| 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 |
2,446.2 |
2,409.9 |
-36.3 |
-1.5% |
2,451.3 |
| High |
2,448.4 |
2,436.7 |
-11.7 |
-0.5% |
2,481.1 |
| Low |
2,398.2 |
2,401.0 |
2.8 |
0.1% |
2,398.2 |
| Close |
2,399.9 |
2,427.9 |
28.0 |
1.2% |
2,427.9 |
| Range |
50.2 |
35.7 |
-14.5 |
-28.9% |
82.9 |
| ATR |
37.8 |
37.7 |
-0.1 |
-0.2% |
0.0 |
| Volume |
97,488 |
83,174 |
-14,314 |
-14.7% |
403,358 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,529.0 |
2,514.1 |
2,447.5 |
|
| R3 |
2,493.3 |
2,478.4 |
2,437.7 |
|
| R2 |
2,457.6 |
2,457.6 |
2,434.4 |
|
| R1 |
2,442.7 |
2,442.7 |
2,431.2 |
2,450.2 |
| PP |
2,421.9 |
2,421.9 |
2,421.9 |
2,425.6 |
| S1 |
2,407.0 |
2,407.0 |
2,424.6 |
2,414.5 |
| S2 |
2,386.2 |
2,386.2 |
2,421.4 |
|
| S3 |
2,350.5 |
2,371.3 |
2,418.1 |
|
| S4 |
2,314.8 |
2,335.6 |
2,408.3 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,684.4 |
2,639.1 |
2,473.5 |
|
| R3 |
2,601.5 |
2,556.2 |
2,450.7 |
|
| R2 |
2,518.6 |
2,518.6 |
2,443.1 |
|
| R1 |
2,473.3 |
2,473.3 |
2,435.5 |
2,454.5 |
| PP |
2,435.7 |
2,435.7 |
2,435.7 |
2,426.4 |
| S1 |
2,390.4 |
2,390.4 |
2,420.3 |
2,371.6 |
| S2 |
2,352.8 |
2,352.8 |
2,412.7 |
|
| S3 |
2,269.9 |
2,307.5 |
2,405.1 |
|
| S4 |
2,187.0 |
2,224.6 |
2,382.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,481.1 |
2,398.2 |
82.9 |
3.4% |
35.2 |
1.5% |
36% |
False |
False |
80,671 |
| 10 |
2,537.7 |
2,398.2 |
139.5 |
5.7% |
38.8 |
1.6% |
21% |
False |
False |
63,025 |
| 20 |
2,537.7 |
2,374.0 |
163.7 |
6.7% |
34.8 |
1.4% |
33% |
False |
False |
56,621 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
34.9 |
1.4% |
42% |
False |
False |
30,526 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
35.2 |
1.4% |
42% |
False |
False |
21,453 |
| 80 |
2,537.7 |
2,347.9 |
189.8 |
7.8% |
37.2 |
1.5% |
42% |
False |
False |
16,679 |
| 100 |
2,537.7 |
2,195.6 |
342.1 |
14.1% |
35.4 |
1.5% |
68% |
False |
False |
13,630 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
19.2% |
32.8 |
1.4% |
76% |
False |
False |
11,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,588.4 |
|
2.618 |
2,530.2 |
|
1.618 |
2,494.5 |
|
1.000 |
2,472.4 |
|
0.618 |
2,458.8 |
|
HIGH |
2,436.7 |
|
0.618 |
2,423.1 |
|
0.500 |
2,418.9 |
|
0.382 |
2,414.6 |
|
LOW |
2,401.0 |
|
0.618 |
2,378.9 |
|
1.000 |
2,365.3 |
|
1.618 |
2,343.2 |
|
2.618 |
2,307.5 |
|
4.250 |
2,249.3 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,424.9 |
2,439.7 |
| PP |
2,421.9 |
2,435.7 |
| S1 |
2,418.9 |
2,431.8 |
|