| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
3,440.7460 |
3,416.3400 |
-24.4060 |
-0.7% |
2,974.0350 |
| High |
3,513.4110 |
3,483.1280 |
-30.2830 |
-0.9% |
3,210.7570 |
| Low |
3,382.3190 |
3,374.3040 |
-8.0150 |
-0.2% |
2,837.4360 |
| Close |
3,416.5320 |
3,414.1080 |
-2.4240 |
-0.1% |
3,110.4940 |
| Range |
131.0920 |
108.8240 |
-22.2680 |
-17.0% |
373.3210 |
| ATR |
166.1210 |
162.0284 |
-4.0926 |
-2.5% |
0.0000 |
| Volume |
110,734 |
95,295 |
-15,439 |
-13.9% |
415,535 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,750.3187 |
3,691.0373 |
3,473.9612 |
|
| R3 |
3,641.4947 |
3,582.2133 |
3,444.0346 |
|
| R2 |
3,532.6707 |
3,532.6707 |
3,434.0591 |
|
| R1 |
3,473.3893 |
3,473.3893 |
3,424.0835 |
3,448.6180 |
| PP |
3,423.8467 |
3,423.8467 |
3,423.8467 |
3,411.4610 |
| S1 |
3,364.5653 |
3,364.5653 |
3,404.1325 |
3,339.7940 |
| S2 |
3,315.0227 |
3,315.0227 |
3,394.1569 |
|
| S3 |
3,206.1987 |
3,255.7413 |
3,384.1814 |
|
| S4 |
3,097.3747 |
3,146.9173 |
3,354.2548 |
|
|
| 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% |
159.7374 |
4.7% |
78% |
False |
False |
87,874 |
| 10 |
3,513.4110 |
2,827.1400 |
686.2710 |
20.1% |
174.4171 |
5.1% |
86% |
False |
False |
114,174 |
| 20 |
3,619.5530 |
2,827.1400 |
792.4130 |
23.2% |
153.2539 |
4.5% |
74% |
False |
False |
101,983 |
| 40 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
32.6% |
158.0807 |
4.6% |
53% |
False |
False |
136,062 |
| 60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
32.6% |
160.3817 |
4.7% |
53% |
False |
False |
126,935 |
| 80 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
32.6% |
175.6843 |
5.1% |
53% |
False |
False |
128,377 |
| 100 |
4,090.3060 |
2,827.1400 |
1,263.1660 |
37.0% |
194.7287 |
5.7% |
46% |
False |
False |
149,149 |
| 120 |
4,090.3060 |
2,195.7070 |
1,894.5990 |
55.5% |
178.4883 |
5.2% |
64% |
False |
False |
151,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,945.6300 |
|
2.618 |
3,768.0292 |
|
1.618 |
3,659.2052 |
|
1.000 |
3,591.9520 |
|
0.618 |
3,550.3812 |
|
HIGH |
3,483.1280 |
|
0.618 |
3,441.5572 |
|
0.500 |
3,428.7160 |
|
0.382 |
3,415.8748 |
|
LOW |
3,374.3040 |
|
0.618 |
3,307.0508 |
|
1.000 |
3,265.4800 |
|
1.618 |
3,198.2268 |
|
2.618 |
3,089.4028 |
|
4.250 |
2,911.8020 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,428.7160 |
3,440.3990 |
| PP |
3,423.8467 |
3,431.6353 |
| S1 |
3,418.9773 |
3,422.8717 |
|