| 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 |
8,327.0 |
8,276.5 |
-50.5 |
-0.6% |
8,195.0 |
| High |
8,373.5 |
8,301.0 |
-72.5 |
-0.9% |
8,333.0 |
| Low |
8,282.0 |
8,233.5 |
-48.5 |
-0.6% |
8,056.0 |
| Close |
8,300.0 |
8,286.5 |
-13.5 |
-0.2% |
8,294.0 |
| Range |
91.5 |
67.5 |
-24.0 |
-26.2% |
277.0 |
| ATR |
91.1 |
89.4 |
-1.7 |
-1.9% |
0.0 |
| Volume |
86,799 |
74,447 |
-12,352 |
-14.2% |
400,162 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,476.0 |
8,449.0 |
8,323.5 |
|
| R3 |
8,408.5 |
8,381.5 |
8,305.0 |
|
| R2 |
8,341.0 |
8,341.0 |
8,299.0 |
|
| R1 |
8,314.0 |
8,314.0 |
8,292.5 |
8,327.5 |
| PP |
8,273.5 |
8,273.5 |
8,273.5 |
8,280.5 |
| S1 |
8,246.5 |
8,246.5 |
8,280.5 |
8,260.0 |
| S2 |
8,206.0 |
8,206.0 |
8,274.0 |
|
| S3 |
8,138.5 |
8,179.0 |
8,268.0 |
|
| S4 |
8,071.0 |
8,111.5 |
8,249.5 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,058.5 |
8,953.5 |
8,446.5 |
|
| R3 |
8,781.5 |
8,676.5 |
8,370.0 |
|
| R2 |
8,504.5 |
8,504.5 |
8,345.0 |
|
| R1 |
8,399.5 |
8,399.5 |
8,319.5 |
8,452.0 |
| PP |
8,227.5 |
8,227.5 |
8,227.5 |
8,254.0 |
| S1 |
8,122.5 |
8,122.5 |
8,268.5 |
8,175.0 |
| S2 |
7,950.5 |
7,950.5 |
8,243.0 |
|
| S3 |
7,673.5 |
7,845.5 |
8,218.0 |
|
| S4 |
7,396.5 |
7,568.5 |
8,141.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,373.5 |
8,056.0 |
317.5 |
3.8% |
106.5 |
1.3% |
73% |
False |
False |
83,783 |
| 10 |
8,373.5 |
8,056.0 |
317.5 |
3.8% |
95.0 |
1.1% |
73% |
False |
False |
80,490 |
| 20 |
8,373.5 |
8,056.0 |
317.5 |
3.8% |
84.5 |
1.0% |
73% |
False |
False |
74,865 |
| 40 |
8,373.5 |
8,056.0 |
317.5 |
3.8% |
82.0 |
1.0% |
73% |
False |
False |
77,995 |
| 60 |
8,492.0 |
8,056.0 |
436.0 |
5.3% |
66.5 |
0.8% |
53% |
False |
False |
52,019 |
| 80 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
61.5 |
0.7% |
70% |
False |
False |
39,016 |
| 100 |
8,492.0 |
7,711.5 |
780.5 |
9.4% |
55.0 |
0.7% |
74% |
False |
False |
31,214 |
| 120 |
8,492.0 |
7,509.0 |
983.0 |
11.9% |
45.5 |
0.6% |
79% |
False |
False |
26,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,588.0 |
|
2.618 |
8,477.5 |
|
1.618 |
8,410.0 |
|
1.000 |
8,368.5 |
|
0.618 |
8,342.5 |
|
HIGH |
8,301.0 |
|
0.618 |
8,275.0 |
|
0.500 |
8,267.0 |
|
0.382 |
8,259.5 |
|
LOW |
8,233.5 |
|
0.618 |
8,192.0 |
|
1.000 |
8,166.0 |
|
1.618 |
8,124.5 |
|
2.618 |
8,057.0 |
|
4.250 |
7,946.5 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,280.0 |
8,286.5 |
| PP |
8,273.5 |
8,286.0 |
| S1 |
8,267.0 |
8,286.0 |
|