Trading Metrics calculated at close of trading on 17-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
3,437.9510 |
3,440.7460 |
2.7950 |
0.1% |
2,974.0350 |
High |
3,495.5380 |
3,513.4110 |
17.8730 |
0.5% |
3,210.7570 |
Low |
3,367.3870 |
3,382.3190 |
14.9320 |
0.4% |
2,837.4360 |
Close |
3,441.4770 |
3,416.5320 |
-24.9450 |
-0.7% |
3,110.4940 |
Range |
128.1510 |
131.0920 |
2.9410 |
2.3% |
373.3210 |
ATR |
168.8156 |
166.1210 |
-2.6945 |
-1.6% |
0.0000 |
Volume |
146,578 |
110,734 |
-35,844 |
-24.5% |
415,535 |
|
Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,830.6967 |
3,754.7063 |
3,488.6326 |
|
R3 |
3,699.6047 |
3,623.6143 |
3,452.5823 |
|
R2 |
3,568.5127 |
3,568.5127 |
3,440.5655 |
|
R1 |
3,492.5223 |
3,492.5223 |
3,428.5488 |
3,464.9715 |
PP |
3,437.4207 |
3,437.4207 |
3,437.4207 |
3,423.6453 |
S1 |
3,361.4303 |
3,361.4303 |
3,404.5152 |
3,333.8795 |
S2 |
3,306.3287 |
3,306.3287 |
3,392.4985 |
|
S3 |
3,175.2367 |
3,230.3383 |
3,380.4817 |
|
S4 |
3,044.1447 |
3,099.2463 |
3,344.4314 |
|
|
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 |
3,513.4110 |
3,061.0780 |
452.3330 |
13.2% |
166.4024 |
4.9% |
79% |
True |
False |
92,486 |
10 |
3,513.4110 |
2,827.1400 |
686.2710 |
20.1% |
180.7416 |
5.3% |
86% |
True |
False |
117,695 |
20 |
3,619.5530 |
2,827.1400 |
792.4130 |
23.2% |
155.6122 |
4.6% |
74% |
False |
False |
106,630 |
40 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
32.6% |
167.6578 |
4.9% |
53% |
False |
False |
133,756 |
60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
32.6% |
162.1075 |
4.7% |
53% |
False |
False |
125,365 |
80 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
32.6% |
177.4321 |
5.2% |
53% |
False |
False |
130,282 |
100 |
4,090.3060 |
2,827.1400 |
1,263.1660 |
37.0% |
194.4542 |
5.7% |
47% |
False |
False |
149,775 |
120 |
4,090.3060 |
2,177.6670 |
1,912.6390 |
56.0% |
178.0918 |
5.2% |
65% |
False |
False |
151,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,070.5520 |
2.618 |
3,856.6099 |
1.618 |
3,725.5179 |
1.000 |
3,644.5030 |
0.618 |
3,594.4259 |
HIGH |
3,513.4110 |
0.618 |
3,463.3339 |
0.500 |
3,447.8650 |
0.382 |
3,432.3961 |
LOW |
3,382.3190 |
0.618 |
3,301.3041 |
1.000 |
3,251.2270 |
1.618 |
3,170.2121 |
2.618 |
3,039.1201 |
4.250 |
2,825.1780 |
|
|
Fisher Pivots for day following 17-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
3,447.8650 |
3,381.5593 |
PP |
3,437.4207 |
3,346.5867 |
S1 |
3,426.9763 |
3,311.6140 |
|