| 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 |
2,478.9 |
2,516.8 |
37.9 |
1.5% |
2,484.0 |
| High |
2,518.4 |
2,530.0 |
11.6 |
0.5% |
2,504.1 |
| Low |
2,472.5 |
2,499.0 |
26.5 |
1.1% |
2,421.2 |
| Close |
2,496.4 |
2,504.0 |
7.6 |
0.3% |
2,450.7 |
| Range |
45.9 |
31.0 |
-14.9 |
-32.5% |
82.9 |
| ATR |
36.5 |
36.3 |
-0.2 |
-0.6% |
0.0 |
| Volume |
1,469 |
2,305 |
836 |
56.9% |
7,499 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.0 |
2,585.0 |
2,521.1 |
|
| R3 |
2,573.0 |
2,554.0 |
2,512.5 |
|
| R2 |
2,542.0 |
2,542.0 |
2,509.7 |
|
| R1 |
2,523.0 |
2,523.0 |
2,506.8 |
2,517.0 |
| PP |
2,511.0 |
2,511.0 |
2,511.0 |
2,508.0 |
| S1 |
2,492.0 |
2,492.0 |
2,501.2 |
2,486.0 |
| S2 |
2,480.0 |
2,480.0 |
2,498.3 |
|
| S3 |
2,449.0 |
2,461.0 |
2,495.5 |
|
| S4 |
2,418.0 |
2,430.0 |
2,487.0 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,707.4 |
2,661.9 |
2,496.3 |
|
| R3 |
2,624.5 |
2,579.0 |
2,473.5 |
|
| R2 |
2,541.6 |
2,541.6 |
2,465.9 |
|
| R1 |
2,496.1 |
2,496.1 |
2,458.3 |
2,477.4 |
| PP |
2,458.7 |
2,458.7 |
2,458.7 |
2,449.3 |
| S1 |
2,413.2 |
2,413.2 |
2,443.1 |
2,394.5 |
| S2 |
2,375.8 |
2,375.8 |
2,435.5 |
|
| S3 |
2,292.9 |
2,330.3 |
2,427.9 |
|
| S4 |
2,210.0 |
2,247.4 |
2,405.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,530.0 |
2,425.2 |
104.8 |
4.2% |
35.1 |
1.4% |
75% |
True |
False |
1,464 |
| 10 |
2,530.0 |
2,421.2 |
108.8 |
4.3% |
33.1 |
1.3% |
76% |
True |
False |
1,538 |
| 20 |
2,560.8 |
2,421.2 |
139.6 |
5.6% |
34.0 |
1.4% |
59% |
False |
False |
2,120 |
| 40 |
2,560.8 |
2,372.6 |
188.2 |
7.5% |
32.3 |
1.3% |
70% |
False |
False |
1,440 |
| 60 |
2,560.8 |
2,372.6 |
188.2 |
7.5% |
32.0 |
1.3% |
70% |
False |
False |
1,150 |
| 80 |
2,560.8 |
2,372.6 |
188.2 |
7.5% |
33.1 |
1.3% |
70% |
False |
False |
955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,661.8 |
|
2.618 |
2,611.2 |
|
1.618 |
2,580.2 |
|
1.000 |
2,561.0 |
|
0.618 |
2,549.2 |
|
HIGH |
2,530.0 |
|
0.618 |
2,518.2 |
|
0.500 |
2,514.5 |
|
0.382 |
2,510.8 |
|
LOW |
2,499.0 |
|
0.618 |
2,479.8 |
|
1.000 |
2,468.0 |
|
1.618 |
2,448.8 |
|
2.618 |
2,417.8 |
|
4.250 |
2,367.3 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,514.5 |
2,498.7 |
| PP |
2,511.0 |
2,493.4 |
| S1 |
2,507.5 |
2,488.1 |
|