| 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 |
2,457.6 |
2,431.7 |
-25.9 |
-1.1% |
2,484.0 |
| High |
2,457.6 |
2,457.6 |
0.0 |
0.0% |
2,504.1 |
| Low |
2,421.2 |
2,425.2 |
4.0 |
0.2% |
2,421.2 |
| Close |
2,422.7 |
2,450.7 |
28.0 |
1.2% |
2,450.7 |
| Range |
36.4 |
32.4 |
-4.0 |
-11.0% |
82.9 |
| ATR |
36.3 |
36.2 |
-0.1 |
-0.3% |
0.0 |
| Volume |
3,835 |
784 |
-3,051 |
-79.6% |
7,499 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,541.7 |
2,528.6 |
2,468.5 |
|
| R3 |
2,509.3 |
2,496.2 |
2,459.6 |
|
| R2 |
2,476.9 |
2,476.9 |
2,456.6 |
|
| R1 |
2,463.8 |
2,463.8 |
2,453.7 |
2,470.4 |
| PP |
2,444.5 |
2,444.5 |
2,444.5 |
2,447.8 |
| S1 |
2,431.4 |
2,431.4 |
2,447.7 |
2,438.0 |
| S2 |
2,412.1 |
2,412.1 |
2,444.8 |
|
| S3 |
2,379.7 |
2,399.0 |
2,441.8 |
|
| S4 |
2,347.3 |
2,366.6 |
2,432.9 |
|
|
| 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 |
2,504.1 |
2,421.2 |
82.9 |
3.4% |
30.3 |
1.2% |
36% |
False |
False |
1,499 |
| 10 |
2,560.8 |
2,421.2 |
139.6 |
5.7% |
34.2 |
1.4% |
21% |
False |
False |
1,514 |
| 20 |
2,560.8 |
2,396.8 |
164.0 |
6.7% |
31.4 |
1.3% |
33% |
False |
False |
1,978 |
| 40 |
2,560.8 |
2,372.6 |
188.2 |
7.7% |
32.2 |
1.3% |
41% |
False |
False |
1,326 |
| 60 |
2,560.8 |
2,372.6 |
188.2 |
7.7% |
32.2 |
1.3% |
41% |
False |
False |
1,058 |
| 80 |
2,560.8 |
2,369.0 |
191.8 |
7.8% |
33.4 |
1.4% |
43% |
False |
False |
892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,595.3 |
|
2.618 |
2,542.4 |
|
1.618 |
2,510.0 |
|
1.000 |
2,490.0 |
|
0.618 |
2,477.6 |
|
HIGH |
2,457.6 |
|
0.618 |
2,445.2 |
|
0.500 |
2,441.4 |
|
0.382 |
2,437.6 |
|
LOW |
2,425.2 |
|
0.618 |
2,405.2 |
|
1.000 |
2,392.8 |
|
1.618 |
2,372.8 |
|
2.618 |
2,340.4 |
|
4.250 |
2,287.5 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,447.6 |
2,462.7 |
| PP |
2,444.5 |
2,458.7 |
| S1 |
2,441.4 |
2,454.7 |
|