| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,411.14 |
2,422.11 |
10.97 |
0.5% |
2,385.30 |
| High |
2,435.68 |
2,469.09 |
33.41 |
1.4% |
2,422.91 |
| Low |
2,402.16 |
2,420.40 |
18.24 |
0.8% |
2,352.28 |
| Close |
2,422.05 |
2,468.84 |
46.79 |
1.9% |
2,411.66 |
| Range |
33.52 |
48.69 |
15.17 |
45.3% |
70.63 |
| ATR |
29.98 |
31.32 |
1.34 |
4.5% |
0.00 |
| Volume |
5,274 |
5,289 |
15 |
0.3% |
27,002 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.85 |
2,582.53 |
2,495.62 |
|
| R3 |
2,550.16 |
2,533.84 |
2,482.23 |
|
| R2 |
2,501.47 |
2,501.47 |
2,477.77 |
|
| R1 |
2,485.15 |
2,485.15 |
2,473.30 |
2,493.31 |
| PP |
2,452.78 |
2,452.78 |
2,452.78 |
2,456.86 |
| S1 |
2,436.46 |
2,436.46 |
2,464.38 |
2,444.62 |
| S2 |
2,404.09 |
2,404.09 |
2,459.91 |
|
| S3 |
2,355.40 |
2,387.77 |
2,455.45 |
|
| S4 |
2,306.71 |
2,339.08 |
2,442.06 |
|
|
| 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 |
2,469.09 |
2,363.24 |
105.85 |
4.3% |
35.87 |
1.5% |
100% |
True |
False |
5,388 |
| 10 |
2,469.09 |
2,320.72 |
148.37 |
6.0% |
31.94 |
1.3% |
100% |
True |
False |
5,319 |
| 20 |
2,469.09 |
2,295.86 |
173.23 |
7.0% |
29.04 |
1.2% |
100% |
True |
False |
5,338 |
| 40 |
2,469.09 |
2,287.64 |
181.45 |
7.3% |
31.62 |
1.3% |
100% |
True |
False |
5,251 |
| 60 |
2,469.09 |
2,281.97 |
187.12 |
7.6% |
31.89 |
1.3% |
100% |
True |
False |
5,206 |
| 80 |
2,469.09 |
2,159.42 |
309.67 |
12.5% |
33.18 |
1.3% |
100% |
True |
False |
5,157 |
| 100 |
2,469.09 |
2,016.41 |
452.68 |
18.3% |
31.02 |
1.3% |
100% |
True |
False |
5,221 |
| 120 |
2,469.09 |
1,986.16 |
482.93 |
19.6% |
28.89 |
1.2% |
100% |
True |
False |
5,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,676.02 |
|
2.618 |
2,596.56 |
|
1.618 |
2,547.87 |
|
1.000 |
2,517.78 |
|
0.618 |
2,499.18 |
|
HIGH |
2,469.09 |
|
0.618 |
2,450.49 |
|
0.500 |
2,444.75 |
|
0.382 |
2,439.00 |
|
LOW |
2,420.40 |
|
0.618 |
2,390.31 |
|
1.000 |
2,371.71 |
|
1.618 |
2,341.62 |
|
2.618 |
2,292.93 |
|
4.250 |
2,213.47 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,460.81 |
2,456.44 |
| PP |
2,452.78 |
2,444.04 |
| S1 |
2,444.75 |
2,431.65 |
|