| 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 |
19,512.25 |
19,262.25 |
-250.00 |
-1.3% |
19,990.50 |
| High |
19,633.00 |
19,540.00 |
-93.00 |
-0.5% |
20,334.25 |
| Low |
19,118.25 |
19,239.00 |
120.75 |
0.6% |
19,118.25 |
| Close |
19,233.25 |
19,415.50 |
182.25 |
0.9% |
19,415.50 |
| Range |
514.75 |
301.00 |
-213.75 |
-41.5% |
1,216.00 |
| ATR |
347.35 |
344.45 |
-2.90 |
-0.8% |
0.00 |
| Volume |
4,180 |
1,996 |
-2,184 |
-52.2% |
11,274 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,301.25 |
20,159.25 |
19,581.00 |
|
| R3 |
20,000.25 |
19,858.25 |
19,498.25 |
|
| R2 |
19,699.25 |
19,699.25 |
19,470.75 |
|
| R1 |
19,557.25 |
19,557.25 |
19,443.00 |
19,628.25 |
| PP |
19,398.25 |
19,398.25 |
19,398.25 |
19,433.50 |
| S1 |
19,256.25 |
19,256.25 |
19,388.00 |
19,327.25 |
| S2 |
19,097.25 |
19,097.25 |
19,360.25 |
|
| S3 |
18,796.25 |
18,955.25 |
19,332.75 |
|
| S4 |
18,495.25 |
18,654.25 |
19,250.00 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,270.75 |
22,559.00 |
20,084.25 |
|
| R3 |
22,054.75 |
21,343.00 |
19,750.00 |
|
| R2 |
20,838.75 |
20,838.75 |
19,638.50 |
|
| R1 |
20,127.00 |
20,127.00 |
19,527.00 |
19,875.00 |
| PP |
19,622.75 |
19,622.75 |
19,622.75 |
19,496.50 |
| S1 |
18,911.00 |
18,911.00 |
19,304.00 |
18,659.00 |
| S2 |
18,406.75 |
18,406.75 |
19,192.50 |
|
| S3 |
17,190.75 |
17,695.00 |
19,081.00 |
|
| S4 |
15,974.75 |
16,479.00 |
18,746.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,334.25 |
19,118.25 |
1,216.00 |
6.3% |
414.50 |
2.1% |
24% |
False |
False |
2,254 |
| 10 |
21,049.00 |
19,118.25 |
1,930.75 |
9.9% |
393.75 |
2.0% |
15% |
False |
False |
1,861 |
| 20 |
21,240.25 |
19,118.25 |
2,122.00 |
10.9% |
345.25 |
1.8% |
14% |
False |
False |
1,463 |
| 40 |
21,240.25 |
18,724.75 |
2,515.50 |
13.0% |
297.75 |
1.5% |
27% |
False |
False |
904 |
| 60 |
21,240.25 |
17,829.00 |
3,411.25 |
17.6% |
263.25 |
1.4% |
47% |
False |
False |
614 |
| 80 |
21,240.25 |
17,555.75 |
3,684.50 |
19.0% |
277.50 |
1.4% |
50% |
False |
False |
469 |
| 100 |
21,240.25 |
17,555.75 |
3,684.50 |
19.0% |
246.25 |
1.3% |
50% |
False |
False |
376 |
| 120 |
21,240.25 |
17,555.75 |
3,684.50 |
19.0% |
207.00 |
1.1% |
50% |
False |
False |
314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,819.25 |
|
2.618 |
20,328.00 |
|
1.618 |
20,027.00 |
|
1.000 |
19,841.00 |
|
0.618 |
19,726.00 |
|
HIGH |
19,540.00 |
|
0.618 |
19,425.00 |
|
0.500 |
19,389.50 |
|
0.382 |
19,354.00 |
|
LOW |
19,239.00 |
|
0.618 |
19,053.00 |
|
1.000 |
18,938.00 |
|
1.618 |
18,752.00 |
|
2.618 |
18,451.00 |
|
4.250 |
17,959.75 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,406.75 |
19,624.00 |
| PP |
19,398.25 |
19,554.50 |
| S1 |
19,389.50 |
19,485.00 |
|