| 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 |
2,486.4 |
2,457.6 |
-28.8 |
-1.2% |
2,483.6 |
| High |
2,504.1 |
2,457.6 |
-46.5 |
-1.9% |
2,560.8 |
| Low |
2,469.8 |
2,421.2 |
-48.6 |
-2.0% |
2,466.1 |
| Close |
2,487.3 |
2,422.7 |
-64.6 |
-2.6% |
2,470.2 |
| Range |
34.3 |
36.4 |
2.1 |
6.1% |
94.7 |
| ATR |
34.0 |
36.3 |
2.3 |
6.7% |
0.0 |
| Volume |
1,273 |
3,835 |
2,562 |
201.3% |
7,648 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,543.0 |
2,519.3 |
2,442.7 |
|
| R3 |
2,506.6 |
2,482.9 |
2,432.7 |
|
| R2 |
2,470.2 |
2,470.2 |
2,429.4 |
|
| R1 |
2,446.5 |
2,446.5 |
2,426.0 |
2,440.2 |
| PP |
2,433.8 |
2,433.8 |
2,433.8 |
2,430.7 |
| S1 |
2,410.1 |
2,410.1 |
2,419.4 |
2,403.8 |
| S2 |
2,397.4 |
2,397.4 |
2,416.0 |
|
| S3 |
2,361.0 |
2,373.7 |
2,412.7 |
|
| S4 |
2,324.6 |
2,337.3 |
2,402.7 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,783.1 |
2,721.4 |
2,522.3 |
|
| R3 |
2,688.4 |
2,626.7 |
2,496.2 |
|
| R2 |
2,593.7 |
2,593.7 |
2,487.6 |
|
| R1 |
2,532.0 |
2,532.0 |
2,478.9 |
2,515.5 |
| PP |
2,499.0 |
2,499.0 |
2,499.0 |
2,490.8 |
| S1 |
2,437.3 |
2,437.3 |
2,461.5 |
2,420.8 |
| S2 |
2,404.3 |
2,404.3 |
2,452.8 |
|
| S3 |
2,309.6 |
2,342.6 |
2,444.2 |
|
| S4 |
2,214.9 |
2,247.9 |
2,418.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,504.1 |
2,421.2 |
82.9 |
3.4% |
31.2 |
1.3% |
2% |
False |
True |
1,612 |
| 10 |
2,560.8 |
2,421.2 |
139.6 |
5.8% |
33.4 |
1.4% |
1% |
False |
True |
1,724 |
| 20 |
2,560.8 |
2,374.9 |
185.9 |
7.7% |
31.5 |
1.3% |
26% |
False |
False |
1,970 |
| 40 |
2,560.8 |
2,372.6 |
188.2 |
7.8% |
32.0 |
1.3% |
27% |
False |
False |
1,309 |
| 60 |
2,560.8 |
2,372.6 |
188.2 |
7.8% |
32.3 |
1.3% |
27% |
False |
False |
1,058 |
| 80 |
2,560.8 |
2,349.8 |
211.0 |
8.7% |
33.4 |
1.4% |
35% |
False |
False |
886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,612.3 |
|
2.618 |
2,552.9 |
|
1.618 |
2,516.5 |
|
1.000 |
2,494.0 |
|
0.618 |
2,480.1 |
|
HIGH |
2,457.6 |
|
0.618 |
2,443.7 |
|
0.500 |
2,439.4 |
|
0.382 |
2,435.1 |
|
LOW |
2,421.2 |
|
0.618 |
2,398.7 |
|
1.000 |
2,384.8 |
|
1.618 |
2,362.3 |
|
2.618 |
2,325.9 |
|
4.250 |
2,266.5 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,439.4 |
2,462.7 |
| PP |
2,433.8 |
2,449.3 |
| S1 |
2,428.3 |
2,436.0 |
|