| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,429.0 |
2,455.6 |
26.6 |
1.1% |
2,451.3 |
| High |
2,458.3 |
2,496.6 |
38.3 |
1.6% |
2,481.1 |
| Low |
2,421.5 |
2,449.2 |
27.7 |
1.1% |
2,398.2 |
| Close |
2,451.9 |
2,473.0 |
21.1 |
0.9% |
2,427.9 |
| Range |
36.8 |
47.4 |
10.6 |
28.8% |
82.9 |
| ATR |
37.5 |
38.2 |
0.7 |
1.9% |
0.0 |
| Volume |
172,970 |
176,268 |
3,298 |
1.9% |
403,358 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,615.1 |
2,591.5 |
2,499.1 |
|
| R3 |
2,567.7 |
2,544.1 |
2,486.0 |
|
| R2 |
2,520.3 |
2,520.3 |
2,481.7 |
|
| R1 |
2,496.7 |
2,496.7 |
2,477.3 |
2,508.5 |
| PP |
2,472.9 |
2,472.9 |
2,472.9 |
2,478.9 |
| S1 |
2,449.3 |
2,449.3 |
2,468.7 |
2,461.1 |
| S2 |
2,425.5 |
2,425.5 |
2,464.3 |
|
| S3 |
2,378.1 |
2,401.9 |
2,460.0 |
|
| S4 |
2,330.7 |
2,354.5 |
2,446.9 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,684.4 |
2,639.1 |
2,473.5 |
|
| R3 |
2,601.5 |
2,556.2 |
2,450.7 |
|
| R2 |
2,518.6 |
2,518.6 |
2,443.1 |
|
| R1 |
2,473.3 |
2,473.3 |
2,435.5 |
2,454.5 |
| PP |
2,435.7 |
2,435.7 |
2,435.7 |
2,426.4 |
| S1 |
2,390.4 |
2,390.4 |
2,420.3 |
2,371.6 |
| S2 |
2,352.8 |
2,352.8 |
2,412.7 |
|
| S3 |
2,269.9 |
2,307.5 |
2,405.1 |
|
| S4 |
2,187.0 |
2,224.6 |
2,382.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,496.6 |
2,398.2 |
98.4 |
4.0% |
41.0 |
1.7% |
76% |
True |
False |
135,797 |
| 10 |
2,527.6 |
2,398.2 |
129.4 |
5.2% |
38.4 |
1.6% |
58% |
False |
False |
98,909 |
| 20 |
2,537.7 |
2,382.6 |
155.1 |
6.3% |
37.8 |
1.5% |
58% |
False |
False |
79,660 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
35.1 |
1.4% |
66% |
False |
False |
42,707 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
34.9 |
1.4% |
66% |
False |
False |
29,639 |
| 80 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
37.2 |
1.5% |
66% |
False |
False |
22,811 |
| 100 |
2,537.7 |
2,229.2 |
308.5 |
12.5% |
35.9 |
1.5% |
79% |
False |
False |
18,575 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
18.9% |
33.4 |
1.4% |
86% |
False |
False |
15,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,698.1 |
|
2.618 |
2,620.7 |
|
1.618 |
2,573.3 |
|
1.000 |
2,544.0 |
|
0.618 |
2,525.9 |
|
HIGH |
2,496.6 |
|
0.618 |
2,478.5 |
|
0.500 |
2,472.9 |
|
0.382 |
2,467.3 |
|
LOW |
2,449.2 |
|
0.618 |
2,419.9 |
|
1.000 |
2,401.8 |
|
1.618 |
2,372.5 |
|
2.618 |
2,325.1 |
|
4.250 |
2,247.8 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,473.0 |
2,467.2 |
| PP |
2,472.9 |
2,461.4 |
| S1 |
2,472.9 |
2,455.6 |
|