| 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 |
2,410.7 |
2,398.1 |
-12.6 |
-0.5% |
2,419.3 |
| High |
2,433.0 |
2,400.8 |
-32.2 |
-1.3% |
2,488.4 |
| Low |
2,397.0 |
2,351.9 |
-45.1 |
-1.9% |
2,395.7 |
| Close |
2,415.7 |
2,353.5 |
-62.2 |
-2.6% |
2,399.1 |
| Range |
36.0 |
48.9 |
12.9 |
35.8% |
92.7 |
| ATR |
35.7 |
37.7 |
2.0 |
5.6% |
0.0 |
| Volume |
245,884 |
294,897 |
49,013 |
19.9% |
1,146,338 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,515.4 |
2,483.4 |
2,380.4 |
|
| R3 |
2,466.5 |
2,434.5 |
2,366.9 |
|
| R2 |
2,417.6 |
2,417.6 |
2,362.5 |
|
| R1 |
2,385.6 |
2,385.6 |
2,358.0 |
2,377.2 |
| PP |
2,368.7 |
2,368.7 |
2,368.7 |
2,364.5 |
| S1 |
2,336.7 |
2,336.7 |
2,349.0 |
2,328.3 |
| S2 |
2,319.8 |
2,319.8 |
2,344.5 |
|
| S3 |
2,270.9 |
2,287.8 |
2,340.1 |
|
| S4 |
2,222.0 |
2,238.9 |
2,326.6 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,705.8 |
2,645.2 |
2,450.1 |
|
| R3 |
2,613.1 |
2,552.5 |
2,424.6 |
|
| R2 |
2,520.4 |
2,520.4 |
2,416.1 |
|
| R1 |
2,459.8 |
2,459.8 |
2,407.6 |
2,443.8 |
| PP |
2,427.7 |
2,427.7 |
2,427.7 |
2,419.7 |
| S1 |
2,367.1 |
2,367.1 |
2,390.6 |
2,351.1 |
| S2 |
2,335.0 |
2,335.0 |
2,382.1 |
|
| S3 |
2,242.3 |
2,274.4 |
2,373.6 |
|
| S4 |
2,149.6 |
2,181.7 |
2,348.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,448.4 |
2,351.9 |
96.5 |
4.1% |
38.2 |
1.6% |
2% |
False |
True |
232,788 |
| 10 |
2,488.4 |
2,351.9 |
136.5 |
5.8% |
37.6 |
1.6% |
1% |
False |
True |
227,680 |
| 20 |
2,488.4 |
2,306.8 |
181.6 |
7.7% |
34.8 |
1.5% |
26% |
False |
False |
214,815 |
| 40 |
2,488.4 |
2,304.2 |
184.2 |
7.8% |
35.0 |
1.5% |
27% |
False |
False |
197,451 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.8% |
35.7 |
1.5% |
27% |
False |
False |
147,053 |
| 80 |
2,488.4 |
2,288.0 |
200.4 |
8.5% |
37.7 |
1.6% |
33% |
False |
False |
112,683 |
| 100 |
2,488.4 |
2,127.0 |
361.4 |
15.4% |
35.9 |
1.5% |
63% |
False |
False |
90,925 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
19.2% |
33.2 |
1.4% |
70% |
False |
False |
76,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,608.6 |
|
2.618 |
2,528.8 |
|
1.618 |
2,479.9 |
|
1.000 |
2,449.7 |
|
0.618 |
2,431.0 |
|
HIGH |
2,400.8 |
|
0.618 |
2,382.1 |
|
0.500 |
2,376.4 |
|
0.382 |
2,370.6 |
|
LOW |
2,351.9 |
|
0.618 |
2,321.7 |
|
1.000 |
2,303.0 |
|
1.618 |
2,272.8 |
|
2.618 |
2,223.9 |
|
4.250 |
2,144.1 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,376.4 |
2,392.5 |
| PP |
2,368.7 |
2,379.5 |
| S1 |
2,361.1 |
2,366.5 |
|