| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
3,110.5330 |
3,437.9510 |
327.4180 |
10.5% |
2,974.0350 |
| High |
3,447.7160 |
3,495.5380 |
47.8220 |
1.4% |
3,210.7570 |
| Low |
3,109.8170 |
3,367.3870 |
257.5700 |
8.3% |
2,837.4360 |
| Close |
3,438.0850 |
3,441.4770 |
3.3920 |
0.1% |
3,110.4940 |
| Range |
337.8990 |
128.1510 |
-209.7480 |
-62.1% |
373.3210 |
| ATR |
171.9436 |
168.8156 |
-3.1280 |
-1.8% |
0.0000 |
| Volume |
1,637 |
146,578 |
144,941 |
8,854.1% |
415,535 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,819.2537 |
3,758.5163 |
3,511.9601 |
|
| R3 |
3,691.1027 |
3,630.3653 |
3,476.7185 |
|
| R2 |
3,562.9517 |
3,562.9517 |
3,464.9714 |
|
| R1 |
3,502.2143 |
3,502.2143 |
3,453.2242 |
3,532.5830 |
| PP |
3,434.8007 |
3,434.8007 |
3,434.8007 |
3,449.9850 |
| S1 |
3,374.0633 |
3,374.0633 |
3,429.7298 |
3,404.4320 |
| S2 |
3,306.6497 |
3,306.6497 |
3,417.9827 |
|
| S3 |
3,178.4987 |
3,245.9123 |
3,406.2355 |
|
| S4 |
3,050.3477 |
3,117.7613 |
3,370.9940 |
|
|
| 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 |
3,495.5380 |
3,026.9550 |
468.5830 |
13.6% |
164.5060 |
4.8% |
88% |
True |
False |
91,532 |
| 10 |
3,495.5380 |
2,827.1400 |
668.3980 |
19.4% |
174.2010 |
5.1% |
92% |
True |
False |
113,566 |
| 20 |
3,649.6480 |
2,827.1400 |
822.5080 |
23.9% |
161.0189 |
4.7% |
75% |
False |
False |
101,173 |
| 40 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
32.3% |
169.1658 |
4.9% |
55% |
False |
False |
134,332 |
| 60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
32.3% |
164.0939 |
4.8% |
55% |
False |
False |
126,802 |
| 80 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
32.3% |
177.8002 |
5.2% |
55% |
False |
False |
132,592 |
| 100 |
4,090.3060 |
2,827.1400 |
1,263.1660 |
36.7% |
194.3825 |
5.6% |
49% |
False |
False |
151,279 |
| 120 |
4,090.3060 |
2,177.6670 |
1,912.6390 |
55.6% |
177.5265 |
5.2% |
66% |
False |
False |
151,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,040.1798 |
|
2.618 |
3,831.0373 |
|
1.618 |
3,702.8863 |
|
1.000 |
3,623.6890 |
|
0.618 |
3,574.7353 |
|
HIGH |
3,495.5380 |
|
0.618 |
3,446.5843 |
|
0.500 |
3,431.4625 |
|
0.382 |
3,416.3407 |
|
LOW |
3,367.3870 |
|
0.618 |
3,288.1897 |
|
1.000 |
3,239.2360 |
|
1.618 |
3,160.0387 |
|
2.618 |
3,031.8877 |
|
4.250 |
2,822.7453 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,438.1388 |
3,387.0873 |
| PP |
3,434.8007 |
3,332.6977 |
| S1 |
3,431.4625 |
3,278.3080 |
|