9 |
2,449.9 |
2,437.3 |
2,445.1 |
| PP |
2,440.2 |
2,440.2 |
2,440.2 |
2,437.7 |
| S1 |
2,425.2 |
2,425.2 |
2,432.7 |
2,420.4 |
| S2 |
2,415.5 |
2,415.5 |
2,430.5 |
|
| S3 |
2,390.8 |
2,400.5 |
2,428.2 |
|
| S4 |
2,366.1 |
2,375.8 |
2,421.4 |
|
|
| 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 |
2,455.1 |
2,354.6 |
100.5 |
4.1% |
35.0 |
1.4% |
80% |
True |
False |
61,775 |
| 10 |
2,455.1 |
2,351.9 |
103.2 |
4.2% |
36.6 |
1.5% |
81% |
True |
False |
147,282 |
| 20 |
2,488.4 |
2,351.9 |
136.5 |
5.6% |
36.8 |
1.5% |
61% |
False |
False |
191,981 |
| 40 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
35.0 |
1.4% |
71% |
False |
False |
182,946 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
34.9 |
1.4% |
71% |
False |
False |
150,467 |
| 80 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
37.3 |
1.5% |
71% |
False |
False |
116,066 |
| 100 |
2,488.4 |
2,190.7 |
297.7 |
12.2% |
36.1 |
1.5% |
82% |
False |
False |
93,856 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
18.6% |
33.8 |
1.4% |
88% |
False |
False |
78,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,560.1 |
|
2.618 |
2,519.8 |
|
1.618 |
2,495.1 |
|
1.000 |
2,479.8 |
|
0.618 |
2,470.4 |
|
HIGH |
2,455.1 |
|
0.618 |
2,445.7 |
|
0.500 |
2,442.8 |
|
0.382 |
2,439.8 |
|
LOW |
2,430.4 |
|
0.618 |
2,415.1 |
|
1.000 |
2,405.7 |
|
1.618 |
2,390.4 |
|
2.618 |
2,365.7 |
|
4.250 |
2,325.4 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,442.8 |
2,428.2 |
| PP |
2,440.2 |
2,421.3 |
| S1 |
2,437.6 |
2,414.5 |
|