| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,414.88 |
2,411.14 |
-3.74 |
-0.2% |
2,385.30 |
| High |
2,417.93 |
2,435.68 |
17.75 |
0.7% |
2,422.91 |
| Low |
2,394.20 |
2,402.16 |
7.96 |
0.3% |
2,352.28 |
| Close |
2,411.66 |
2,422.05 |
10.39 |
0.4% |
2,411.66 |
| Range |
23.73 |
33.52 |
9.79 |
41.3% |
70.63 |
| ATR |
29.71 |
29.98 |
0.27 |
0.9% |
0.00 |
| Volume |
5,413 |
5,274 |
-139 |
-2.6% |
27,002 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,520.52 |
2,504.81 |
2,440.49 |
|
| R3 |
2,487.00 |
2,471.29 |
2,431.27 |
|
| R2 |
2,453.48 |
2,453.48 |
2,428.20 |
|
| R1 |
2,437.77 |
2,437.77 |
2,425.12 |
2,445.63 |
| PP |
2,419.96 |
2,419.96 |
2,419.96 |
2,423.89 |
| S1 |
2,404.25 |
2,404.25 |
2,418.98 |
2,412.11 |
| S2 |
2,386.44 |
2,386.44 |
2,415.90 |
|
| S3 |
2,352.92 |
2,370.73 |
2,412.83 |
|
| S4 |
2,319.40 |
2,337.21 |
2,403.61 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,607.51 |
2,580.21 |
2,450.51 |
|
| R3 |
2,536.88 |
2,509.58 |
2,431.08 |
|
| R2 |
2,466.25 |
2,466.25 |
2,424.61 |
|
| R1 |
2,438.95 |
2,438.95 |
2,418.13 |
2,452.60 |
| PP |
2,395.62 |
2,395.62 |
2,395.62 |
2,402.44 |
| S1 |
2,368.32 |
2,368.32 |
2,405.19 |
2,381.97 |
| S2 |
2,324.99 |
2,324.99 |
2,398.71 |
|
| S3 |
2,254.36 |
2,297.69 |
2,392.24 |
|
| S4 |
2,183.73 |
2,227.06 |
2,372.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,435.68 |
2,352.28 |
83.40 |
3.4% |
29.32 |
1.2% |
84% |
True |
False |
5,407 |
| 10 |
2,435.68 |
2,319.98 |
115.70 |
4.8% |
28.86 |
1.2% |
88% |
True |
False |
5,317 |
| 20 |
2,435.68 |
2,295.86 |
139.82 |
5.8% |
28.25 |
1.2% |
90% |
True |
False |
5,339 |
| 40 |
2,449.34 |
2,287.64 |
161.70 |
6.7% |
30.99 |
1.3% |
83% |
False |
False |
5,250 |
| 60 |
2,449.34 |
2,281.97 |
167.37 |
6.9% |
31.56 |
1.3% |
84% |
False |
False |
5,204 |
| 80 |
2,449.34 |
2,151.06 |
298.28 |
12.3% |
33.02 |
1.4% |
91% |
False |
False |
5,158 |
| 100 |
2,449.34 |
2,016.41 |
432.93 |
17.9% |
30.64 |
1.3% |
94% |
False |
False |
5,225 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.1% |
28.61 |
1.2% |
94% |
False |
False |
5,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,578.14 |
|
2.618 |
2,523.44 |
|
1.618 |
2,489.92 |
|
1.000 |
2,469.20 |
|
0.618 |
2,456.40 |
|
HIGH |
2,435.68 |
|
0.618 |
2,422.88 |
|
0.500 |
2,418.92 |
|
0.382 |
2,414.96 |
|
LOW |
2,402.16 |
|
0.618 |
2,381.44 |
|
1.000 |
2,368.64 |
|
1.618 |
2,347.92 |
|
2.618 |
2,314.40 |
|
4.250 |
2,259.70 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,421.01 |
2,415.84 |
| PP |
2,419.96 |
2,409.63 |
| S1 |
2,418.92 |
2,403.42 |
|