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 |
5,602.50 |
5,564.50 |
-38.00 |
-0.7% |
5,681.00 |
High |
5,607.50 |
5,616.00 |
8.50 |
0.2% |
5,721.25 |
Low |
5,542.00 |
5,553.50 |
11.50 |
0.2% |
5,542.00 |
Close |
5,553.75 |
5,610.75 |
57.00 |
1.0% |
5,553.75 |
Range |
65.50 |
62.50 |
-3.00 |
-4.6% |
179.25 |
ATR |
57.18 |
57.56 |
0.38 |
0.7% |
0.00 |
Volume |
2,106,581 |
1,671,918 |
-434,663 |
-20.6% |
9,881,284 |
|
Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,781.00 |
5,758.25 |
5,645.00 |
|
R3 |
5,718.50 |
5,695.75 |
5,628.00 |
|
R2 |
5,656.00 |
5,656.00 |
5,622.25 |
|
R1 |
5,633.25 |
5,633.25 |
5,616.50 |
5,644.50 |
PP |
5,593.50 |
5,593.50 |
5,593.50 |
5,599.00 |
S1 |
5,570.75 |
5,570.75 |
5,605.00 |
5,582.00 |
S2 |
5,531.00 |
5,531.00 |
5,599.25 |
|
S3 |
5,468.50 |
5,508.25 |
5,593.50 |
|
S4 |
5,406.00 |
5,445.75 |
5,576.50 |
|
|
Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,143.50 |
6,027.75 |
5,652.25 |
|
R3 |
5,964.25 |
5,848.50 |
5,603.00 |
|
R2 |
5,785.00 |
5,785.00 |
5,586.50 |
|
R1 |
5,669.25 |
5,669.25 |
5,570.25 |
5,637.50 |
PP |
5,605.75 |
5,605.75 |
5,605.75 |
5,589.75 |
S1 |
5,490.00 |
5,490.00 |
5,537.25 |
5,458.25 |
S2 |
5,426.50 |
5,426.50 |
5,521.00 |
|
S3 |
5,247.25 |
5,310.75 |
5,504.50 |
|
S4 |
5,068.00 |
5,131.50 |
5,455.25 |
|
|
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 |
5,542.00 |
179.25 |
3.2% |
71.25 |
1.3% |
38% |
False |
False |
1,970,370 |
10 |
5,721.25 |
5,542.00 |
179.25 |
3.2% |
65.25 |
1.2% |
38% |
False |
False |
1,747,219 |
20 |
5,721.25 |
5,502.75 |
218.50 |
3.9% |
54.25 |
1.0% |
49% |
False |
False |
1,505,239 |
40 |
5,721.25 |
5,267.25 |
454.00 |
8.1% |
54.25 |
1.0% |
76% |
False |
False |
975,185 |
60 |
5,721.25 |
5,078.75 |
642.50 |
11.5% |
53.00 |
0.9% |
83% |
False |
False |
651,109 |
80 |
5,721.25 |
5,019.75 |
701.50 |
12.5% |
57.00 |
1.0% |
84% |
False |
False |
488,885 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.5% |
55.50 |
1.0% |
84% |
False |
False |
391,363 |
120 |
5,721.25 |
4,967.50 |
753.75 |
13.4% |
54.25 |
1.0% |
85% |
False |
False |
326,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,881.50 |
2.618 |
5,779.50 |
1.618 |
5,717.00 |
1.000 |
5,678.50 |
0.618 |
5,654.50 |
HIGH |
5,616.00 |
0.618 |
5,592.00 |
0.500 |
5,584.75 |
0.382 |
5,577.50 |
LOW |
5,553.50 |
0.618 |
5,515.00 |
1.000 |
5,491.00 |
1.618 |
5,452.50 |
2.618 |
5,390.00 |
4.250 |
5,288.00 |
|
|
Fisher Pivots for day following 22-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,602.00 |
5,608.25 |
PP |
5,593.50 |
5,605.50 |
S1 |
5,584.75 |
5,603.00 |
|