| Trading Metrics calculated at close of trading on 26-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2024 |
26-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,398.1 |
2,363.8 |
-34.3 |
-1.4% |
2,403.7 |
| High |
2,400.8 |
2,389.7 |
-11.1 |
-0.5% |
2,433.0 |
| Low |
2,351.9 |
2,354.6 |
2.7 |
0.1% |
2,351.9 |
| Close |
2,353.5 |
2,381.0 |
27.5 |
1.2% |
2,381.0 |
| Range |
48.9 |
35.1 |
-13.8 |
-28.2% |
81.1 |
| ATR |
37.7 |
37.6 |
-0.1 |
-0.3% |
0.0 |
| Volume |
294,897 |
154,523 |
-140,374 |
-47.6% |
1,064,057 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.4 |
2,465.8 |
2,400.3 |
|
| R3 |
2,445.3 |
2,430.7 |
2,390.7 |
|
| R2 |
2,410.2 |
2,410.2 |
2,387.4 |
|
| R1 |
2,395.6 |
2,395.6 |
2,384.2 |
2,402.9 |
| PP |
2,375.1 |
2,375.1 |
2,375.1 |
2,378.8 |
| S1 |
2,360.5 |
2,360.5 |
2,377.8 |
2,367.8 |
| S2 |
2,340.0 |
2,340.0 |
2,374.6 |
|
| S3 |
2,304.9 |
2,325.4 |
2,371.3 |
|
| S4 |
2,269.8 |
2,290.3 |
2,361.7 |
|
|
| 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 |
2,433.0 |
2,351.9 |
81.1 |
3.4% |
34.7 |
1.5% |
36% |
False |
False |
212,811 |
| 10 |
2,488.4 |
2,351.9 |
136.5 |
5.7% |
38.4 |
1.6% |
21% |
False |
False |
221,039 |
| 20 |
2,488.4 |
2,327.4 |
161.0 |
6.8% |
34.8 |
1.5% |
33% |
False |
False |
215,530 |
| 40 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
35.2 |
1.5% |
42% |
False |
False |
197,012 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
35.5 |
1.5% |
42% |
False |
False |
149,403 |
| 80 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
37.7 |
1.6% |
42% |
False |
False |
114,513 |
| 100 |
2,488.4 |
2,158.1 |
330.3 |
13.9% |
35.9 |
1.5% |
67% |
False |
False |
92,429 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
19.0% |
33.3 |
1.4% |
76% |
False |
False |
77,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,538.9 |
|
2.618 |
2,481.6 |
|
1.618 |
2,446.5 |
|
1.000 |
2,424.8 |
|
0.618 |
2,411.4 |
|
HIGH |
2,389.7 |
|
0.618 |
2,376.3 |
|
0.500 |
2,372.2 |
|
0.382 |
2,368.0 |
|
LOW |
2,354.6 |
|
0.618 |
2,332.9 |
|
1.000 |
2,319.5 |
|
1.618 |
2,297.8 |
|
2.618 |
2,262.7 |
|
4.250 |
2,205.4 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,378.1 |
2,392.5 |
| PP |
2,375.1 |
2,388.6 |
| S1 |
2,372.2 |
2,384.8 |
|