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 |
4,874.0 |
4,844.0 |
-30.0 |
-0.6% |
4,871.0 |
High |
4,880.0 |
4,907.0 |
27.0 |
0.6% |
4,980.0 |
Low |
4,793.0 |
4,834.0 |
41.0 |
0.9% |
4,793.0 |
Close |
4,838.0 |
4,890.0 |
52.0 |
1.1% |
4,890.0 |
Range |
87.0 |
73.0 |
-14.0 |
-16.1% |
187.0 |
ATR |
74.5 |
74.4 |
-0.1 |
-0.1% |
0.0 |
Volume |
1,009,231 |
620,702 |
-388,529 |
-38.5% |
3,613,059 |
|
Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,096.0 |
5,066.0 |
4,930.2 |
|
R3 |
5,023.0 |
4,993.0 |
4,910.1 |
|
R2 |
4,950.0 |
4,950.0 |
4,903.4 |
|
R1 |
4,920.0 |
4,920.0 |
4,896.7 |
4,935.0 |
PP |
4,877.0 |
4,877.0 |
4,877.0 |
4,884.5 |
S1 |
4,847.0 |
4,847.0 |
4,883.3 |
4,862.0 |
S2 |
4,804.0 |
4,804.0 |
4,876.6 |
|
S3 |
4,731.0 |
4,774.0 |
4,869.9 |
|
S4 |
4,658.0 |
4,701.0 |
4,849.9 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,448.7 |
5,356.3 |
4,992.9 |
|
R3 |
5,261.7 |
5,169.3 |
4,941.4 |
|
R2 |
5,074.7 |
5,074.7 |
4,924.3 |
|
R1 |
4,982.3 |
4,982.3 |
4,907.1 |
5,028.5 |
PP |
4,887.7 |
4,887.7 |
4,887.7 |
4,910.8 |
S1 |
4,795.3 |
4,795.3 |
4,872.9 |
4,841.5 |
S2 |
4,700.7 |
4,700.7 |
4,855.7 |
|
S3 |
4,513.7 |
4,608.3 |
4,838.6 |
|
S4 |
4,326.7 |
4,421.3 |
4,787.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,980.0 |
4,793.0 |
187.0 |
3.8% |
75.0 |
1.5% |
52% |
False |
False |
722,611 |
10 |
5,072.0 |
4,793.0 |
279.0 |
5.7% |
72.1 |
1.5% |
35% |
False |
False |
729,564 |
20 |
5,087.0 |
4,793.0 |
294.0 |
6.0% |
70.6 |
1.4% |
33% |
False |
False |
720,615 |
40 |
5,132.0 |
4,793.0 |
339.0 |
6.9% |
69.3 |
1.4% |
29% |
False |
False |
550,990 |
60 |
5,151.0 |
4,793.0 |
358.0 |
7.3% |
60.5 |
1.2% |
27% |
False |
False |
368,313 |
80 |
5,151.0 |
4,793.0 |
358.0 |
7.3% |
59.2 |
1.2% |
27% |
False |
False |
276,265 |
100 |
5,151.0 |
4,793.0 |
358.0 |
7.3% |
51.0 |
1.0% |
27% |
False |
False |
221,050 |
120 |
5,151.0 |
4,645.0 |
506.0 |
10.3% |
42.5 |
0.9% |
48% |
False |
False |
184,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,217.3 |
2.618 |
5,098.1 |
1.618 |
5,025.1 |
1.000 |
4,980.0 |
0.618 |
4,952.1 |
HIGH |
4,907.0 |
0.618 |
4,879.1 |
0.500 |
4,870.5 |
0.382 |
4,861.9 |
LOW |
4,834.0 |
0.618 |
4,788.9 |
1.000 |
4,761.0 |
1.618 |
4,715.9 |
2.618 |
4,642.9 |
4.250 |
4,523.8 |
|
|
Fisher Pivots for day following 26-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
4,883.5 |
4,880.0 |
PP |
4,877.0 |
4,870.0 |
S1 |
4,870.5 |
4,860.0 |
|