Trading Metrics calculated at close of trading on 15-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
57,521.59 |
57,466.18 |
-55.41 |
-0.1% |
56,409.35 |
High |
58,451.70 |
63,838.60 |
5,386.90 |
9.2% |
59,363.32 |
Low |
56,571.25 |
57,435.80 |
864.55 |
1.5% |
54,461.21 |
Close |
57,434.49 |
63,781.32 |
6,346.83 |
11.1% |
57,434.49 |
Range |
1,880.45 |
6,402.80 |
4,522.35 |
240.5% |
4,902.11 |
ATR |
2,570.62 |
2,844.44 |
273.82 |
10.7% |
0.00 |
Volume |
19,649 |
326 |
-19,323 |
-98.3% |
83,967 |
|
Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80,893.64 |
78,740.28 |
67,302.86 |
|
R3 |
74,490.84 |
72,337.48 |
65,542.09 |
|
R2 |
68,088.04 |
68,088.04 |
64,955.17 |
|
R1 |
65,934.68 |
65,934.68 |
64,368.24 |
67,011.36 |
PP |
61,685.24 |
61,685.24 |
61,685.24 |
62,223.58 |
S1 |
59,531.88 |
59,531.88 |
63,194.40 |
60,608.56 |
S2 |
55,282.44 |
55,282.44 |
62,607.47 |
|
S3 |
48,879.64 |
53,129.08 |
62,020.55 |
|
S4 |
42,476.84 |
46,726.28 |
60,259.78 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71,792.67 |
69,515.69 |
60,130.65 |
|
R3 |
66,890.56 |
64,613.58 |
58,782.57 |
|
R2 |
61,988.45 |
61,988.45 |
58,333.21 |
|
R1 |
59,711.47 |
59,711.47 |
57,883.85 |
60,849.96 |
PP |
57,086.34 |
57,086.34 |
57,086.34 |
57,655.59 |
S1 |
54,809.36 |
54,809.36 |
56,985.13 |
55,947.85 |
S2 |
52,184.23 |
52,184.23 |
56,535.77 |
|
S3 |
47,282.12 |
49,907.25 |
56,086.41 |
|
S4 |
42,380.01 |
45,005.14 |
54,738.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63,838.60 |
56,207.79 |
7,630.81 |
12.0% |
2,851.78 |
4.5% |
99% |
True |
False |
16,792 |
10 |
63,838.60 |
53,963.27 |
9,875.33 |
15.5% |
3,038.71 |
4.8% |
99% |
True |
False |
16,810 |
20 |
67,206.42 |
53,963.27 |
13,243.15 |
20.8% |
2,718.81 |
4.3% |
74% |
False |
False |
14,785 |
40 |
71,924.09 |
53,963.27 |
17,960.82 |
28.2% |
2,541.37 |
4.0% |
55% |
False |
False |
16,443 |
60 |
71,924.09 |
53,963.27 |
17,960.82 |
28.2% |
2,683.85 |
4.2% |
55% |
False |
False |
17,597 |
80 |
72,666.20 |
53,963.27 |
18,702.93 |
29.3% |
2,975.54 |
4.7% |
52% |
False |
False |
19,139 |
100 |
73,662.76 |
50,587.78 |
23,074.98 |
36.2% |
3,197.08 |
5.0% |
57% |
False |
False |
23,396 |
120 |
73,662.76 |
38,589.97 |
35,072.79 |
55.0% |
2,930.38 |
4.6% |
72% |
False |
False |
23,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91,050.50 |
2.618 |
80,601.13 |
1.618 |
74,198.33 |
1.000 |
70,241.40 |
0.618 |
67,795.53 |
HIGH |
63,838.60 |
0.618 |
61,392.73 |
0.500 |
60,637.20 |
0.382 |
59,881.67 |
LOW |
57,435.80 |
0.618 |
53,478.87 |
1.000 |
51,033.00 |
1.618 |
47,076.07 |
2.618 |
40,673.27 |
4.250 |
30,223.90 |
|
|
Fisher Pivots for day following 15-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
62,733.28 |
62,589.19 |
PP |
61,685.24 |
61,397.06 |
S1 |
60,637.20 |
60,204.93 |
|