| Trading Metrics calculated at close of trading on 19-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2024 |
19-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,458.92 |
2,445.17 |
-13.75 |
-0.6% |
2,411.14 |
| High |
2,473.97 |
2,445.24 |
-28.73 |
-1.2% |
2,481.63 |
| Low |
2,441.21 |
2,396.09 |
-45.12 |
-1.8% |
2,396.09 |
| Close |
2,445.19 |
2,400.39 |
-44.80 |
-1.8% |
2,400.39 |
| Range |
32.76 |
49.15 |
16.39 |
50.0% |
85.54 |
| ATR |
31.29 |
32.56 |
1.28 |
4.1% |
0.00 |
| Volume |
5,249 |
4,549 |
-700 |
-13.3% |
25,409 |
|
| Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,561.36 |
2,530.02 |
2,427.42 |
|
| R3 |
2,512.21 |
2,480.87 |
2,413.91 |
|
| R2 |
2,463.06 |
2,463.06 |
2,409.40 |
|
| R1 |
2,431.72 |
2,431.72 |
2,404.90 |
2,422.82 |
| PP |
2,413.91 |
2,413.91 |
2,413.91 |
2,409.45 |
| S1 |
2,382.57 |
2,382.57 |
2,395.88 |
2,373.67 |
| S2 |
2,364.76 |
2,364.76 |
2,391.38 |
|
| S3 |
2,315.61 |
2,333.42 |
2,386.87 |
|
| S4 |
2,266.46 |
2,284.27 |
2,373.36 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,682.66 |
2,627.06 |
2,447.44 |
|
| R3 |
2,597.12 |
2,541.52 |
2,423.91 |
|
| R2 |
2,511.58 |
2,511.58 |
2,416.07 |
|
| R1 |
2,455.98 |
2,455.98 |
2,408.23 |
2,441.01 |
| PP |
2,426.04 |
2,426.04 |
2,426.04 |
2,418.55 |
| S1 |
2,370.44 |
2,370.44 |
2,392.55 |
2,355.47 |
| S2 |
2,340.50 |
2,340.50 |
2,384.71 |
|
| S3 |
2,254.96 |
2,284.90 |
2,376.87 |
|
| S4 |
2,169.42 |
2,199.36 |
2,353.34 |
|
|
| 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 |
2,396.09 |
85.54 |
3.6% |
38.68 |
1.6% |
5% |
False |
True |
5,081 |
| 10 |
2,481.63 |
2,352.28 |
129.35 |
5.4% |
34.31 |
1.4% |
37% |
False |
False |
5,241 |
| 20 |
2,481.63 |
2,295.86 |
185.77 |
7.7% |
30.46 |
1.3% |
56% |
False |
False |
5,277 |
| 40 |
2,481.63 |
2,287.64 |
193.99 |
8.1% |
31.86 |
1.3% |
58% |
False |
False |
5,246 |
| 60 |
2,481.63 |
2,281.97 |
199.66 |
8.3% |
31.35 |
1.3% |
59% |
False |
False |
5,211 |
| 80 |
2,481.63 |
2,168.69 |
312.94 |
13.0% |
33.54 |
1.4% |
74% |
False |
False |
5,148 |
| 100 |
2,481.63 |
2,025.08 |
456.55 |
19.0% |
31.65 |
1.3% |
82% |
False |
False |
5,200 |
| 120 |
2,481.63 |
1,986.16 |
495.47 |
20.6% |
29.46 |
1.2% |
84% |
False |
False |
5,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,654.13 |
|
2.618 |
2,573.91 |
|
1.618 |
2,524.76 |
|
1.000 |
2,494.39 |
|
0.618 |
2,475.61 |
|
HIGH |
2,445.24 |
|
0.618 |
2,426.46 |
|
0.500 |
2,420.67 |
|
0.382 |
2,414.87 |
|
LOW |
2,396.09 |
|
0.618 |
2,365.72 |
|
1.000 |
2,346.94 |
|
1.618 |
2,316.57 |
|
2.618 |
2,267.42 |
|
4.250 |
2,187.20 |
|
|
| Fisher Pivots for day following 19-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,420.67 |
2,438.86 |
| PP |
2,413.91 |
2,426.04 |
| S1 |
2,407.15 |
2,413.21 |
|