Trading Metrics calculated at close of trading on 18-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
4,997.0 |
4,927.0 |
-70.0 |
-1.4% |
4,991.0 |
High |
4,997.0 |
4,954.0 |
-43.0 |
-0.9% |
5,087.0 |
Low |
4,907.0 |
4,883.0 |
-24.0 |
-0.5% |
4,928.0 |
Close |
4,927.0 |
4,906.0 |
-21.0 |
-0.4% |
5,085.0 |
Range |
90.0 |
71.0 |
-19.0 |
-21.1% |
159.0 |
ATR |
71.7 |
71.6 |
0.0 |
-0.1% |
0.0 |
Volume |
776,424 |
762,703 |
-13,721 |
-1.8% |
3,353,006 |
|
Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,127.3 |
5,087.7 |
4,945.1 |
|
R3 |
5,056.3 |
5,016.7 |
4,925.5 |
|
R2 |
4,985.3 |
4,985.3 |
4,919.0 |
|
R1 |
4,945.7 |
4,945.7 |
4,912.5 |
4,930.0 |
PP |
4,914.3 |
4,914.3 |
4,914.3 |
4,906.5 |
S1 |
4,874.7 |
4,874.7 |
4,899.5 |
4,859.0 |
S2 |
4,843.3 |
4,843.3 |
4,893.0 |
|
S3 |
4,772.3 |
4,803.7 |
4,886.5 |
|
S4 |
4,701.3 |
4,732.7 |
4,867.0 |
|
|
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 |
4,883.0 |
204.0 |
4.2% |
72.8 |
1.5% |
11% |
False |
True |
707,675 |
10 |
5,087.0 |
4,883.0 |
204.0 |
4.2% |
71.8 |
1.5% |
11% |
False |
True |
690,165 |
20 |
5,087.0 |
4,883.0 |
204.0 |
4.2% |
67.7 |
1.4% |
11% |
False |
True |
703,952 |
40 |
5,132.0 |
4,860.0 |
272.0 |
5.5% |
66.2 |
1.3% |
17% |
False |
False |
440,403 |
60 |
5,151.0 |
4,860.0 |
291.0 |
5.9% |
59.1 |
1.2% |
16% |
False |
False |
294,302 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
55.6 |
1.1% |
20% |
False |
False |
220,744 |
100 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
46.5 |
0.9% |
20% |
False |
False |
176,638 |
120 |
5,151.0 |
4,578.0 |
573.0 |
11.7% |
38.8 |
0.8% |
57% |
False |
False |
147,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,255.8 |
2.618 |
5,139.9 |
1.618 |
5,068.9 |
1.000 |
5,025.0 |
0.618 |
4,997.9 |
HIGH |
4,954.0 |
0.618 |
4,926.9 |
0.500 |
4,918.5 |
0.382 |
4,910.1 |
LOW |
4,883.0 |
0.618 |
4,839.1 |
1.000 |
4,812.0 |
1.618 |
4,768.1 |
2.618 |
4,697.1 |
4.250 |
4,581.3 |
|
|
Fisher Pivots for day following 18-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
4,918.5 |
4,947.5 |
PP |
4,914.3 |
4,933.7 |
S1 |
4,910.2 |
4,919.8 |
|