| 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 |
3,372.9330 |
3,134.1580 |
-238.7750 |
-7.1% |
3,506.7560 |
| High |
3,373.5650 |
3,284.8740 |
-88.6910 |
-2.6% |
3,554.7930 |
| Low |
3,100.9370 |
3,134.0930 |
33.1560 |
1.1% |
3,100.9370 |
| Close |
3,135.7640 |
3,254.9130 |
119.1490 |
3.8% |
3,254.9130 |
| Range |
272.6280 |
150.7810 |
-121.8470 |
-44.7% |
453.8560 |
| ATR |
165.4480 |
164.4003 |
-1.0476 |
-0.6% |
0.0000 |
| Volume |
280,200 |
163,030 |
-117,170 |
-41.8% |
803,116 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,676.9697 |
3,616.7223 |
3,337.8426 |
|
| R3 |
3,526.1887 |
3,465.9413 |
3,296.3778 |
|
| R2 |
3,375.4077 |
3,375.4077 |
3,282.5562 |
|
| R1 |
3,315.1603 |
3,315.1603 |
3,268.7346 |
3,345.2840 |
| PP |
3,224.6267 |
3,224.6267 |
3,224.6267 |
3,239.6885 |
| S1 |
3,164.3793 |
3,164.3793 |
3,241.0914 |
3,194.5030 |
| S2 |
3,073.8457 |
3,073.8457 |
3,227.2698 |
|
| S3 |
2,923.0647 |
3,013.5983 |
3,213.4482 |
|
| S4 |
2,772.2837 |
2,862.8173 |
3,171.9835 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,665.1157 |
4,413.8703 |
3,504.5338 |
|
| R3 |
4,211.2597 |
3,960.0143 |
3,379.7234 |
|
| R2 |
3,757.4037 |
3,757.4037 |
3,338.1199 |
|
| R1 |
3,506.1583 |
3,506.1583 |
3,296.5165 |
3,404.8530 |
| PP |
3,303.5477 |
3,303.5477 |
3,303.5477 |
3,252.8950 |
| S1 |
3,052.3023 |
3,052.3023 |
3,213.3095 |
2,950.9970 |
| S2 |
2,849.6917 |
2,849.6917 |
3,171.7061 |
|
| S3 |
2,395.8357 |
2,598.4463 |
3,130.1026 |
|
| S4 |
1,941.9797 |
2,144.5903 |
3,005.2922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,554.7930 |
3,100.9370 |
453.8560 |
13.9% |
167.3556 |
5.1% |
34% |
False |
False |
160,623 |
| 10 |
3,554.7930 |
3,100.9370 |
453.8560 |
13.9% |
170.5124 |
5.2% |
34% |
False |
False |
128,539 |
| 20 |
3,554.7930 |
2,827.1400 |
727.6530 |
22.4% |
162.7424 |
5.0% |
59% |
False |
False |
120,710 |
| 40 |
3,883.2880 |
2,827.1400 |
1,056.1480 |
32.4% |
152.0517 |
4.7% |
41% |
False |
False |
113,281 |
| 60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
34.2% |
159.4959 |
4.9% |
38% |
False |
False |
130,830 |
| 80 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
34.2% |
171.0371 |
5.3% |
38% |
False |
False |
130,703 |
| 100 |
4,090.3060 |
2,827.1400 |
1,263.1660 |
38.8% |
192.6033 |
5.9% |
34% |
False |
False |
148,200 |
| 120 |
4,090.3060 |
2,269.1870 |
1,821.1190 |
55.9% |
183.0247 |
5.6% |
54% |
False |
False |
153,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,925.6933 |
|
2.618 |
3,679.6187 |
|
1.618 |
3,528.8377 |
|
1.000 |
3,435.6550 |
|
0.618 |
3,378.0567 |
|
HIGH |
3,284.8740 |
|
0.618 |
3,227.2757 |
|
0.500 |
3,209.4835 |
|
0.382 |
3,191.6913 |
|
LOW |
3,134.0930 |
|
0.618 |
3,040.9103 |
|
1.000 |
2,983.3120 |
|
1.618 |
2,890.1293 |
|
2.618 |
2,739.3483 |
|
4.250 |
2,493.2738 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,239.7698 |
3,299.4625 |
| PP |
3,224.6267 |
3,284.6127 |
| S1 |
3,209.4835 |
3,269.7628 |
|