| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
4,906.0 |
4,871.0 |
-35.0 |
-0.7% |
5,062.0 |
| High |
4,915.0 |
4,951.0 |
36.0 |
0.7% |
5,072.0 |
| Low |
4,848.0 |
4,859.0 |
11.0 |
0.2% |
4,848.0 |
| Close |
4,850.0 |
4,928.0 |
78.0 |
1.6% |
4,850.0 |
| Range |
67.0 |
92.0 |
25.0 |
37.3% |
224.0 |
| ATR |
71.3 |
73.4 |
2.1 |
3.0% |
0.0 |
| Volume |
828,839 |
729,270 |
-99,569 |
-12.0% |
3,682,584 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,188.7 |
5,150.3 |
4,978.6 |
|
| R3 |
5,096.7 |
5,058.3 |
4,953.3 |
|
| R2 |
5,004.7 |
5,004.7 |
4,944.9 |
|
| R1 |
4,966.3 |
4,966.3 |
4,936.4 |
4,985.5 |
| PP |
4,912.7 |
4,912.7 |
4,912.7 |
4,922.3 |
| S1 |
4,874.3 |
4,874.3 |
4,919.6 |
4,893.5 |
| S2 |
4,820.7 |
4,820.7 |
4,911.1 |
|
| S3 |
4,728.7 |
4,782.3 |
4,902.7 |
|
| S4 |
4,636.7 |
4,690.3 |
4,877.4 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,595.3 |
5,446.7 |
4,973.2 |
|
| R3 |
5,371.3 |
5,222.7 |
4,911.6 |
|
| R2 |
5,147.3 |
5,147.3 |
4,891.1 |
|
| R1 |
4,998.7 |
4,998.7 |
4,870.5 |
4,961.0 |
| PP |
4,923.3 |
4,923.3 |
4,923.3 |
4,904.5 |
| S1 |
4,774.7 |
4,774.7 |
4,829.5 |
4,737.0 |
| S2 |
4,699.3 |
4,699.3 |
4,808.9 |
|
| S3 |
4,475.3 |
4,550.7 |
4,788.4 |
|
| S4 |
4,251.3 |
4,326.7 |
4,726.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,012.0 |
4,848.0 |
164.0 |
3.3% |
72.4 |
1.5% |
49% |
False |
False |
747,373 |
| 10 |
5,087.0 |
4,848.0 |
239.0 |
4.8% |
73.4 |
1.5% |
33% |
False |
False |
716,002 |
| 20 |
5,087.0 |
4,848.0 |
239.0 |
4.8% |
68.8 |
1.4% |
33% |
False |
False |
702,126 |
| 40 |
5,132.0 |
4,848.0 |
284.0 |
5.8% |
68.1 |
1.4% |
28% |
False |
False |
479,102 |
| 60 |
5,151.0 |
4,848.0 |
303.0 |
6.1% |
59.6 |
1.2% |
26% |
False |
False |
320,266 |
| 80 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
57.1 |
1.2% |
27% |
False |
False |
240,220 |
| 100 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
48.1 |
1.0% |
27% |
False |
False |
192,212 |
| 120 |
5,151.0 |
4,625.0 |
526.0 |
10.7% |
40.1 |
0.8% |
58% |
False |
False |
160,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,342.0 |
|
2.618 |
5,191.9 |
|
1.618 |
5,099.9 |
|
1.000 |
5,043.0 |
|
0.618 |
5,007.9 |
|
HIGH |
4,951.0 |
|
0.618 |
4,915.9 |
|
0.500 |
4,905.0 |
|
0.382 |
4,894.1 |
|
LOW |
4,859.0 |
|
0.618 |
4,802.1 |
|
1.000 |
4,767.0 |
|
1.618 |
4,710.1 |
|
2.618 |
4,618.1 |
|
4.250 |
4,468.0 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,920.3 |
4,919.0 |
| PP |
4,912.7 |
4,910.0 |
| S1 |
4,905.0 |
4,901.0 |
|