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 |
5,482.50 |
5,446.00 |
-36.50 |
-0.7% |
5,564.50 |
High |
5,533.25 |
5,528.25 |
-5.00 |
-0.1% |
5,629.75 |
Low |
5,432.50 |
5,445.25 |
12.75 |
0.2% |
5,432.50 |
Close |
5,441.25 |
5,499.00 |
57.75 |
1.1% |
5,499.00 |
Range |
100.75 |
83.00 |
-17.75 |
-17.6% |
197.25 |
ATR |
64.97 |
66.54 |
1.57 |
2.4% |
0.00 |
Volume |
2,888,086 |
1,977,698 |
-910,388 |
-31.5% |
10,102,045 |
|
Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,739.75 |
5,702.50 |
5,544.75 |
|
R3 |
5,656.75 |
5,619.50 |
5,521.75 |
|
R2 |
5,573.75 |
5,573.75 |
5,514.25 |
|
R1 |
5,536.50 |
5,536.50 |
5,506.50 |
5,555.00 |
PP |
5,490.75 |
5,490.75 |
5,490.75 |
5,500.25 |
S1 |
5,453.50 |
5,453.50 |
5,491.50 |
5,472.00 |
S2 |
5,407.75 |
5,407.75 |
5,483.75 |
|
S3 |
5,324.75 |
5,370.50 |
5,476.25 |
|
S4 |
5,241.75 |
5,287.50 |
5,453.25 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,112.25 |
6,002.75 |
5,607.50 |
|
R3 |
5,915.00 |
5,805.50 |
5,553.25 |
|
R2 |
5,717.75 |
5,717.75 |
5,535.25 |
|
R1 |
5,608.25 |
5,608.25 |
5,517.00 |
5,564.50 |
PP |
5,520.50 |
5,520.50 |
5,520.50 |
5,498.50 |
S1 |
5,411.00 |
5,411.00 |
5,481.00 |
5,367.00 |
S2 |
5,323.25 |
5,323.25 |
5,462.75 |
|
S3 |
5,126.00 |
5,213.75 |
5,444.75 |
|
S4 |
4,928.75 |
5,016.50 |
5,390.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,629.75 |
5,432.50 |
197.25 |
3.6% |
82.25 |
1.5% |
34% |
False |
False |
2,020,409 |
10 |
5,721.25 |
5,432.50 |
288.75 |
5.3% |
75.75 |
1.4% |
23% |
False |
False |
1,998,332 |
20 |
5,721.25 |
5,432.50 |
288.75 |
5.3% |
64.25 |
1.2% |
23% |
False |
False |
1,676,443 |
40 |
5,721.25 |
5,267.25 |
454.00 |
8.3% |
57.00 |
1.0% |
51% |
False |
False |
1,184,853 |
60 |
5,721.25 |
5,092.00 |
629.25 |
11.4% |
54.00 |
1.0% |
65% |
False |
False |
791,439 |
80 |
5,721.25 |
5,019.75 |
701.50 |
12.8% |
59.25 |
1.1% |
68% |
False |
False |
594,190 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.8% |
57.25 |
1.0% |
68% |
False |
False |
475,652 |
120 |
5,721.25 |
5,019.75 |
701.50 |
12.8% |
55.25 |
1.0% |
68% |
False |
False |
396,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,881.00 |
2.618 |
5,745.50 |
1.618 |
5,662.50 |
1.000 |
5,611.25 |
0.618 |
5,579.50 |
HIGH |
5,528.25 |
0.618 |
5,496.50 |
0.500 |
5,486.75 |
0.382 |
5,477.00 |
LOW |
5,445.25 |
0.618 |
5,394.00 |
1.000 |
5,362.25 |
1.618 |
5,311.00 |
2.618 |
5,228.00 |
4.250 |
5,092.50 |
|
|
Fisher Pivots for day following 26-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,495.00 |
5,508.75 |
PP |
5,490.75 |
5,505.50 |
S1 |
5,486.75 |
5,502.25 |
|