Trading Metrics calculated at close of trading on 24-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
4,949.0 |
4,925.0 |
-24.0 |
-0.5% |
5,062.0 |
High |
4,980.0 |
4,927.0 |
-53.0 |
-1.1% |
5,072.0 |
Low |
4,925.0 |
4,859.0 |
-66.0 |
-1.3% |
4,848.0 |
Close |
4,944.0 |
4,887.0 |
-57.0 |
-1.2% |
4,850.0 |
Range |
55.0 |
68.0 |
13.0 |
23.6% |
224.0 |
ATR |
72.1 |
73.0 |
0.9 |
1.3% |
0.0 |
Volume |
589,251 |
664,605 |
75,354 |
12.8% |
3,682,584 |
|
Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,095.0 |
5,059.0 |
4,924.4 |
|
R3 |
5,027.0 |
4,991.0 |
4,905.7 |
|
R2 |
4,959.0 |
4,959.0 |
4,899.5 |
|
R1 |
4,923.0 |
4,923.0 |
4,893.2 |
4,907.0 |
PP |
4,891.0 |
4,891.0 |
4,891.0 |
4,883.0 |
S1 |
4,855.0 |
4,855.0 |
4,880.8 |
4,839.0 |
S2 |
4,823.0 |
4,823.0 |
4,874.5 |
|
S3 |
4,755.0 |
4,787.0 |
4,868.3 |
|
S4 |
4,687.0 |
4,719.0 |
4,849.6 |
|
|
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 |
4,980.0 |
4,848.0 |
132.0 |
2.7% |
70.6 |
1.4% |
30% |
False |
False |
714,933 |
10 |
5,087.0 |
4,848.0 |
239.0 |
4.9% |
69.2 |
1.4% |
16% |
False |
False |
699,278 |
20 |
5,087.0 |
4,848.0 |
239.0 |
4.9% |
69.1 |
1.4% |
16% |
False |
False |
704,015 |
40 |
5,132.0 |
4,848.0 |
284.0 |
5.8% |
68.4 |
1.4% |
14% |
False |
False |
510,414 |
60 |
5,151.0 |
4,848.0 |
303.0 |
6.2% |
59.4 |
1.2% |
13% |
False |
False |
341,151 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
57.8 |
1.2% |
13% |
False |
False |
255,893 |
100 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
49.4 |
1.0% |
13% |
False |
False |
204,751 |
120 |
5,151.0 |
4,625.0 |
526.0 |
10.8% |
41.2 |
0.8% |
50% |
False |
False |
170,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,216.0 |
2.618 |
5,105.0 |
1.618 |
5,037.0 |
1.000 |
4,995.0 |
0.618 |
4,969.0 |
HIGH |
4,927.0 |
0.618 |
4,901.0 |
0.500 |
4,893.0 |
0.382 |
4,885.0 |
LOW |
4,859.0 |
0.618 |
4,817.0 |
1.000 |
4,791.0 |
1.618 |
4,749.0 |
2.618 |
4,681.0 |
4.250 |
4,570.0 |
|
|
Fisher Pivots for day following 24-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
4,893.0 |
4,919.5 |
PP |
4,891.0 |
4,908.7 |
S1 |
4,889.0 |
4,897.8 |
|