| 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 |
106.25 |
106.01 |
-0.24 |
-0.2% |
105.09 |
| High |
109.24 |
107.56 |
-1.68 |
-1.5% |
109.24 |
| Low |
105.07 |
105.82 |
0.75 |
0.7% |
103.28 |
| Close |
105.53 |
107.52 |
1.99 |
1.9% |
107.52 |
| Range |
4.17 |
1.74 |
-2.43 |
-58.2% |
5.96 |
| ATR |
2.35 |
2.33 |
-0.02 |
-1.0% |
0.00 |
| Volume |
2,458,600 |
1,631,800 |
-826,800 |
-33.6% |
18,186,880 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.19 |
111.59 |
108.48 |
|
| R3 |
110.45 |
109.85 |
108.00 |
|
| R2 |
108.71 |
108.71 |
107.84 |
|
| R1 |
108.11 |
108.11 |
107.68 |
108.41 |
| PP |
106.97 |
106.97 |
106.97 |
107.12 |
| S1 |
106.37 |
106.37 |
107.36 |
106.67 |
| S2 |
105.23 |
105.23 |
107.20 |
|
| S3 |
103.49 |
104.63 |
107.04 |
|
| S4 |
101.75 |
102.89 |
106.56 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.54 |
121.99 |
110.80 |
|
| R3 |
118.59 |
116.03 |
109.16 |
|
| R2 |
112.63 |
112.63 |
108.61 |
|
| R1 |
110.08 |
110.08 |
108.07 |
111.36 |
| PP |
106.68 |
106.68 |
106.68 |
107.32 |
| S1 |
104.12 |
104.12 |
106.97 |
105.40 |
| S2 |
100.72 |
100.72 |
106.43 |
|
| S3 |
94.77 |
98.17 |
105.88 |
|
| S4 |
88.81 |
92.21 |
104.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.24 |
103.87 |
5.37 |
5.0% |
2.97 |
2.8% |
68% |
False |
False |
2,234,280 |
| 10 |
109.24 |
103.28 |
5.96 |
5.5% |
2.30 |
2.1% |
71% |
False |
False |
1,868,373 |
| 20 |
109.24 |
102.32 |
6.92 |
6.4% |
2.19 |
2.0% |
75% |
False |
False |
2,145,900 |
| 40 |
109.24 |
95.02 |
14.22 |
13.2% |
1.96 |
1.8% |
88% |
False |
False |
2,370,963 |
| 60 |
109.24 |
94.47 |
14.77 |
13.7% |
2.00 |
1.9% |
88% |
False |
False |
2,462,133 |
| 80 |
109.24 |
94.47 |
14.77 |
13.7% |
1.94 |
1.8% |
88% |
False |
False |
2,462,000 |
| 100 |
109.24 |
94.47 |
14.77 |
13.7% |
1.87 |
1.7% |
88% |
False |
False |
2,439,069 |
| 120 |
109.24 |
93.25 |
15.99 |
14.9% |
1.89 |
1.8% |
89% |
False |
False |
2,571,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.96 |
|
2.618 |
112.12 |
|
1.618 |
110.38 |
|
1.000 |
109.30 |
|
0.618 |
108.64 |
|
HIGH |
107.56 |
|
0.618 |
106.90 |
|
0.500 |
106.69 |
|
0.382 |
106.48 |
|
LOW |
105.82 |
|
0.618 |
104.74 |
|
1.000 |
104.08 |
|
1.618 |
103.00 |
|
2.618 |
101.26 |
|
4.250 |
98.43 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107.24 |
107.40 |
| PP |
106.97 |
107.27 |
| S1 |
106.69 |
107.15 |
|