| Trading Metrics calculated at close of trading on 24-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,396.54 |
2,409.35 |
12.81 |
0.5% |
2,411.14 |
| High |
2,410.62 |
2,430.89 |
20.27 |
0.8% |
2,481.63 |
| Low |
2,389.08 |
2,397.98 |
8.90 |
0.4% |
2,396.09 |
| Close |
2,409.34 |
2,397.98 |
-11.36 |
-0.5% |
2,400.39 |
| Range |
21.54 |
32.91 |
11.37 |
52.8% |
85.54 |
| ATR |
31.35 |
31.46 |
0.11 |
0.4% |
0.00 |
| Volume |
5,371 |
5,231 |
-140 |
-2.6% |
25,409 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.68 |
2,485.74 |
2,416.08 |
|
| R3 |
2,474.77 |
2,452.83 |
2,407.03 |
|
| R2 |
2,441.86 |
2,441.86 |
2,404.01 |
|
| R1 |
2,419.92 |
2,419.92 |
2,401.00 |
2,414.44 |
| PP |
2,408.95 |
2,408.95 |
2,408.95 |
2,406.21 |
| S1 |
2,387.01 |
2,387.01 |
2,394.96 |
2,381.53 |
| S2 |
2,376.04 |
2,376.04 |
2,391.95 |
|
| S3 |
2,343.13 |
2,354.10 |
2,388.93 |
|
| S4 |
2,310.22 |
2,321.19 |
2,379.88 |
|
|
| 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 |
2,473.97 |
2,385.50 |
88.47 |
3.7% |
32.50 |
1.4% |
14% |
False |
False |
5,110 |
| 10 |
2,481.63 |
2,371.16 |
110.47 |
4.6% |
34.95 |
1.5% |
24% |
False |
False |
5,201 |
| 20 |
2,481.63 |
2,295.86 |
185.77 |
7.7% |
30.25 |
1.3% |
55% |
False |
False |
5,263 |
| 40 |
2,481.63 |
2,287.64 |
193.99 |
8.1% |
30.83 |
1.3% |
57% |
False |
False |
5,259 |
| 60 |
2,481.63 |
2,281.97 |
199.66 |
8.3% |
31.43 |
1.3% |
58% |
False |
False |
5,213 |
| 80 |
2,481.63 |
2,231.10 |
250.53 |
10.4% |
33.36 |
1.4% |
67% |
False |
False |
5,144 |
| 100 |
2,481.63 |
2,039.52 |
442.11 |
18.4% |
32.04 |
1.3% |
81% |
False |
False |
5,185 |
| 120 |
2,481.63 |
1,986.16 |
495.47 |
20.7% |
29.64 |
1.2% |
83% |
False |
False |
5,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.76 |
|
2.618 |
2,517.05 |
|
1.618 |
2,484.14 |
|
1.000 |
2,463.80 |
|
0.618 |
2,451.23 |
|
HIGH |
2,430.89 |
|
0.618 |
2,418.32 |
|
0.500 |
2,414.44 |
|
0.382 |
2,410.55 |
|
LOW |
2,397.98 |
|
0.618 |
2,377.64 |
|
1.000 |
2,365.07 |
|
1.618 |
2,344.73 |
|
2.618 |
2,311.82 |
|
4.250 |
2,258.11 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,414.44 |
2,408.20 |
| PP |
2,408.95 |
2,404.79 |
| S1 |
2,403.47 |
2,401.39 |
|