| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,422.11 |
2,468.85 |
46.74 |
1.9% |
2,385.30 |
| High |
2,469.09 |
2,481.63 |
12.54 |
0.5% |
2,422.91 |
| Low |
2,420.40 |
2,452.34 |
31.94 |
1.3% |
2,352.28 |
| Close |
2,468.84 |
2,458.96 |
-9.88 |
-0.4% |
2,411.66 |
| Range |
48.69 |
29.29 |
-19.40 |
-39.8% |
70.63 |
| ATR |
31.32 |
31.17 |
-0.14 |
-0.5% |
0.00 |
| Volume |
5,289 |
5,048 |
-241 |
-4.6% |
27,002 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,552.18 |
2,534.86 |
2,475.07 |
|
| R3 |
2,522.89 |
2,505.57 |
2,467.01 |
|
| R2 |
2,493.60 |
2,493.60 |
2,464.33 |
|
| R1 |
2,476.28 |
2,476.28 |
2,461.64 |
2,470.30 |
| PP |
2,464.31 |
2,464.31 |
2,464.31 |
2,461.32 |
| S1 |
2,446.99 |
2,446.99 |
2,456.28 |
2,441.01 |
| S2 |
2,435.02 |
2,435.02 |
2,453.59 |
|
| S3 |
2,405.73 |
2,417.70 |
2,450.91 |
|
| S4 |
2,376.44 |
2,388.41 |
2,442.85 |
|
|
| 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 |
2,481.63 |
2,371.16 |
110.47 |
4.5% |
37.40 |
1.5% |
79% |
True |
False |
5,291 |
| 10 |
2,481.63 |
2,327.87 |
153.76 |
6.3% |
33.48 |
1.4% |
85% |
True |
False |
5,274 |
| 20 |
2,481.63 |
2,295.86 |
185.77 |
7.6% |
29.42 |
1.2% |
88% |
True |
False |
5,324 |
| 40 |
2,481.63 |
2,287.64 |
193.99 |
7.9% |
31.27 |
1.3% |
88% |
True |
False |
5,244 |
| 60 |
2,481.63 |
2,281.97 |
199.66 |
8.1% |
31.74 |
1.3% |
89% |
True |
False |
5,211 |
| 80 |
2,481.63 |
2,159.42 |
322.21 |
13.1% |
33.03 |
1.3% |
93% |
True |
False |
5,157 |
| 100 |
2,481.63 |
2,016.41 |
465.22 |
18.9% |
31.18 |
1.3% |
95% |
True |
False |
5,215 |
| 120 |
2,481.63 |
1,986.16 |
495.47 |
20.1% |
28.94 |
1.2% |
95% |
True |
False |
5,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,606.11 |
|
2.618 |
2,558.31 |
|
1.618 |
2,529.02 |
|
1.000 |
2,510.92 |
|
0.618 |
2,499.73 |
|
HIGH |
2,481.63 |
|
0.618 |
2,470.44 |
|
0.500 |
2,466.99 |
|
0.382 |
2,463.53 |
|
LOW |
2,452.34 |
|
0.618 |
2,434.24 |
|
1.000 |
2,423.05 |
|
1.618 |
2,404.95 |
|
2.618 |
2,375.66 |
|
4.250 |
2,327.86 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,466.99 |
2,453.27 |
| PP |
2,464.31 |
2,447.58 |
| S1 |
2,461.64 |
2,441.90 |
|