| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,468.85 |
2,458.92 |
-9.93 |
-0.4% |
2,385.30 |
| High |
2,481.63 |
2,473.97 |
-7.66 |
-0.3% |
2,422.91 |
| Low |
2,452.34 |
2,441.21 |
-11.13 |
-0.5% |
2,352.28 |
| Close |
2,458.96 |
2,445.19 |
-13.77 |
-0.6% |
2,411.66 |
| Range |
29.29 |
32.76 |
3.47 |
11.8% |
70.63 |
| ATR |
31.17 |
31.29 |
0.11 |
0.4% |
0.00 |
| Volume |
5,048 |
5,249 |
201 |
4.0% |
27,002 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.74 |
2,531.22 |
2,463.21 |
|
| R3 |
2,518.98 |
2,498.46 |
2,454.20 |
|
| R2 |
2,486.22 |
2,486.22 |
2,451.20 |
|
| R1 |
2,465.70 |
2,465.70 |
2,448.19 |
2,459.58 |
| PP |
2,453.46 |
2,453.46 |
2,453.46 |
2,450.40 |
| S1 |
2,432.94 |
2,432.94 |
2,442.19 |
2,426.82 |
| S2 |
2,420.70 |
2,420.70 |
2,439.18 |
|
| S3 |
2,387.94 |
2,400.18 |
2,436.18 |
|
| S4 |
2,355.18 |
2,367.42 |
2,427.17 |
|
|
| 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 |
2,394.20 |
87.43 |
3.6% |
33.60 |
1.4% |
58% |
False |
False |
5,254 |
| 10 |
2,481.63 |
2,352.28 |
129.35 |
5.3% |
33.12 |
1.4% |
72% |
False |
False |
5,327 |
| 20 |
2,481.63 |
2,295.86 |
185.77 |
7.6% |
29.81 |
1.2% |
80% |
False |
False |
5,316 |
| 40 |
2,481.63 |
2,287.64 |
193.99 |
7.9% |
31.18 |
1.3% |
81% |
False |
False |
5,257 |
| 60 |
2,481.63 |
2,281.97 |
199.66 |
8.2% |
31.18 |
1.3% |
82% |
False |
False |
5,217 |
| 80 |
2,481.63 |
2,164.60 |
317.03 |
13.0% |
33.11 |
1.4% |
89% |
False |
False |
5,157 |
| 100 |
2,481.63 |
2,025.08 |
456.55 |
18.7% |
31.26 |
1.3% |
92% |
False |
False |
5,211 |
| 120 |
2,481.63 |
1,986.16 |
495.47 |
20.3% |
29.12 |
1.2% |
93% |
False |
False |
5,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,613.20 |
|
2.618 |
2,559.74 |
|
1.618 |
2,526.98 |
|
1.000 |
2,506.73 |
|
0.618 |
2,494.22 |
|
HIGH |
2,473.97 |
|
0.618 |
2,461.46 |
|
0.500 |
2,457.59 |
|
0.382 |
2,453.72 |
|
LOW |
2,441.21 |
|
0.618 |
2,420.96 |
|
1.000 |
2,408.45 |
|
1.618 |
2,388.20 |
|
2.618 |
2,355.44 |
|
4.250 |
2,301.98 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,457.59 |
2,451.02 |
| PP |
2,453.46 |
2,449.07 |
| S1 |
2,449.32 |
2,447.13 |
|