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 |
5,002.0 |
5,062.0 |
60.0 |
1.2% |
4,991.0 |
High |
5,087.0 |
5,072.0 |
-15.0 |
-0.3% |
5,087.0 |
Low |
5,002.0 |
4,996.0 |
-6.0 |
-0.1% |
4,928.0 |
Close |
5,085.0 |
5,020.0 |
-65.0 |
-1.3% |
5,085.0 |
Range |
85.0 |
76.0 |
-9.0 |
-10.6% |
159.0 |
ATR |
70.5 |
71.8 |
1.3 |
1.9% |
0.0 |
Volume |
684,631 |
674,985 |
-9,646 |
-1.4% |
3,353,006 |
|
Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,257.3 |
5,214.7 |
5,061.8 |
|
R3 |
5,181.3 |
5,138.7 |
5,040.9 |
|
R2 |
5,105.3 |
5,105.3 |
5,033.9 |
|
R1 |
5,062.7 |
5,062.7 |
5,027.0 |
5,046.0 |
PP |
5,029.3 |
5,029.3 |
5,029.3 |
5,021.0 |
S1 |
4,986.7 |
4,986.7 |
5,013.0 |
4,970.0 |
S2 |
4,953.3 |
4,953.3 |
5,006.1 |
|
S3 |
4,877.3 |
4,910.7 |
4,999.1 |
|
S4 |
4,801.3 |
4,834.7 |
4,978.2 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,510.3 |
5,456.7 |
5,172.5 |
|
R3 |
5,351.3 |
5,297.7 |
5,128.7 |
|
R2 |
5,192.3 |
5,192.3 |
5,114.2 |
|
R1 |
5,138.7 |
5,138.7 |
5,099.6 |
5,165.5 |
PP |
5,033.3 |
5,033.3 |
5,033.3 |
5,046.8 |
S1 |
4,979.7 |
4,979.7 |
5,070.4 |
5,006.5 |
S2 |
4,874.3 |
4,874.3 |
5,055.9 |
|
S3 |
4,715.3 |
4,820.7 |
5,041.3 |
|
S4 |
4,556.3 |
4,661.7 |
4,997.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,087.0 |
4,928.0 |
159.0 |
3.2% |
74.4 |
1.5% |
58% |
False |
False |
684,631 |
10 |
5,087.0 |
4,903.0 |
184.0 |
3.7% |
71.5 |
1.4% |
64% |
False |
False |
694,803 |
20 |
5,087.0 |
4,860.0 |
227.0 |
4.5% |
70.7 |
1.4% |
70% |
False |
False |
742,760 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.8% |
63.3 |
1.3% |
55% |
False |
False |
386,091 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
58.6 |
1.2% |
57% |
False |
False |
257,998 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
53.4 |
1.1% |
57% |
False |
False |
193,517 |
100 |
5,151.0 |
4,761.0 |
390.0 |
7.8% |
44.5 |
0.9% |
66% |
False |
False |
154,851 |
120 |
5,151.0 |
4,463.0 |
688.0 |
13.7% |
37.1 |
0.7% |
81% |
False |
False |
129,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,395.0 |
2.618 |
5,271.0 |
1.618 |
5,195.0 |
1.000 |
5,148.0 |
0.618 |
5,119.0 |
HIGH |
5,072.0 |
0.618 |
5,043.0 |
0.500 |
5,034.0 |
0.382 |
5,025.0 |
LOW |
4,996.0 |
0.618 |
4,949.0 |
1.000 |
4,920.0 |
1.618 |
4,873.0 |
2.618 |
4,797.0 |
4.250 |
4,673.0 |
|
|
Fisher Pivots for day following 15-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,034.0 |
5,041.5 |
PP |
5,029.3 |
5,034.3 |
S1 |
5,024.7 |
5,027.2 |
|