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 |
5,607.75 |
5,585.00 |
-22.75 |
-0.4% |
5,681.00 |
High |
5,629.75 |
5,585.00 |
-44.75 |
-0.8% |
5,721.25 |
Low |
5,587.75 |
5,462.00 |
-125.75 |
-2.3% |
5,542.00 |
Close |
5,599.25 |
5,472.00 |
-127.25 |
-2.3% |
5,553.75 |
Range |
42.00 |
123.00 |
81.00 |
192.9% |
179.25 |
ATR |
56.44 |
62.22 |
5.77 |
10.2% |
0.00 |
Volume |
1,385,653 |
2,178,690 |
793,037 |
57.2% |
9,881,284 |
|
Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,875.25 |
5,796.75 |
5,539.75 |
|
R3 |
5,752.25 |
5,673.75 |
5,505.75 |
|
R2 |
5,629.25 |
5,629.25 |
5,494.50 |
|
R1 |
5,550.75 |
5,550.75 |
5,483.25 |
5,528.50 |
PP |
5,506.25 |
5,506.25 |
5,506.25 |
5,495.25 |
S1 |
5,427.75 |
5,427.75 |
5,460.75 |
5,405.50 |
S2 |
5,383.25 |
5,383.25 |
5,449.50 |
|
S3 |
5,260.25 |
5,304.75 |
5,438.25 |
|
S4 |
5,137.25 |
5,181.75 |
5,404.25 |
|
|
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 |
5,664.00 |
5,462.00 |
202.00 |
3.7% |
77.25 |
1.4% |
5% |
False |
True |
1,974,244 |
10 |
5,721.25 |
5,462.00 |
259.25 |
4.7% |
74.00 |
1.4% |
4% |
False |
True |
1,877,274 |
20 |
5,721.25 |
5,462.00 |
259.25 |
4.7% |
58.75 |
1.1% |
4% |
False |
True |
1,555,879 |
40 |
5,721.25 |
5,267.25 |
454.00 |
8.3% |
55.00 |
1.0% |
45% |
False |
False |
1,063,843 |
60 |
5,721.25 |
5,092.00 |
629.25 |
11.5% |
53.25 |
1.0% |
60% |
False |
False |
710,401 |
80 |
5,721.25 |
5,019.75 |
701.50 |
12.8% |
58.25 |
1.1% |
64% |
False |
False |
533,407 |
100 |
5,721.25 |
5,019.75 |
701.50 |
12.8% |
56.25 |
1.0% |
64% |
False |
False |
427,003 |
120 |
5,721.25 |
4,975.50 |
745.75 |
13.6% |
55.00 |
1.0% |
67% |
False |
False |
355,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,107.75 |
2.618 |
5,907.00 |
1.618 |
5,784.00 |
1.000 |
5,708.00 |
0.618 |
5,661.00 |
HIGH |
5,585.00 |
0.618 |
5,538.00 |
0.500 |
5,523.50 |
0.382 |
5,509.00 |
LOW |
5,462.00 |
0.618 |
5,386.00 |
1.000 |
5,339.00 |
1.618 |
5,263.00 |
2.618 |
5,140.00 |
4.250 |
4,939.25 |
|
|
Fisher Pivots for day following 24-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,523.50 |
5,546.00 |
PP |
5,506.25 |
5,521.25 |
S1 |
5,489.25 |
5,496.50 |
|