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 |
5,688.75 |
5,715.00 |
26.25 |
0.5% |
5,612.00 |
High |
5,721.25 |
5,717.75 |
-3.50 |
-0.1% |
5,708.25 |
Low |
5,673.00 |
5,631.75 |
-41.25 |
-0.7% |
5,610.75 |
Close |
5,717.25 |
5,639.00 |
-78.25 |
-1.4% |
5,664.75 |
Range |
48.25 |
86.00 |
37.75 |
78.2% |
97.50 |
ATR |
51.19 |
53.67 |
2.49 |
4.9% |
0.00 |
Volume |
1,485,113 |
2,059,862 |
574,749 |
38.7% |
6,900,181 |
|
Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,920.75 |
5,866.00 |
5,686.25 |
|
R3 |
5,834.75 |
5,780.00 |
5,662.75 |
|
R2 |
5,748.75 |
5,748.75 |
5,654.75 |
|
R1 |
5,694.00 |
5,694.00 |
5,647.00 |
5,678.50 |
PP |
5,662.75 |
5,662.75 |
5,662.75 |
5,655.00 |
S1 |
5,608.00 |
5,608.00 |
5,631.00 |
5,592.50 |
S2 |
5,576.75 |
5,576.75 |
5,623.25 |
|
S3 |
5,490.75 |
5,522.00 |
5,615.25 |
|
S4 |
5,404.75 |
5,436.00 |
5,591.75 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,953.75 |
5,906.75 |
5,718.50 |
|
R3 |
5,856.25 |
5,809.25 |
5,691.50 |
|
R2 |
5,758.75 |
5,758.75 |
5,682.50 |
|
R1 |
5,711.75 |
5,711.75 |
5,673.75 |
5,735.25 |
PP |
5,661.25 |
5,661.25 |
5,661.25 |
5,673.00 |
S1 |
5,614.25 |
5,614.25 |
5,655.75 |
5,637.75 |
S2 |
5,563.75 |
5,563.75 |
5,647.00 |
|
S3 |
5,466.25 |
5,516.75 |
5,638.00 |
|
S4 |
5,368.75 |
5,419.25 |
5,611.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,721.25 |
5,621.25 |
100.00 |
1.8% |
70.50 |
1.2% |
18% |
False |
False |
1,780,305 |
10 |
5,721.25 |
5,559.75 |
161.50 |
2.9% |
53.50 |
0.9% |
49% |
False |
False |
1,418,864 |
20 |
5,721.25 |
5,502.75 |
218.50 |
3.9% |
49.00 |
0.9% |
62% |
False |
False |
1,428,166 |
40 |
5,721.25 |
5,267.25 |
454.00 |
8.1% |
51.00 |
0.9% |
82% |
False |
False |
818,007 |
60 |
5,721.25 |
5,062.50 |
658.75 |
11.7% |
52.75 |
0.9% |
88% |
False |
False |
546,122 |
80 |
5,721.25 |
5,019.75 |
701.50 |
12.4% |
55.25 |
1.0% |
88% |
False |
False |
410,091 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.4% |
54.00 |
1.0% |
88% |
False |
False |
328,301 |
120 |
5,721.25 |
4,967.50 |
753.75 |
13.4% |
53.50 |
0.9% |
89% |
False |
False |
273,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,083.25 |
2.618 |
5,943.00 |
1.618 |
5,857.00 |
1.000 |
5,803.75 |
0.618 |
5,771.00 |
HIGH |
5,717.75 |
0.618 |
5,685.00 |
0.500 |
5,674.75 |
0.382 |
5,664.50 |
LOW |
5,631.75 |
0.618 |
5,578.50 |
1.000 |
5,545.75 |
1.618 |
5,492.50 |
2.618 |
5,406.50 |
4.250 |
5,266.25 |
|
|
Fisher Pivots for day following 17-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,674.75 |
5,676.50 |
PP |
5,662.75 |
5,664.00 |
S1 |
5,651.00 |
5,651.50 |
|