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 |
5,062.0 |
5,006.0 |
-56.0 |
-1.1% |
4,991.0 |
High |
5,072.0 |
5,012.0 |
-60.0 |
-1.2% |
5,087.0 |
Low |
4,996.0 |
4,970.0 |
-26.0 |
-0.5% |
4,928.0 |
Close |
5,020.0 |
4,982.0 |
-38.0 |
-0.8% |
5,085.0 |
Range |
76.0 |
42.0 |
-34.0 |
-44.7% |
159.0 |
ATR |
71.8 |
70.2 |
-1.6 |
-2.2% |
0.0 |
Volume |
674,985 |
639,633 |
-35,352 |
-5.2% |
3,353,006 |
|
Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,114.0 |
5,090.0 |
5,005.1 |
|
R3 |
5,072.0 |
5,048.0 |
4,993.6 |
|
R2 |
5,030.0 |
5,030.0 |
4,989.7 |
|
R1 |
5,006.0 |
5,006.0 |
4,985.9 |
4,997.0 |
PP |
4,988.0 |
4,988.0 |
4,988.0 |
4,983.5 |
S1 |
4,964.0 |
4,964.0 |
4,978.2 |
4,955.0 |
S2 |
4,946.0 |
4,946.0 |
4,974.3 |
|
S3 |
4,904.0 |
4,922.0 |
4,970.5 |
|
S4 |
4,862.0 |
4,880.0 |
4,958.9 |
|
|
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 |
4,930.0 |
157.0 |
3.2% |
66.4 |
1.3% |
33% |
False |
False |
657,821 |
10 |
5,087.0 |
4,903.0 |
184.0 |
3.7% |
69.4 |
1.4% |
43% |
False |
False |
685,802 |
20 |
5,087.0 |
4,879.0 |
208.0 |
4.2% |
65.6 |
1.3% |
50% |
False |
False |
744,238 |
40 |
5,132.0 |
4,860.0 |
272.0 |
5.5% |
63.1 |
1.3% |
45% |
False |
False |
401,948 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
58.2 |
1.2% |
45% |
False |
False |
268,657 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
53.7 |
1.1% |
45% |
False |
False |
201,506 |
100 |
5,151.0 |
4,761.0 |
390.0 |
7.8% |
44.9 |
0.9% |
57% |
False |
False |
161,247 |
120 |
5,151.0 |
4,463.0 |
688.0 |
13.8% |
37.5 |
0.8% |
75% |
False |
False |
134,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,190.5 |
2.618 |
5,122.0 |
1.618 |
5,080.0 |
1.000 |
5,054.0 |
0.618 |
5,038.0 |
HIGH |
5,012.0 |
0.618 |
4,996.0 |
0.500 |
4,991.0 |
0.382 |
4,986.0 |
LOW |
4,970.0 |
0.618 |
4,944.0 |
1.000 |
4,928.0 |
1.618 |
4,902.0 |
2.618 |
4,860.0 |
4.250 |
4,791.5 |
|
|
Fisher Pivots for day following 16-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
4,991.0 |
5,028.5 |
PP |
4,988.0 |
5,013.0 |
S1 |
4,985.0 |
4,997.5 |
|