| 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 |
3,108.7610 |
3,110.5330 |
1.7720 |
0.1% |
2,974.0350 |
| High |
3,153.7990 |
3,447.7160 |
293.9170 |
9.3% |
3,210.7570 |
| Low |
3,061.0780 |
3,109.8170 |
48.7390 |
1.6% |
2,837.4360 |
| Close |
3,110.4940 |
3,438.0850 |
327.5910 |
10.5% |
3,110.4940 |
| Range |
92.7210 |
337.8990 |
245.1780 |
264.4% |
373.3210 |
| ATR |
159.1778 |
171.9436 |
12.7658 |
8.0% |
0.0000 |
| Volume |
85,129 |
1,637 |
-83,492 |
-98.1% |
415,535 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,345.5697 |
4,229.7263 |
3,623.9295 |
|
| R3 |
4,007.6707 |
3,891.8273 |
3,531.0072 |
|
| R2 |
3,669.7717 |
3,669.7717 |
3,500.0332 |
|
| R1 |
3,553.9283 |
3,553.9283 |
3,469.0591 |
3,611.8500 |
| PP |
3,331.8727 |
3,331.8727 |
3,331.8727 |
3,360.8335 |
| S1 |
3,216.0293 |
3,216.0293 |
3,407.1109 |
3,273.9510 |
| S2 |
2,993.9737 |
2,993.9737 |
3,376.1369 |
|
| S3 |
2,656.0747 |
2,878.1303 |
3,345.1628 |
|
| S4 |
2,318.1757 |
2,540.2313 |
3,252.2406 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,172.8587 |
4,014.9973 |
3,315.8206 |
|
| R3 |
3,799.5377 |
3,641.6763 |
3,213.1573 |
|
| R2 |
3,426.2167 |
3,426.2167 |
3,178.9362 |
|
| R1 |
3,268.3553 |
3,268.3553 |
3,144.7151 |
3,347.2860 |
| PP |
3,052.8957 |
3,052.8957 |
3,052.8957 |
3,092.3610 |
| S1 |
2,895.0343 |
2,895.0343 |
3,076.2729 |
2,973.9650 |
| S2 |
2,679.5747 |
2,679.5747 |
3,042.0518 |
|
| S3 |
2,306.2537 |
2,521.7133 |
3,007.8307 |
|
| S4 |
1,932.9327 |
2,148.3923 |
2,905.1675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,447.7160 |
2,995.4970 |
452.2190 |
13.2% |
159.1142 |
4.6% |
98% |
True |
False |
83,016 |
| 10 |
3,509.8230 |
2,827.1400 |
682.6830 |
19.9% |
177.1392 |
5.2% |
89% |
False |
False |
99,010 |
| 20 |
3,649.6480 |
2,827.1400 |
822.5080 |
23.9% |
162.7329 |
4.7% |
74% |
False |
False |
99,742 |
| 40 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
32.4% |
168.7028 |
4.9% |
55% |
False |
False |
133,720 |
| 60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
32.4% |
164.0133 |
4.8% |
55% |
False |
False |
126,772 |
| 80 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
32.4% |
181.3430 |
5.3% |
55% |
False |
False |
130,825 |
| 100 |
4,090.3060 |
2,827.1400 |
1,263.1660 |
36.7% |
194.5356 |
5.7% |
48% |
False |
False |
152,500 |
| 120 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
55.8% |
177.9443 |
5.2% |
66% |
False |
False |
153,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,883.7868 |
|
2.618 |
4,332.3356 |
|
1.618 |
3,994.4366 |
|
1.000 |
3,785.6150 |
|
0.618 |
3,656.5376 |
|
HIGH |
3,447.7160 |
|
0.618 |
3,318.6386 |
|
0.500 |
3,278.7665 |
|
0.382 |
3,238.8944 |
|
LOW |
3,109.8170 |
|
0.618 |
2,900.9954 |
|
1.000 |
2,771.9180 |
|
1.618 |
2,563.0964 |
|
2.618 |
2,225.1974 |
|
4.250 |
1,673.7463 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,384.9788 |
3,376.8557 |
| PP |
3,331.8727 |
3,315.6263 |
| S1 |
3,278.7665 |
3,254.3970 |
|