| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,401.90 |
2,396.54 |
-5.36 |
-0.2% |
2,411.14 |
| High |
2,411.65 |
2,410.62 |
-1.03 |
0.0% |
2,481.63 |
| Low |
2,385.50 |
2,389.08 |
3.58 |
0.2% |
2,396.09 |
| Close |
2,396.49 |
2,409.34 |
12.85 |
0.5% |
2,400.39 |
| Range |
26.15 |
21.54 |
-4.61 |
-17.6% |
85.54 |
| ATR |
32.11 |
31.35 |
-0.75 |
-2.4% |
0.00 |
| Volume |
5,154 |
5,371 |
217 |
4.2% |
25,409 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,467.63 |
2,460.03 |
2,421.19 |
|
| R3 |
2,446.09 |
2,438.49 |
2,415.26 |
|
| R2 |
2,424.55 |
2,424.55 |
2,413.29 |
|
| R1 |
2,416.95 |
2,416.95 |
2,411.31 |
2,420.75 |
| PP |
2,403.01 |
2,403.01 |
2,403.01 |
2,404.92 |
| S1 |
2,395.41 |
2,395.41 |
2,407.37 |
2,399.21 |
| S2 |
2,381.47 |
2,381.47 |
2,405.39 |
|
| S3 |
2,359.93 |
2,373.87 |
2,403.42 |
|
| S4 |
2,338.39 |
2,352.33 |
2,397.49 |
|
|
| 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% |
31.78 |
1.3% |
25% |
False |
False |
5,074 |
| 10 |
2,481.63 |
2,363.24 |
118.39 |
4.9% |
33.82 |
1.4% |
39% |
False |
False |
5,231 |
| 20 |
2,481.63 |
2,295.86 |
185.77 |
7.7% |
29.57 |
1.2% |
61% |
False |
False |
5,270 |
| 40 |
2,481.63 |
2,287.64 |
193.99 |
8.1% |
30.45 |
1.3% |
63% |
False |
False |
5,258 |
| 60 |
2,481.63 |
2,281.97 |
199.66 |
8.3% |
31.27 |
1.3% |
64% |
False |
False |
5,214 |
| 80 |
2,481.63 |
2,188.17 |
293.46 |
12.2% |
33.49 |
1.4% |
75% |
False |
False |
5,144 |
| 100 |
2,481.63 |
2,028.75 |
452.88 |
18.8% |
31.92 |
1.3% |
84% |
False |
False |
5,190 |
| 120 |
2,481.63 |
1,986.16 |
495.47 |
20.6% |
29.55 |
1.2% |
85% |
False |
False |
5,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,502.17 |
|
2.618 |
2,467.01 |
|
1.618 |
2,445.47 |
|
1.000 |
2,432.16 |
|
0.618 |
2,423.93 |
|
HIGH |
2,410.62 |
|
0.618 |
2,402.39 |
|
0.500 |
2,399.85 |
|
0.382 |
2,397.31 |
|
LOW |
2,389.08 |
|
0.618 |
2,375.77 |
|
1.000 |
2,367.54 |
|
1.618 |
2,354.23 |
|
2.618 |
2,332.69 |
|
4.250 |
2,297.54 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,406.18 |
2,415.37 |
| PP |
2,403.01 |
2,413.36 |
| S1 |
2,399.85 |
2,411.35 |
|