Trading Metrics calculated at close of trading on 17-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
5,006.0 |
4,997.0 |
-9.0 |
-0.2% |
4,991.0 |
High |
5,012.0 |
4,997.0 |
-15.0 |
-0.3% |
5,087.0 |
Low |
4,970.0 |
4,907.0 |
-63.0 |
-1.3% |
4,928.0 |
Close |
4,982.0 |
4,927.0 |
-55.0 |
-1.1% |
5,085.0 |
Range |
42.0 |
90.0 |
48.0 |
114.3% |
159.0 |
ATR |
70.2 |
71.7 |
1.4 |
2.0% |
0.0 |
Volume |
639,633 |
776,424 |
136,791 |
21.4% |
3,353,006 |
|
Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,213.7 |
5,160.3 |
4,976.5 |
|
R3 |
5,123.7 |
5,070.3 |
4,951.8 |
|
R2 |
5,033.7 |
5,033.7 |
4,943.5 |
|
R1 |
4,980.3 |
4,980.3 |
4,935.3 |
4,962.0 |
PP |
4,943.7 |
4,943.7 |
4,943.7 |
4,934.5 |
S1 |
4,890.3 |
4,890.3 |
4,918.8 |
4,872.0 |
S2 |
4,853.7 |
4,853.7 |
4,910.5 |
|
S3 |
4,763.7 |
4,800.3 |
4,902.3 |
|
S4 |
4,673.7 |
4,710.3 |
4,877.5 |
|
|
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 |
4,907.0 |
180.0 |
3.7% |
67.8 |
1.4% |
11% |
False |
True |
683,623 |
10 |
5,087.0 |
4,907.0 |
180.0 |
3.7% |
71.0 |
1.4% |
11% |
False |
True |
687,536 |
20 |
5,087.0 |
4,903.0 |
184.0 |
3.7% |
66.5 |
1.3% |
13% |
False |
False |
730,696 |
40 |
5,132.0 |
4,860.0 |
272.0 |
5.5% |
64.8 |
1.3% |
25% |
False |
False |
421,341 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
59.1 |
1.2% |
27% |
False |
False |
281,596 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
54.8 |
1.1% |
27% |
False |
False |
211,212 |
100 |
5,151.0 |
4,771.0 |
380.0 |
7.7% |
45.8 |
0.9% |
41% |
False |
False |
169,011 |
120 |
5,151.0 |
4,561.0 |
590.0 |
12.0% |
38.2 |
0.8% |
62% |
False |
False |
140,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,379.5 |
2.618 |
5,232.6 |
1.618 |
5,142.6 |
1.000 |
5,087.0 |
0.618 |
5,052.6 |
HIGH |
4,997.0 |
0.618 |
4,962.6 |
0.500 |
4,952.0 |
0.382 |
4,941.4 |
LOW |
4,907.0 |
0.618 |
4,851.4 |
1.000 |
4,817.0 |
1.618 |
4,761.4 |
2.618 |
4,671.4 |
4.250 |
4,524.5 |
|
|
Fisher Pivots for day following 17-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
4,952.0 |
4,989.5 |
PP |
4,943.7 |
4,968.7 |
S1 |
4,935.3 |
4,947.8 |
|