| Trading Metrics calculated at close of trading on 25-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,458.1 |
2,446.2 |
-11.9 |
-0.5% |
2,468.5 |
| High |
2,481.1 |
2,448.4 |
-32.7 |
-1.3% |
2,537.7 |
| Low |
2,444.9 |
2,398.2 |
-46.7 |
-1.9% |
2,443.6 |
| Close |
2,464.0 |
2,399.9 |
-64.1 |
-2.6% |
2,446.8 |
| Range |
36.2 |
50.2 |
14.0 |
38.7% |
94.1 |
| ATR |
35.6 |
37.8 |
2.2 |
6.0% |
0.0 |
| Volume |
106,183 |
97,488 |
-8,695 |
-8.2% |
226,901 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,566.1 |
2,533.2 |
2,427.5 |
|
| R3 |
2,515.9 |
2,483.0 |
2,413.7 |
|
| R2 |
2,465.7 |
2,465.7 |
2,409.1 |
|
| R1 |
2,432.8 |
2,432.8 |
2,404.5 |
2,424.2 |
| PP |
2,415.5 |
2,415.5 |
2,415.5 |
2,411.2 |
| S1 |
2,382.6 |
2,382.6 |
2,395.3 |
2,374.0 |
| S2 |
2,365.3 |
2,365.3 |
2,390.7 |
|
| S3 |
2,315.1 |
2,332.4 |
2,386.1 |
|
| S4 |
2,264.9 |
2,282.2 |
2,372.3 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,758.3 |
2,696.7 |
2,498.6 |
|
| R3 |
2,664.2 |
2,602.6 |
2,472.7 |
|
| R2 |
2,570.1 |
2,570.1 |
2,464.1 |
|
| R1 |
2,508.5 |
2,508.5 |
2,455.4 |
2,492.3 |
| PP |
2,476.0 |
2,476.0 |
2,476.0 |
2,467.9 |
| S1 |
2,414.4 |
2,414.4 |
2,438.2 |
2,398.2 |
| S2 |
2,381.9 |
2,381.9 |
2,429.5 |
|
| S3 |
2,287.8 |
2,320.3 |
2,420.9 |
|
| S4 |
2,193.7 |
2,226.2 |
2,395.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,496.9 |
2,398.2 |
98.7 |
4.1% |
38.8 |
1.6% |
2% |
False |
True |
74,498 |
| 10 |
2,537.7 |
2,398.2 |
139.5 |
5.8% |
37.9 |
1.6% |
1% |
False |
True |
61,348 |
| 20 |
2,537.7 |
2,352.4 |
185.3 |
7.7% |
34.8 |
1.4% |
26% |
False |
False |
52,913 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.8% |
34.7 |
1.4% |
27% |
False |
False |
28,523 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.8% |
35.4 |
1.5% |
27% |
False |
False |
20,107 |
| 80 |
2,537.7 |
2,329.2 |
208.5 |
8.7% |
37.2 |
1.6% |
34% |
False |
False |
15,666 |
| 100 |
2,537.7 |
2,163.3 |
374.4 |
15.6% |
35.5 |
1.5% |
63% |
False |
False |
12,818 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
19.5% |
32.8 |
1.4% |
70% |
False |
False |
10,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,661.8 |
|
2.618 |
2,579.8 |
|
1.618 |
2,529.6 |
|
1.000 |
2,498.6 |
|
0.618 |
2,479.4 |
|
HIGH |
2,448.4 |
|
0.618 |
2,429.2 |
|
0.500 |
2,423.3 |
|
0.382 |
2,417.4 |
|
LOW |
2,398.2 |
|
0.618 |
2,367.2 |
|
1.000 |
2,348.0 |
|
1.618 |
2,317.0 |
|
2.618 |
2,266.8 |
|
4.250 |
2,184.9 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,423.3 |
2,439.7 |
| PP |
2,415.5 |
2,426.4 |
| S1 |
2,407.7 |
2,413.2 |
|