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 |
5,715.00 |
5,644.00 |
-71.00 |
-1.2% |
5,612.00 |
High |
5,717.75 |
5,664.00 |
-53.75 |
-0.9% |
5,708.25 |
Low |
5,631.75 |
5,570.25 |
-61.50 |
-1.1% |
5,610.75 |
Close |
5,639.00 |
5,594.50 |
-44.50 |
-0.8% |
5,664.75 |
Range |
86.00 |
93.75 |
7.75 |
9.0% |
97.50 |
ATR |
53.67 |
56.54 |
2.86 |
5.3% |
0.00 |
Volume |
2,059,862 |
2,528,379 |
468,517 |
22.7% |
6,900,181 |
|
Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,890.75 |
5,836.50 |
5,646.00 |
|
R3 |
5,797.00 |
5,742.75 |
5,620.25 |
|
R2 |
5,703.25 |
5,703.25 |
5,611.75 |
|
R1 |
5,649.00 |
5,649.00 |
5,603.00 |
5,629.25 |
PP |
5,609.50 |
5,609.50 |
5,609.50 |
5,599.75 |
S1 |
5,555.25 |
5,555.25 |
5,586.00 |
5,535.50 |
S2 |
5,515.75 |
5,515.75 |
5,577.25 |
|
S3 |
5,422.00 |
5,461.50 |
5,568.75 |
|
S4 |
5,328.25 |
5,367.75 |
5,543.00 |
|
|
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 |
5,570.25 |
151.00 |
2.7% |
73.75 |
1.3% |
16% |
False |
True |
1,891,828 |
10 |
5,721.25 |
5,570.25 |
151.00 |
2.7% |
59.25 |
1.1% |
16% |
False |
True |
1,590,805 |
20 |
5,721.25 |
5,502.75 |
218.50 |
3.9% |
52.75 |
0.9% |
42% |
False |
False |
1,476,513 |
40 |
5,721.25 |
5,267.25 |
454.00 |
8.1% |
52.75 |
0.9% |
72% |
False |
False |
881,131 |
60 |
5,721.25 |
5,078.75 |
642.50 |
11.5% |
53.00 |
0.9% |
80% |
False |
False |
588,208 |
80 |
5,721.25 |
5,019.75 |
701.50 |
12.5% |
56.00 |
1.0% |
82% |
False |
False |
441,672 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.5% |
54.75 |
1.0% |
82% |
False |
False |
353,582 |
120 |
5,721.25 |
4,967.50 |
753.75 |
13.5% |
54.00 |
1.0% |
83% |
False |
False |
294,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,062.50 |
2.618 |
5,909.50 |
1.618 |
5,815.75 |
1.000 |
5,757.75 |
0.618 |
5,722.00 |
HIGH |
5,664.00 |
0.618 |
5,628.25 |
0.500 |
5,617.00 |
0.382 |
5,606.00 |
LOW |
5,570.25 |
0.618 |
5,512.25 |
1.000 |
5,476.50 |
1.618 |
5,418.50 |
2.618 |
5,324.75 |
4.250 |
5,171.75 |
|
|
Fisher Pivots for day following 18-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,617.00 |
5,645.75 |
PP |
5,609.50 |
5,628.75 |
S1 |
5,602.00 |
5,611.50 |
|