| 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 |
3,484.4860 |
3,372.9330 |
-111.5530 |
-3.2% |
3,110.5330 |
| High |
3,497.9880 |
3,373.5650 |
-124.4230 |
-3.6% |
3,539.8650 |
| Low |
3,361.5810 |
3,100.9370 |
-260.6440 |
-7.8% |
3,109.8170 |
| Close |
3,373.5440 |
3,135.7640 |
-237.7800 |
-7.0% |
3,506.6930 |
| Range |
136.4070 |
272.6280 |
136.2210 |
99.9% |
430.0480 |
| ATR |
157.2034 |
165.4480 |
8.2446 |
5.2% |
0.0000 |
| Volume |
160,252 |
280,200 |
119,948 |
74.8% |
482,277 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,021.3060 |
3,851.1630 |
3,285.7094 |
|
| R3 |
3,748.6780 |
3,578.5350 |
3,210.7367 |
|
| R2 |
3,476.0500 |
3,476.0500 |
3,185.7458 |
|
| R1 |
3,305.9070 |
3,305.9070 |
3,160.7549 |
3,254.6645 |
| PP |
3,203.4220 |
3,203.4220 |
3,203.4220 |
3,177.8008 |
| S1 |
3,033.2790 |
3,033.2790 |
3,110.7731 |
2,982.0365 |
| S2 |
2,930.7940 |
2,930.7940 |
3,085.7822 |
|
| S3 |
2,658.1660 |
2,760.6510 |
3,060.7913 |
|
| S4 |
2,385.5380 |
2,488.0230 |
2,985.8186 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,675.6023 |
4,521.1957 |
3,743.2194 |
|
| R3 |
4,245.5543 |
4,091.1477 |
3,624.9562 |
|
| R2 |
3,815.5063 |
3,815.5063 |
3,585.5351 |
|
| R1 |
3,661.0997 |
3,661.0997 |
3,546.1141 |
3,738.3030 |
| PP |
3,385.4583 |
3,385.4583 |
3,385.4583 |
3,424.0600 |
| S1 |
3,231.0517 |
3,231.0517 |
3,467.2719 |
3,308.2550 |
| S2 |
2,955.4103 |
2,955.4103 |
3,427.8509 |
|
| S3 |
2,525.3623 |
2,801.0037 |
3,388.4298 |
|
| S4 |
2,095.3143 |
2,370.9557 |
3,270.1666 |
|
|
| 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 |
14.5% |
169.6754 |
5.4% |
8% |
False |
True |
153,623 |
| 10 |
3,554.7930 |
3,061.0780 |
493.7150 |
15.7% |
164.7064 |
5.3% |
15% |
False |
False |
120,749 |
| 20 |
3,554.7930 |
2,827.1400 |
727.6530 |
23.2% |
160.5188 |
5.1% |
42% |
False |
False |
119,021 |
| 40 |
3,883.2880 |
2,827.1400 |
1,056.1480 |
33.7% |
151.6796 |
4.8% |
29% |
False |
False |
113,093 |
| 60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
35.5% |
162.4093 |
5.2% |
28% |
False |
False |
131,323 |
| 80 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
35.5% |
172.8055 |
5.5% |
28% |
False |
False |
131,642 |
| 100 |
4,090.3060 |
2,827.1400 |
1,263.1660 |
40.3% |
193.3644 |
6.2% |
24% |
False |
False |
146,597 |
| 120 |
4,090.3060 |
2,269.1870 |
1,821.1190 |
58.1% |
182.0790 |
5.8% |
48% |
False |
False |
152,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,532.2340 |
|
2.618 |
4,087.3051 |
|
1.618 |
3,814.6771 |
|
1.000 |
3,646.1930 |
|
0.618 |
3,542.0491 |
|
HIGH |
3,373.5650 |
|
0.618 |
3,269.4211 |
|
0.500 |
3,237.2510 |
|
0.382 |
3,205.0809 |
|
LOW |
3,100.9370 |
|
0.618 |
2,932.4529 |
|
1.000 |
2,828.3090 |
|
1.618 |
2,659.8249 |
|
2.618 |
2,387.1969 |
|
4.250 |
1,942.2680 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,237.2510 |
3,317.0610 |
| PP |
3,203.4220 |
3,256.6287 |
| S1 |
3,169.5930 |
3,196.1963 |
|