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 |
12.34 |
12.22 |
-0.12 |
-1.0% |
12.40 |
High |
12.45 |
12.25 |
-0.20 |
-1.6% |
12.53 |
Low |
12.08 |
12.08 |
0.00 |
0.0% |
12.08 |
Close |
12.08 |
12.21 |
0.13 |
1.1% |
12.21 |
Range |
0.37 |
0.17 |
-0.20 |
-54.1% |
0.45 |
ATR |
0.25 |
0.24 |
-0.01 |
-2.2% |
0.00 |
Volume |
2,137,400 |
1,325,100 |
-812,300 |
-38.0% |
21,178,216 |
|
Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.69 |
12.62 |
12.30 |
|
R3 |
12.52 |
12.45 |
12.26 |
|
R2 |
12.35 |
12.35 |
12.24 |
|
R1 |
12.28 |
12.28 |
12.23 |
12.23 |
PP |
12.18 |
12.18 |
12.18 |
12.16 |
S1 |
12.11 |
12.11 |
12.19 |
12.06 |
S2 |
12.01 |
12.01 |
12.18 |
|
S3 |
11.84 |
11.94 |
12.16 |
|
S4 |
11.67 |
11.77 |
12.12 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.62 |
13.37 |
12.46 |
|
R3 |
13.17 |
12.92 |
12.33 |
|
R2 |
12.72 |
12.72 |
12.29 |
|
R1 |
12.47 |
12.47 |
12.25 |
12.37 |
PP |
12.27 |
12.27 |
12.27 |
12.23 |
S1 |
12.02 |
12.02 |
12.17 |
11.92 |
S2 |
11.82 |
11.82 |
12.13 |
|
S3 |
11.37 |
11.57 |
12.09 |
|
S4 |
10.92 |
11.12 |
11.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12.47 |
12.08 |
0.39 |
3.2% |
0.27 |
2.2% |
33% |
False |
False |
2,039,203 |
10 |
12.53 |
12.08 |
0.45 |
3.7% |
0.29 |
2.4% |
29% |
False |
False |
2,183,189 |
20 |
12.73 |
12.08 |
0.65 |
5.3% |
0.24 |
1.9% |
20% |
False |
False |
1,931,239 |
40 |
12.73 |
11.59 |
1.14 |
9.3% |
0.21 |
1.7% |
54% |
False |
False |
1,826,814 |
60 |
12.73 |
11.59 |
1.14 |
9.3% |
0.19 |
1.6% |
54% |
False |
False |
1,707,098 |
80 |
12.73 |
11.50 |
1.23 |
10.1% |
0.19 |
1.5% |
58% |
False |
False |
1,817,809 |
100 |
12.73 |
11.50 |
1.23 |
10.1% |
0.18 |
1.5% |
58% |
False |
False |
1,651,627 |
120 |
12.73 |
11.50 |
1.23 |
10.1% |
0.18 |
1.5% |
58% |
False |
False |
1,534,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.97 |
2.618 |
12.69 |
1.618 |
12.52 |
1.000 |
12.42 |
0.618 |
12.35 |
HIGH |
12.25 |
0.618 |
12.19 |
0.500 |
12.17 |
0.382 |
12.15 |
LOW |
12.08 |
0.618 |
11.98 |
1.000 |
11.91 |
1.618 |
11.81 |
2.618 |
11.64 |
4.250 |
11.36 |
|
|
Fisher Pivots for day following 26-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
12.20 |
12.27 |
PP |
12.18 |
12.25 |
S1 |
12.17 |
12.23 |
|