| 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 |
2,397.97 |
2,364.50 |
-33.47 |
-1.4% |
2,401.90 |
| High |
2,400.70 |
2,389.47 |
-11.23 |
-0.5% |
2,430.89 |
| Low |
2,354.48 |
2,358.18 |
3.70 |
0.2% |
2,354.48 |
| Close |
2,364.45 |
2,387.75 |
23.30 |
1.0% |
2,387.75 |
| Range |
46.22 |
31.29 |
-14.93 |
-32.3% |
76.41 |
| ATR |
32.52 |
32.43 |
-0.09 |
-0.3% |
0.00 |
| Volume |
4,807 |
5,206 |
399 |
8.3% |
25,769 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,472.34 |
2,461.33 |
2,404.96 |
|
| R3 |
2,441.05 |
2,430.04 |
2,396.35 |
|
| R2 |
2,409.76 |
2,409.76 |
2,393.49 |
|
| R1 |
2,398.75 |
2,398.75 |
2,390.62 |
2,404.26 |
| PP |
2,378.47 |
2,378.47 |
2,378.47 |
2,381.22 |
| S1 |
2,367.46 |
2,367.46 |
2,384.88 |
2,372.97 |
| S2 |
2,347.18 |
2,347.18 |
2,382.01 |
|
| S3 |
2,315.89 |
2,336.17 |
2,379.15 |
|
| S4 |
2,284.60 |
2,304.88 |
2,370.54 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.27 |
2,580.42 |
2,429.78 |
|
| R3 |
2,543.86 |
2,504.01 |
2,408.76 |
|
| R2 |
2,467.45 |
2,467.45 |
2,401.76 |
|
| R1 |
2,427.60 |
2,427.60 |
2,394.75 |
2,409.32 |
| PP |
2,391.04 |
2,391.04 |
2,391.04 |
2,381.90 |
| S1 |
2,351.19 |
2,351.19 |
2,380.75 |
2,332.91 |
| S2 |
2,314.63 |
2,314.63 |
2,373.74 |
|
| S3 |
2,238.22 |
2,274.78 |
2,366.74 |
|
| S4 |
2,161.81 |
2,198.37 |
2,345.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,430.89 |
2,354.48 |
76.41 |
3.2% |
31.62 |
1.3% |
44% |
False |
False |
5,153 |
| 10 |
2,481.63 |
2,354.48 |
127.15 |
5.3% |
35.15 |
1.5% |
26% |
False |
False |
5,117 |
| 20 |
2,481.63 |
2,319.85 |
161.78 |
6.8% |
31.24 |
1.3% |
42% |
False |
False |
5,225 |
| 40 |
2,481.63 |
2,287.64 |
193.99 |
8.1% |
31.63 |
1.3% |
52% |
False |
False |
5,245 |
| 60 |
2,481.63 |
2,281.97 |
199.66 |
8.4% |
31.54 |
1.3% |
53% |
False |
False |
5,224 |
| 80 |
2,481.63 |
2,268.72 |
212.91 |
8.9% |
33.50 |
1.4% |
56% |
False |
False |
5,144 |
| 100 |
2,481.63 |
2,111.24 |
370.39 |
15.5% |
31.94 |
1.3% |
75% |
False |
False |
5,175 |
| 120 |
2,481.63 |
1,986.16 |
495.47 |
20.8% |
29.79 |
1.2% |
81% |
False |
False |
5,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.45 |
|
2.618 |
2,471.39 |
|
1.618 |
2,440.10 |
|
1.000 |
2,420.76 |
|
0.618 |
2,408.81 |
|
HIGH |
2,389.47 |
|
0.618 |
2,377.52 |
|
0.500 |
2,373.83 |
|
0.382 |
2,370.13 |
|
LOW |
2,358.18 |
|
0.618 |
2,338.84 |
|
1.000 |
2,326.89 |
|
1.618 |
2,307.55 |
|
2.618 |
2,276.26 |
|
4.250 |
2,225.20 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,383.11 |
2,392.69 |
| PP |
2,378.47 |
2,391.04 |
| S1 |
2,373.83 |
2,389.40 |
|