| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,419.3 |
2,427.1 |
7.8 |
0.3% |
2,396.2 |
| High |
2,445.0 |
2,474.5 |
29.5 |
1.2% |
2,430.4 |
| Low |
2,406.1 |
2,424.5 |
18.4 |
0.8% |
2,356.0 |
| Close |
2,428.9 |
2,467.8 |
38.9 |
1.6% |
2,420.7 |
| Range |
38.9 |
50.0 |
11.1 |
28.5% |
74.4 |
| ATR |
34.4 |
35.5 |
1.1 |
3.3% |
0.0 |
| Volume |
193,535 |
246,085 |
52,550 |
27.2% |
1,181,623 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.6 |
2,586.7 |
2,495.3 |
|
| R3 |
2,555.6 |
2,536.7 |
2,481.6 |
|
| R2 |
2,505.6 |
2,505.6 |
2,477.0 |
|
| R1 |
2,486.7 |
2,486.7 |
2,472.4 |
2,496.2 |
| PP |
2,455.6 |
2,455.6 |
2,455.6 |
2,460.3 |
| S1 |
2,436.7 |
2,436.7 |
2,463.2 |
2,446.2 |
| S2 |
2,405.6 |
2,405.6 |
2,458.6 |
|
| S3 |
2,355.6 |
2,386.7 |
2,454.1 |
|
| S4 |
2,305.6 |
2,336.7 |
2,440.3 |
|
|
| 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 |
2,474.5 |
2,369.7 |
104.8 |
4.2% |
38.7 |
1.6% |
94% |
True |
False |
225,594 |
| 10 |
2,474.5 |
2,327.4 |
147.1 |
6.0% |
36.0 |
1.5% |
95% |
True |
False |
226,184 |
| 20 |
2,474.5 |
2,304.7 |
169.8 |
6.9% |
32.7 |
1.3% |
96% |
True |
False |
192,902 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.0% |
35.7 |
1.4% |
95% |
False |
False |
167,434 |
| 60 |
2,477.0 |
2,304.2 |
172.8 |
7.0% |
36.0 |
1.5% |
95% |
False |
False |
121,145 |
| 80 |
2,477.0 |
2,199.7 |
277.3 |
11.2% |
37.5 |
1.5% |
97% |
False |
False |
92,928 |
| 100 |
2,477.0 |
2,063.7 |
413.3 |
16.7% |
34.8 |
1.4% |
98% |
False |
False |
74,905 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
17.9% |
32.3 |
1.3% |
98% |
False |
False |
62,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,687.0 |
|
2.618 |
2,605.4 |
|
1.618 |
2,555.4 |
|
1.000 |
2,524.5 |
|
0.618 |
2,505.4 |
|
HIGH |
2,474.5 |
|
0.618 |
2,455.4 |
|
0.500 |
2,449.5 |
|
0.382 |
2,443.6 |
|
LOW |
2,424.5 |
|
0.618 |
2,393.6 |
|
1.000 |
2,374.5 |
|
1.618 |
2,343.6 |
|
2.618 |
2,293.6 |
|
4.250 |
2,212.0 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,461.7 |
2,457.0 |
| PP |
2,455.6 |
2,446.1 |
| S1 |
2,449.5 |
2,435.3 |
|