Trading Metrics calculated at close of trading on 24-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
3,488.8470 |
3,484.4860 |
-4.3610 |
-0.1% |
3,110.5330 |
High |
3,533.1850 |
3,497.9880 |
-35.1970 |
-1.0% |
3,539.8650 |
Low |
3,395.3280 |
3,361.5810 |
-33.7470 |
-1.0% |
3,109.8170 |
Close |
3,484.4130 |
3,373.5440 |
-110.8690 |
-3.2% |
3,506.6930 |
Range |
137.8570 |
136.4070 |
-1.4500 |
-1.1% |
430.0480 |
ATR |
158.8031 |
157.2034 |
-1.5997 |
-1.0% |
0.0000 |
Volume |
198,669 |
160,252 |
-38,417 |
-19.3% |
482,277 |
|
Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,820.2587 |
3,733.3083 |
3,448.5679 |
|
R3 |
3,683.8517 |
3,596.9013 |
3,411.0559 |
|
R2 |
3,547.4447 |
3,547.4447 |
3,398.5520 |
|
R1 |
3,460.4943 |
3,460.4943 |
3,386.0480 |
3,435.7660 |
PP |
3,411.0377 |
3,411.0377 |
3,411.0377 |
3,398.6735 |
S1 |
3,324.0873 |
3,324.0873 |
3,361.0400 |
3,299.3590 |
S2 |
3,274.6307 |
3,274.6307 |
3,348.5361 |
|
S3 |
3,138.2237 |
3,187.6803 |
3,336.0321 |
|
S4 |
3,001.8167 |
3,051.2733 |
3,298.5202 |
|
|
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 |
3,361.5810 |
193.2120 |
5.7% |
136.9146 |
4.1% |
6% |
False |
True |
116,642 |
10 |
3,554.7930 |
3,061.0780 |
493.7150 |
14.6% |
151.6585 |
4.5% |
63% |
False |
False |
104,564 |
20 |
3,554.7930 |
2,827.1400 |
727.6530 |
21.6% |
151.4501 |
4.5% |
75% |
False |
False |
110,810 |
40 |
3,924.1650 |
2,827.1400 |
1,097.0250 |
32.5% |
148.3365 |
4.4% |
50% |
False |
False |
109,961 |
60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
33.0% |
162.3015 |
4.8% |
49% |
False |
False |
126,676 |
80 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
33.0% |
172.3211 |
5.1% |
49% |
False |
False |
128,160 |
100 |
4,090.3060 |
2,827.1400 |
1,263.1660 |
37.4% |
192.0316 |
5.7% |
43% |
False |
False |
143,814 |
120 |
4,090.3060 |
2,248.6180 |
1,841.6880 |
54.6% |
180.3246 |
5.3% |
61% |
False |
False |
151,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,077.7178 |
2.618 |
3,855.1015 |
1.618 |
3,718.6945 |
1.000 |
3,634.3950 |
0.618 |
3,582.2875 |
HIGH |
3,497.9880 |
0.618 |
3,445.8805 |
0.500 |
3,429.7845 |
0.382 |
3,413.6885 |
LOW |
3,361.5810 |
0.618 |
3,277.2815 |
1.000 |
3,225.1740 |
1.618 |
3,140.8745 |
2.618 |
3,004.4675 |
4.250 |
2,781.8513 |
|
|
Fisher Pivots for day following 24-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
3,429.7845 |
3,458.1870 |
PP |
3,411.0377 |
3,429.9727 |
S1 |
3,392.2908 |
3,401.7583 |
|