| 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 |
2,420.5 |
2,386.5 |
-34.0 |
-1.4% |
2,427.5 |
| High |
2,423.8 |
2,413.3 |
-10.5 |
-0.4% |
2,456.7 |
| Low |
2,375.1 |
2,378.0 |
2.9 |
0.1% |
2,375.1 |
| Close |
2,376.6 |
2,404.5 |
27.9 |
1.2% |
2,404.5 |
| Range |
48.7 |
35.3 |
-13.4 |
-27.5% |
81.6 |
| ATR |
37.3 |
37.3 |
0.0 |
-0.1% |
0.0 |
| Volume |
28,164 |
14,233 |
-13,931 |
-49.5% |
76,941 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.5 |
2,489.8 |
2,423.9 |
|
| R3 |
2,469.2 |
2,454.5 |
2,414.2 |
|
| R2 |
2,433.9 |
2,433.9 |
2,411.0 |
|
| R1 |
2,419.2 |
2,419.2 |
2,407.7 |
2,426.6 |
| PP |
2,398.6 |
2,398.6 |
2,398.6 |
2,402.3 |
| S1 |
2,383.9 |
2,383.9 |
2,401.3 |
2,391.3 |
| S2 |
2,363.3 |
2,363.3 |
2,398.0 |
|
| S3 |
2,328.0 |
2,348.6 |
2,394.8 |
|
| S4 |
2,292.7 |
2,313.3 |
2,385.1 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,656.9 |
2,612.3 |
2,449.4 |
|
| R3 |
2,575.3 |
2,530.7 |
2,426.9 |
|
| R2 |
2,493.7 |
2,493.7 |
2,419.5 |
|
| R1 |
2,449.1 |
2,449.1 |
2,412.0 |
2,430.6 |
| PP |
2,412.1 |
2,412.1 |
2,412.1 |
2,402.9 |
| S1 |
2,367.5 |
2,367.5 |
2,397.0 |
2,349.0 |
| S2 |
2,330.5 |
2,330.5 |
2,389.5 |
|
| S3 |
2,248.9 |
2,285.9 |
2,382.1 |
|
| S4 |
2,167.3 |
2,204.3 |
2,359.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,456.7 |
2,375.1 |
81.6 |
3.4% |
34.6 |
1.4% |
36% |
False |
False |
15,388 |
| 10 |
2,512.8 |
2,375.1 |
137.7 |
5.7% |
38.1 |
1.6% |
21% |
False |
False |
13,071 |
| 20 |
2,512.8 |
2,350.8 |
162.0 |
6.7% |
34.4 |
1.4% |
33% |
False |
False |
9,691 |
| 40 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
34.4 |
1.4% |
42% |
False |
False |
5,961 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
34.5 |
1.4% |
42% |
False |
False |
4,502 |
| 80 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
36.6 |
1.5% |
42% |
False |
False |
3,673 |
| 100 |
2,512.8 |
2,178.6 |
334.2 |
13.9% |
34.7 |
1.4% |
68% |
False |
False |
3,085 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
19.1% |
32.1 |
1.3% |
76% |
False |
False |
2,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,563.3 |
|
2.618 |
2,505.7 |
|
1.618 |
2,470.4 |
|
1.000 |
2,448.6 |
|
0.618 |
2,435.1 |
|
HIGH |
2,413.3 |
|
0.618 |
2,399.8 |
|
0.500 |
2,395.7 |
|
0.382 |
2,391.5 |
|
LOW |
2,378.0 |
|
0.618 |
2,356.2 |
|
1.000 |
2,342.7 |
|
1.618 |
2,320.9 |
|
2.618 |
2,285.6 |
|
4.250 |
2,228.0 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,401.6 |
2,415.9 |
| PP |
2,398.6 |
2,412.1 |
| S1 |
2,395.7 |
2,408.3 |
|