| 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 |
2,398.0 |
2,410.7 |
12.7 |
0.5% |
2,419.3 |
| High |
2,413.5 |
2,433.0 |
19.5 |
0.8% |
2,488.4 |
| Low |
2,389.2 |
2,397.0 |
7.8 |
0.3% |
2,395.7 |
| Close |
2,407.3 |
2,415.7 |
8.4 |
0.3% |
2,399.1 |
| Range |
24.3 |
36.0 |
11.7 |
48.1% |
92.7 |
| ATR |
35.7 |
35.7 |
0.0 |
0.1% |
0.0 |
| Volume |
171,191 |
245,884 |
74,693 |
43.6% |
1,146,338 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,523.2 |
2,505.5 |
2,435.5 |
|
| R3 |
2,487.2 |
2,469.5 |
2,425.6 |
|
| R2 |
2,451.2 |
2,451.2 |
2,422.3 |
|
| R1 |
2,433.5 |
2,433.5 |
2,419.0 |
2,442.4 |
| PP |
2,415.2 |
2,415.2 |
2,415.2 |
2,419.7 |
| S1 |
2,397.5 |
2,397.5 |
2,412.4 |
2,406.4 |
| S2 |
2,379.2 |
2,379.2 |
2,409.1 |
|
| S3 |
2,343.2 |
2,361.5 |
2,405.8 |
|
| S4 |
2,307.2 |
2,325.5 |
2,395.9 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,705.8 |
2,645.2 |
2,450.1 |
|
| R3 |
2,613.1 |
2,552.5 |
2,424.6 |
|
| R2 |
2,520.4 |
2,520.4 |
2,416.1 |
|
| R1 |
2,459.8 |
2,459.8 |
2,407.6 |
2,443.8 |
| PP |
2,427.7 |
2,427.7 |
2,427.7 |
2,419.7 |
| S1 |
2,367.1 |
2,367.1 |
2,390.6 |
2,351.1 |
| S2 |
2,335.0 |
2,335.0 |
2,382.1 |
|
| S3 |
2,242.3 |
2,274.4 |
2,373.6 |
|
| S4 |
2,149.6 |
2,181.7 |
2,348.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,478.5 |
2,385.2 |
93.3 |
3.9% |
35.6 |
1.5% |
33% |
False |
False |
212,363 |
| 10 |
2,488.4 |
2,376.8 |
111.6 |
4.6% |
38.0 |
1.6% |
35% |
False |
False |
228,542 |
| 20 |
2,488.4 |
2,304.7 |
183.7 |
7.6% |
33.9 |
1.4% |
60% |
False |
False |
209,652 |
| 40 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
34.6 |
1.4% |
61% |
False |
False |
193,307 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.6% |
35.4 |
1.5% |
61% |
False |
False |
142,290 |
| 80 |
2,488.4 |
2,269.6 |
218.8 |
9.1% |
37.5 |
1.6% |
67% |
False |
False |
109,094 |
| 100 |
2,488.4 |
2,086.0 |
402.4 |
16.7% |
35.9 |
1.5% |
82% |
False |
False |
88,021 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
18.7% |
33.1 |
1.4% |
84% |
False |
False |
73,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.0 |
|
2.618 |
2,527.2 |
|
1.618 |
2,491.2 |
|
1.000 |
2,469.0 |
|
0.618 |
2,455.2 |
|
HIGH |
2,433.0 |
|
0.618 |
2,419.2 |
|
0.500 |
2,415.0 |
|
0.382 |
2,410.8 |
|
LOW |
2,397.0 |
|
0.618 |
2,374.8 |
|
1.000 |
2,361.0 |
|
1.618 |
2,338.8 |
|
2.618 |
2,302.8 |
|
4.250 |
2,244.0 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,415.5 |
2,413.5 |
| PP |
2,415.2 |
2,411.3 |
| S1 |
2,415.0 |
2,409.1 |
|