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 |
19,260.00 |
19,003.00 |
-257.00 |
-1.3% |
19,749.00 |
High |
19,390.50 |
19,297.75 |
-92.75 |
-0.5% |
20,084.75 |
Low |
18,883.25 |
18,995.00 |
111.75 |
0.6% |
18,883.25 |
Close |
18,992.25 |
19,174.50 |
182.25 |
1.0% |
19,174.50 |
Range |
507.25 |
302.75 |
-204.50 |
-40.3% |
1,201.50 |
ATR |
349.70 |
346.54 |
-3.16 |
-0.9% |
0.00 |
Volume |
992,015 |
694,702 |
-297,313 |
-30.0% |
3,793,373 |
|
Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,064.00 |
19,922.00 |
19,341.00 |
|
R3 |
19,761.25 |
19,619.25 |
19,257.75 |
|
R2 |
19,458.50 |
19,458.50 |
19,230.00 |
|
R1 |
19,316.50 |
19,316.50 |
19,202.25 |
19,387.50 |
PP |
19,155.75 |
19,155.75 |
19,155.75 |
19,191.25 |
S1 |
19,013.75 |
19,013.75 |
19,146.75 |
19,084.75 |
S2 |
18,853.00 |
18,853.00 |
19,119.00 |
|
S3 |
18,550.25 |
18,711.00 |
19,091.25 |
|
S4 |
18,247.50 |
18,408.25 |
19,008.00 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,985.25 |
22,281.50 |
19,835.25 |
|
R3 |
21,783.75 |
21,080.00 |
19,505.00 |
|
R2 |
20,582.25 |
20,582.25 |
19,394.75 |
|
R1 |
19,878.50 |
19,878.50 |
19,284.75 |
19,629.50 |
PP |
19,380.75 |
19,380.75 |
19,380.75 |
19,256.50 |
S1 |
18,677.00 |
18,677.00 |
19,064.25 |
18,428.00 |
S2 |
18,179.25 |
18,179.25 |
18,954.25 |
|
S3 |
16,977.75 |
17,475.50 |
18,844.00 |
|
S4 |
15,776.25 |
16,274.00 |
18,513.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,084.75 |
18,883.25 |
1,201.50 |
6.3% |
413.25 |
2.2% |
24% |
False |
False |
758,674 |
10 |
20,797.00 |
18,883.25 |
1,913.75 |
10.0% |
394.00 |
2.1% |
15% |
False |
False |
771,924 |
20 |
20,983.75 |
18,883.25 |
2,100.50 |
11.0% |
346.75 |
1.8% |
14% |
False |
False |
699,984 |
40 |
20,983.75 |
18,482.75 |
2,501.00 |
13.0% |
303.25 |
1.6% |
28% |
False |
False |
489,177 |
60 |
20,983.75 |
17,606.25 |
3,377.50 |
17.6% |
273.75 |
1.4% |
46% |
False |
False |
326,482 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
19.0% |
290.00 |
1.5% |
50% |
False |
False |
245,109 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
19.0% |
282.50 |
1.5% |
50% |
False |
False |
196,178 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
19.0% |
269.75 |
1.4% |
50% |
False |
False |
163,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,584.50 |
2.618 |
20,090.25 |
1.618 |
19,787.50 |
1.000 |
19,600.50 |
0.618 |
19,484.75 |
HIGH |
19,297.75 |
0.618 |
19,182.00 |
0.500 |
19,146.50 |
0.382 |
19,110.75 |
LOW |
18,995.00 |
0.618 |
18,808.00 |
1.000 |
18,692.25 |
1.618 |
18,505.25 |
2.618 |
18,202.50 |
4.250 |
17,708.25 |
|
|
Fisher Pivots for day following 26-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
19,165.00 |
19,383.00 |
PP |
19,155.75 |
19,313.50 |
S1 |
19,146.50 |
19,244.00 |
|