| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,421.0 |
2,419.3 |
-1.7 |
-0.1% |
2,396.2 |
| High |
2,423.2 |
2,445.0 |
21.8 |
0.9% |
2,430.4 |
| Low |
2,396.1 |
2,406.1 |
10.0 |
0.4% |
2,356.0 |
| Close |
2,420.7 |
2,428.9 |
8.2 |
0.3% |
2,420.7 |
| Range |
27.1 |
38.9 |
11.8 |
43.5% |
74.4 |
| ATR |
34.0 |
34.4 |
0.3 |
1.0% |
0.0 |
| Volume |
220,933 |
193,535 |
-27,398 |
-12.4% |
1,181,623 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,543.4 |
2,525.0 |
2,450.3 |
|
| R3 |
2,504.5 |
2,486.1 |
2,439.6 |
|
| R2 |
2,465.6 |
2,465.6 |
2,436.0 |
|
| R1 |
2,447.2 |
2,447.2 |
2,432.5 |
2,456.4 |
| PP |
2,426.7 |
2,426.7 |
2,426.7 |
2,431.3 |
| S1 |
2,408.3 |
2,408.3 |
2,425.3 |
2,417.5 |
| S2 |
2,387.8 |
2,387.8 |
2,421.8 |
|
| S3 |
2,348.9 |
2,369.4 |
2,418.2 |
|
| S4 |
2,310.0 |
2,330.5 |
2,407.5 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,625.6 |
2,597.5 |
2,461.6 |
|
| R3 |
2,551.2 |
2,523.1 |
2,441.2 |
|
| R2 |
2,476.8 |
2,476.8 |
2,434.3 |
|
| R1 |
2,448.7 |
2,448.7 |
2,427.5 |
2,462.8 |
| PP |
2,402.4 |
2,402.4 |
2,402.4 |
2,409.4 |
| S1 |
2,374.3 |
2,374.3 |
2,413.9 |
2,388.4 |
| S2 |
2,328.0 |
2,328.0 |
2,407.1 |
|
| S3 |
2,253.6 |
2,299.9 |
2,400.2 |
|
| S4 |
2,179.2 |
2,225.5 |
2,379.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,445.0 |
2,356.0 |
89.0 |
3.7% |
33.1 |
1.4% |
82% |
True |
False |
226,875 |
| 10 |
2,445.0 |
2,327.4 |
117.6 |
4.8% |
33.0 |
1.4% |
86% |
True |
False |
215,836 |
| 20 |
2,445.0 |
2,304.7 |
140.3 |
5.8% |
32.0 |
1.3% |
89% |
True |
False |
188,766 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.1% |
35.1 |
1.4% |
72% |
False |
False |
161,996 |
| 60 |
2,477.0 |
2,304.2 |
172.8 |
7.1% |
35.6 |
1.5% |
72% |
False |
False |
117,158 |
| 80 |
2,477.0 |
2,193.4 |
283.6 |
11.7% |
37.3 |
1.5% |
83% |
False |
False |
89,902 |
| 100 |
2,477.0 |
2,063.7 |
413.3 |
17.0% |
34.4 |
1.4% |
88% |
False |
False |
72,456 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.2% |
32.0 |
1.3% |
89% |
False |
False |
60,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,610.3 |
|
2.618 |
2,546.8 |
|
1.618 |
2,507.9 |
|
1.000 |
2,483.9 |
|
0.618 |
2,469.0 |
|
HIGH |
2,445.0 |
|
0.618 |
2,430.1 |
|
0.500 |
2,425.6 |
|
0.382 |
2,421.0 |
|
LOW |
2,406.1 |
|
0.618 |
2,382.1 |
|
1.000 |
2,367.2 |
|
1.618 |
2,343.2 |
|
2.618 |
2,304.3 |
|
4.250 |
2,240.8 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,427.8 |
2,422.9 |
| PP |
2,426.7 |
2,416.9 |
| S1 |
2,425.6 |
2,410.9 |
|