Trading Metrics calculated at close of trading on 22-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
3,414.0830 |
3,506.7560 |
92.6730 |
2.7% |
3,110.5330 |
High |
3,539.8650 |
3,554.7930 |
14.9280 |
0.4% |
3,539.8650 |
Low |
3,377.4850 |
3,415.6880 |
38.2030 |
1.1% |
3,109.8170 |
Close |
3,506.6930 |
3,488.8470 |
-17.8460 |
-0.5% |
3,506.6930 |
Range |
162.3800 |
139.1050 |
-23.2750 |
-14.3% |
430.0480 |
ATR |
162.0535 |
160.4143 |
-1.6392 |
-1.0% |
0.0000 |
Volume |
128,033 |
965 |
-127,068 |
-99.2% |
482,277 |
|
Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,903.7577 |
3,835.4073 |
3,565.3548 |
|
R3 |
3,764.6527 |
3,696.3023 |
3,527.1009 |
|
R2 |
3,625.5477 |
3,625.5477 |
3,514.3496 |
|
R1 |
3,557.1973 |
3,557.1973 |
3,501.5983 |
3,521.8200 |
PP |
3,486.4427 |
3,486.4427 |
3,486.4427 |
3,468.7540 |
S1 |
3,418.0923 |
3,418.0923 |
3,476.0957 |
3,382.7150 |
S2 |
3,347.3377 |
3,347.3377 |
3,463.3444 |
|
S3 |
3,208.2327 |
3,278.9873 |
3,450.5931 |
|
S4 |
3,069.1277 |
3,139.8823 |
3,412.3393 |
|
|
Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,675.6023 |
4,521.1957 |
3,743.2194 |
|
R3 |
4,245.5543 |
4,091.1477 |
3,624.9562 |
|
R2 |
3,815.5063 |
3,815.5063 |
3,585.5351 |
|
R1 |
3,661.0997 |
3,661.0997 |
3,546.1141 |
3,738.3030 |
PP |
3,385.4583 |
3,385.4583 |
3,385.4583 |
3,424.0600 |
S1 |
3,231.0517 |
3,231.0517 |
3,467.2719 |
3,308.2550 |
S2 |
2,955.4103 |
2,955.4103 |
3,427.8509 |
|
S3 |
2,525.3623 |
2,801.0037 |
3,388.4298 |
|
S4 |
2,095.3143 |
2,370.9557 |
3,270.1666 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,554.7930 |
3,367.3870 |
187.4060 |
5.4% |
133.9104 |
3.8% |
65% |
True |
False |
96,321 |
10 |
3,554.7930 |
2,995.4970 |
559.2960 |
16.0% |
146.5123 |
4.2% |
88% |
True |
False |
89,668 |
20 |
3,554.7930 |
2,827.1400 |
727.6530 |
20.9% |
157.5526 |
4.5% |
91% |
True |
False |
93,069 |
40 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
31.9% |
153.8160 |
4.4% |
59% |
False |
False |
118,799 |
60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
31.9% |
160.7343 |
4.6% |
59% |
False |
False |
124,959 |
80 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
31.9% |
172.9639 |
5.0% |
59% |
False |
False |
127,793 |
100 |
4,090.3060 |
2,827.1400 |
1,263.1660 |
36.2% |
193.7783 |
5.6% |
52% |
False |
False |
147,538 |
120 |
4,090.3060 |
2,248.6180 |
1,841.6880 |
52.8% |
179.6906 |
5.2% |
67% |
False |
False |
150,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,145.9893 |
2.618 |
3,918.9699 |
1.618 |
3,779.8649 |
1.000 |
3,693.8980 |
0.618 |
3,640.7599 |
HIGH |
3,554.7930 |
0.618 |
3,501.6549 |
0.500 |
3,485.2405 |
0.382 |
3,468.8261 |
LOW |
3,415.6880 |
0.618 |
3,329.7211 |
1.000 |
3,276.5830 |
1.618 |
3,190.6161 |
2.618 |
3,051.5111 |
4.250 |
2,824.4918 |
|
|
Fisher Pivots for day following 22-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
3,487.6448 |
3,480.7475 |
PP |
3,486.4427 |
3,472.6480 |
S1 |
3,485.2405 |
3,464.5485 |
|