| 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 |
8,145.5 |
8,213.0 |
67.5 |
0.8% |
8,195.0 |
| High |
8,231.0 |
8,333.0 |
102.0 |
1.2% |
8,333.0 |
| Low |
8,056.0 |
8,198.5 |
142.5 |
1.8% |
8,056.0 |
| Close |
8,188.0 |
8,294.0 |
106.0 |
1.3% |
8,294.0 |
| Range |
175.0 |
134.5 |
-40.5 |
-23.1% |
277.0 |
| ATR |
86.9 |
91.1 |
4.1 |
4.8% |
0.0 |
| Volume |
101,006 |
88,585 |
-12,421 |
-12.3% |
400,162 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,678.5 |
8,621.0 |
8,368.0 |
|
| R3 |
8,544.0 |
8,486.5 |
8,331.0 |
|
| R2 |
8,409.5 |
8,409.5 |
8,318.5 |
|
| R1 |
8,352.0 |
8,352.0 |
8,306.5 |
8,381.0 |
| PP |
8,275.0 |
8,275.0 |
8,275.0 |
8,289.5 |
| S1 |
8,217.5 |
8,217.5 |
8,281.5 |
8,246.0 |
| S2 |
8,140.5 |
8,140.5 |
8,269.5 |
|
| S3 |
8,006.0 |
8,083.0 |
8,257.0 |
|
| S4 |
7,871.5 |
7,948.5 |
8,220.0 |
|
|
| 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 |
8,333.0 |
8,056.0 |
277.0 |
3.3% |
106.5 |
1.3% |
86% |
True |
False |
80,032 |
| 10 |
8,333.0 |
8,056.0 |
277.0 |
3.3% |
96.5 |
1.2% |
86% |
True |
False |
79,134 |
| 20 |
8,333.0 |
8,056.0 |
277.0 |
3.3% |
84.0 |
1.0% |
86% |
True |
False |
77,014 |
| 40 |
8,390.0 |
8,056.0 |
334.0 |
4.0% |
81.5 |
1.0% |
71% |
False |
False |
73,973 |
| 60 |
8,492.0 |
8,056.0 |
436.0 |
5.3% |
64.5 |
0.8% |
55% |
False |
False |
49,331 |
| 80 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
60.5 |
0.7% |
71% |
False |
False |
37,000 |
| 100 |
8,492.0 |
7,706.0 |
786.0 |
9.5% |
53.5 |
0.6% |
75% |
False |
False |
29,602 |
| 120 |
8,492.0 |
7,509.0 |
983.0 |
11.9% |
44.5 |
0.5% |
80% |
False |
False |
24,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,904.5 |
|
2.618 |
8,685.0 |
|
1.618 |
8,550.5 |
|
1.000 |
8,467.5 |
|
0.618 |
8,416.0 |
|
HIGH |
8,333.0 |
|
0.618 |
8,281.5 |
|
0.500 |
8,266.0 |
|
0.382 |
8,250.0 |
|
LOW |
8,198.5 |
|
0.618 |
8,115.5 |
|
1.000 |
8,064.0 |
|
1.618 |
7,981.0 |
|
2.618 |
7,846.5 |
|
4.250 |
7,627.0 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,284.5 |
8,261.0 |
| PP |
8,275.0 |
8,227.5 |
| S1 |
8,266.0 |
8,194.5 |
|