| 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 |
2,215.7 |
2,244.4 |
28.7 |
1.3% |
2,207.0 |
| High |
2,275.7 |
2,288.8 |
13.1 |
0.6% |
2,288.8 |
| Low |
2,202.2 |
2,244.2 |
42.0 |
1.9% |
2,188.7 |
| Close |
2,240.3 |
2,277.2 |
36.9 |
1.6% |
2,277.2 |
| Range |
73.5 |
44.6 |
-28.9 |
-39.3% |
100.1 |
| ATR |
46.9 |
47.0 |
0.1 |
0.2% |
0.0 |
| Volume |
286,454 |
230,250 |
-56,204 |
-19.6% |
1,253,940 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.9 |
2,385.1 |
2,301.7 |
|
| R3 |
2,359.3 |
2,340.5 |
2,289.5 |
|
| R2 |
2,314.7 |
2,314.7 |
2,285.4 |
|
| R1 |
2,295.9 |
2,295.9 |
2,281.3 |
2,305.3 |
| PP |
2,270.1 |
2,270.1 |
2,270.1 |
2,274.8 |
| S1 |
2,251.3 |
2,251.3 |
2,273.1 |
2,260.7 |
| S2 |
2,225.5 |
2,225.5 |
2,269.0 |
|
| S3 |
2,180.9 |
2,206.7 |
2,264.9 |
|
| S4 |
2,136.3 |
2,162.1 |
2,252.7 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.9 |
2,514.6 |
2,332.3 |
|
| R3 |
2,451.8 |
2,414.5 |
2,304.7 |
|
| R2 |
2,351.7 |
2,351.7 |
2,295.6 |
|
| R1 |
2,314.4 |
2,314.4 |
2,286.4 |
2,333.1 |
| PP |
2,251.6 |
2,251.6 |
2,251.6 |
2,260.9 |
| S1 |
2,214.3 |
2,214.3 |
2,268.0 |
2,233.0 |
| S2 |
2,151.5 |
2,151.5 |
2,258.8 |
|
| S3 |
2,051.4 |
2,114.2 |
2,249.7 |
|
| S4 |
1,951.3 |
2,014.1 |
2,222.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,288.8 |
2,188.7 |
100.1 |
4.4% |
56.9 |
2.5% |
88% |
True |
False |
250,788 |
| 10 |
2,304.9 |
2,170.9 |
134.0 |
5.9% |
57.5 |
2.5% |
79% |
False |
False |
275,318 |
| 20 |
2,304.9 |
2,032.8 |
272.1 |
11.9% |
46.5 |
2.0% |
90% |
False |
False |
241,563 |
| 40 |
2,304.9 |
2,015.2 |
289.7 |
12.7% |
40.5 |
1.8% |
90% |
False |
False |
165,787 |
| 60 |
2,304.9 |
1,993.7 |
311.2 |
13.7% |
37.2 |
1.6% |
91% |
False |
False |
110,591 |
| 80 |
2,304.9 |
1,937.1 |
367.8 |
16.2% |
38.0 |
1.7% |
92% |
False |
False |
82,989 |
| 100 |
2,304.9 |
1,937.1 |
367.8 |
16.2% |
36.4 |
1.6% |
92% |
False |
False |
66,402 |
| 120 |
2,304.9 |
1,937.1 |
367.8 |
16.2% |
30.4 |
1.3% |
92% |
False |
False |
55,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,478.4 |
|
2.618 |
2,405.6 |
|
1.618 |
2,361.0 |
|
1.000 |
2,333.4 |
|
0.618 |
2,316.4 |
|
HIGH |
2,288.8 |
|
0.618 |
2,271.8 |
|
0.500 |
2,266.5 |
|
0.382 |
2,261.2 |
|
LOW |
2,244.2 |
|
0.618 |
2,216.6 |
|
1.000 |
2,199.6 |
|
1.618 |
2,172.0 |
|
2.618 |
2,127.4 |
|
4.250 |
2,054.7 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,273.6 |
2,266.6 |
| PP |
2,270.1 |
2,256.1 |
| S1 |
2,266.5 |
2,245.5 |
|