| Trading Metrics calculated at close of trading on 25-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,432.6 |
2,420.5 |
-12.1 |
-0.5% |
2,444.2 |
| High |
2,456.7 |
2,423.8 |
-32.9 |
-1.3% |
2,512.8 |
| Low |
2,420.9 |
2,375.1 |
-45.8 |
-1.9% |
2,419.6 |
| Close |
2,439.6 |
2,376.6 |
-63.0 |
-2.6% |
2,423.0 |
| Range |
35.8 |
48.7 |
12.9 |
36.0% |
93.2 |
| ATR |
35.2 |
37.3 |
2.1 |
5.9% |
0.0 |
| Volume |
13,596 |
28,164 |
14,568 |
107.1% |
53,773 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.9 |
2,506.0 |
2,403.4 |
|
| R3 |
2,489.2 |
2,457.3 |
2,390.0 |
|
| R2 |
2,440.5 |
2,440.5 |
2,385.5 |
|
| R1 |
2,408.6 |
2,408.6 |
2,381.1 |
2,400.2 |
| PP |
2,391.8 |
2,391.8 |
2,391.8 |
2,387.7 |
| S1 |
2,359.9 |
2,359.9 |
2,372.1 |
2,351.5 |
| S2 |
2,343.1 |
2,343.1 |
2,367.7 |
|
| S3 |
2,294.4 |
2,311.2 |
2,363.2 |
|
| S4 |
2,245.7 |
2,262.5 |
2,349.8 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.4 |
2,670.4 |
2,474.3 |
|
| R3 |
2,638.2 |
2,577.2 |
2,448.6 |
|
| R2 |
2,545.0 |
2,545.0 |
2,440.1 |
|
| R1 |
2,484.0 |
2,484.0 |
2,431.5 |
2,467.9 |
| PP |
2,451.8 |
2,451.8 |
2,451.8 |
2,443.8 |
| S1 |
2,390.8 |
2,390.8 |
2,414.5 |
2,374.7 |
| S2 |
2,358.6 |
2,358.6 |
2,405.9 |
|
| S3 |
2,265.4 |
2,297.6 |
2,397.4 |
|
| S4 |
2,172.2 |
2,204.4 |
2,371.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,471.6 |
2,375.1 |
96.5 |
4.1% |
37.9 |
1.6% |
2% |
False |
True |
15,430 |
| 10 |
2,512.8 |
2,375.1 |
137.7 |
5.8% |
37.3 |
1.6% |
1% |
False |
True |
12,354 |
| 20 |
2,512.8 |
2,330.0 |
182.8 |
7.7% |
34.3 |
1.4% |
25% |
False |
False |
9,157 |
| 40 |
2,512.8 |
2,326.9 |
185.9 |
7.8% |
34.3 |
1.4% |
27% |
False |
False |
5,639 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.8% |
34.7 |
1.5% |
27% |
False |
False |
4,289 |
| 80 |
2,512.8 |
2,309.4 |
203.4 |
8.6% |
36.6 |
1.5% |
33% |
False |
False |
3,507 |
| 100 |
2,512.8 |
2,146.4 |
366.4 |
15.4% |
34.7 |
1.5% |
63% |
False |
False |
2,961 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
19.3% |
32.1 |
1.3% |
70% |
False |
False |
2,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,630.8 |
|
2.618 |
2,551.3 |
|
1.618 |
2,502.6 |
|
1.000 |
2,472.5 |
|
0.618 |
2,453.9 |
|
HIGH |
2,423.8 |
|
0.618 |
2,405.2 |
|
0.500 |
2,399.5 |
|
0.382 |
2,393.7 |
|
LOW |
2,375.1 |
|
0.618 |
2,345.0 |
|
1.000 |
2,326.4 |
|
1.618 |
2,296.3 |
|
2.618 |
2,247.6 |
|
4.250 |
2,168.1 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,399.5 |
2,415.9 |
| PP |
2,391.8 |
2,402.8 |
| S1 |
2,384.2 |
2,389.7 |
|