| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,445.17 |
2,401.90 |
-43.27 |
-1.8% |
2,411.14 |
| High |
2,445.24 |
2,411.65 |
-33.59 |
-1.4% |
2,481.63 |
| Low |
2,396.09 |
2,385.50 |
-10.59 |
-0.4% |
2,396.09 |
| Close |
2,400.39 |
2,396.49 |
-3.90 |
-0.2% |
2,400.39 |
| Range |
49.15 |
26.15 |
-23.00 |
-46.8% |
85.54 |
| ATR |
32.56 |
32.11 |
-0.46 |
-1.4% |
0.00 |
| Volume |
4,549 |
5,154 |
605 |
13.3% |
25,409 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.33 |
2,462.56 |
2,410.87 |
|
| R3 |
2,450.18 |
2,436.41 |
2,403.68 |
|
| R2 |
2,424.03 |
2,424.03 |
2,401.28 |
|
| R1 |
2,410.26 |
2,410.26 |
2,398.89 |
2,404.07 |
| PP |
2,397.88 |
2,397.88 |
2,397.88 |
2,394.79 |
| S1 |
2,384.11 |
2,384.11 |
2,394.09 |
2,377.92 |
| S2 |
2,371.73 |
2,371.73 |
2,391.70 |
|
| S3 |
2,345.58 |
2,357.96 |
2,389.30 |
|
| S4 |
2,319.43 |
2,331.81 |
2,382.11 |
|
|
| 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 |
2,385.50 |
96.13 |
4.0% |
37.21 |
1.6% |
11% |
False |
True |
5,057 |
| 10 |
2,481.63 |
2,352.28 |
129.35 |
5.4% |
33.26 |
1.4% |
34% |
False |
False |
5,232 |
| 20 |
2,481.63 |
2,295.86 |
185.77 |
7.8% |
29.30 |
1.2% |
54% |
False |
False |
5,268 |
| 40 |
2,481.63 |
2,287.64 |
193.99 |
8.1% |
31.29 |
1.3% |
56% |
False |
False |
5,247 |
| 60 |
2,481.63 |
2,281.97 |
199.66 |
8.3% |
31.44 |
1.3% |
57% |
False |
False |
5,211 |
| 80 |
2,481.63 |
2,174.69 |
306.94 |
12.8% |
33.50 |
1.4% |
72% |
False |
False |
5,144 |
| 100 |
2,481.63 |
2,025.08 |
456.55 |
19.1% |
31.81 |
1.3% |
81% |
False |
False |
5,193 |
| 120 |
2,481.63 |
1,986.16 |
495.47 |
20.7% |
29.51 |
1.2% |
83% |
False |
False |
5,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.79 |
|
2.618 |
2,480.11 |
|
1.618 |
2,453.96 |
|
1.000 |
2,437.80 |
|
0.618 |
2,427.81 |
|
HIGH |
2,411.65 |
|
0.618 |
2,401.66 |
|
0.500 |
2,398.58 |
|
0.382 |
2,395.49 |
|
LOW |
2,385.50 |
|
0.618 |
2,369.34 |
|
1.000 |
2,359.35 |
|
1.618 |
2,343.19 |
|
2.618 |
2,317.04 |
|
4.250 |
2,274.36 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,398.58 |
2,429.74 |
| PP |
2,397.88 |
2,418.65 |
| S1 |
2,397.19 |
2,407.57 |
|