| 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 |
4,937.0 |
4,867.0 |
-70.0 |
-1.4% |
4,908.0 |
| High |
4,937.0 |
4,916.0 |
-21.0 |
-0.4% |
4,991.0 |
| Low |
4,870.0 |
4,867.0 |
-3.0 |
-0.1% |
4,826.0 |
| Close |
4,872.0 |
4,901.0 |
29.0 |
0.6% |
4,919.0 |
| Range |
67.0 |
49.0 |
-18.0 |
-26.9% |
165.0 |
| ATR |
60.7 |
59.9 |
-0.8 |
-1.4% |
0.0 |
| Volume |
161 |
10 |
-151 |
-93.8% |
2,164 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,041.7 |
5,020.3 |
4,928.0 |
|
| R3 |
4,992.7 |
4,971.3 |
4,914.5 |
|
| R2 |
4,943.7 |
4,943.7 |
4,910.0 |
|
| R1 |
4,922.3 |
4,922.3 |
4,905.5 |
4,933.0 |
| PP |
4,894.7 |
4,894.7 |
4,894.7 |
4,900.0 |
| S1 |
4,873.3 |
4,873.3 |
4,896.5 |
4,884.0 |
| S2 |
4,845.7 |
4,845.7 |
4,892.0 |
|
| S3 |
4,796.7 |
4,824.3 |
4,887.5 |
|
| S4 |
4,747.7 |
4,775.3 |
4,874.1 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,407.0 |
5,328.0 |
5,009.8 |
|
| R3 |
5,242.0 |
5,163.0 |
4,964.4 |
|
| R2 |
5,077.0 |
5,077.0 |
4,949.3 |
|
| R1 |
4,998.0 |
4,998.0 |
4,934.1 |
5,037.5 |
| PP |
4,912.0 |
4,912.0 |
4,912.0 |
4,931.8 |
| S1 |
4,833.0 |
4,833.0 |
4,903.9 |
4,872.5 |
| S2 |
4,747.0 |
4,747.0 |
4,888.8 |
|
| S3 |
4,582.0 |
4,668.0 |
4,873.6 |
|
| S4 |
4,417.0 |
4,503.0 |
4,828.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,937.0 |
4,826.0 |
111.0 |
2.3% |
59.6 |
1.2% |
68% |
False |
False |
57 |
| 10 |
5,000.0 |
4,826.0 |
174.0 |
3.6% |
55.9 |
1.1% |
43% |
False |
False |
249 |
| 20 |
5,114.0 |
4,826.0 |
288.0 |
5.9% |
47.9 |
1.0% |
26% |
False |
False |
180 |
| 40 |
5,307.0 |
4,826.0 |
481.0 |
9.8% |
36.6 |
0.7% |
16% |
False |
False |
291 |
| 60 |
5,307.0 |
4,826.0 |
481.0 |
9.8% |
25.4 |
0.5% |
16% |
False |
False |
203 |
| 80 |
5,307.0 |
4,826.0 |
481.0 |
9.8% |
19.1 |
0.4% |
16% |
False |
False |
349 |
| 100 |
5,307.0 |
4,826.0 |
481.0 |
9.8% |
16.0 |
0.3% |
16% |
False |
False |
406 |
| 120 |
5,307.0 |
4,708.0 |
599.0 |
12.2% |
13.3 |
0.3% |
32% |
False |
False |
392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,124.3 |
|
2.618 |
5,044.3 |
|
1.618 |
4,995.3 |
|
1.000 |
4,965.0 |
|
0.618 |
4,946.3 |
|
HIGH |
4,916.0 |
|
0.618 |
4,897.3 |
|
0.500 |
4,891.5 |
|
0.382 |
4,885.7 |
|
LOW |
4,867.0 |
|
0.618 |
4,836.7 |
|
1.000 |
4,818.0 |
|
1.618 |
4,787.7 |
|
2.618 |
4,738.7 |
|
4.250 |
4,658.8 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,897.8 |
4,901.0 |
| PP |
4,894.7 |
4,901.0 |
| S1 |
4,891.5 |
4,901.0 |
|