Trading Metrics calculated at close of trading on 15-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
20,432.75 |
20,580.00 |
147.25 |
0.7% |
20,591.50 |
High |
20,741.00 |
20,797.00 |
56.00 |
0.3% |
20,983.75 |
Low |
20,335.00 |
20,506.25 |
171.25 |
0.8% |
20,335.00 |
Close |
20,524.00 |
20,583.75 |
59.75 |
0.3% |
20,524.00 |
Range |
406.00 |
290.75 |
-115.25 |
-28.4% |
648.75 |
ATR |
280.58 |
281.30 |
0.73 |
0.3% |
0.00 |
Volume |
724,343 |
703,410 |
-20,933 |
-2.9% |
3,273,961 |
|
Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,501.25 |
21,333.25 |
20,743.75 |
|
R3 |
21,210.50 |
21,042.50 |
20,663.75 |
|
R2 |
20,919.75 |
20,919.75 |
20,637.00 |
|
R1 |
20,751.75 |
20,751.75 |
20,610.50 |
20,835.75 |
PP |
20,629.00 |
20,629.00 |
20,629.00 |
20,671.00 |
S1 |
20,461.00 |
20,461.00 |
20,557.00 |
20,545.00 |
S2 |
20,338.25 |
20,338.25 |
20,530.50 |
|
S3 |
20,047.50 |
20,170.25 |
20,503.75 |
|
S4 |
19,756.75 |
19,879.50 |
20,423.75 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,560.50 |
22,191.00 |
20,880.75 |
|
R3 |
21,911.75 |
21,542.25 |
20,702.50 |
|
R2 |
21,263.00 |
21,263.00 |
20,643.00 |
|
R1 |
20,893.50 |
20,893.50 |
20,583.50 |
20,754.00 |
PP |
20,614.25 |
20,614.25 |
20,614.25 |
20,544.50 |
S1 |
20,244.75 |
20,244.75 |
20,464.50 |
20,105.00 |
S2 |
19,965.50 |
19,965.50 |
20,405.00 |
|
S3 |
19,316.75 |
19,596.00 |
20,345.50 |
|
S4 |
18,668.00 |
18,947.25 |
20,167.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,983.75 |
20,335.00 |
648.75 |
3.2% |
338.25 |
1.6% |
38% |
False |
False |
696,052 |
10 |
20,983.75 |
19,811.75 |
1,172.00 |
5.7% |
292.00 |
1.4% |
66% |
False |
False |
623,352 |
20 |
20,983.75 |
19,726.00 |
1,257.75 |
6.1% |
277.50 |
1.3% |
68% |
False |
False |
618,943 |
40 |
20,983.75 |
18,482.75 |
2,501.00 |
12.2% |
256.00 |
1.2% |
84% |
False |
False |
314,080 |
60 |
20,983.75 |
17,333.50 |
3,650.25 |
17.7% |
264.00 |
1.3% |
89% |
False |
False |
209,697 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
17.7% |
266.25 |
1.3% |
89% |
False |
False |
157,467 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
17.7% |
265.00 |
1.3% |
89% |
False |
False |
126,023 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
17.7% |
255.75 |
1.2% |
89% |
False |
False |
105,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,032.75 |
2.618 |
21,558.25 |
1.618 |
21,267.50 |
1.000 |
21,087.75 |
0.618 |
20,976.75 |
HIGH |
20,797.00 |
0.618 |
20,686.00 |
0.500 |
20,651.50 |
0.382 |
20,617.25 |
LOW |
20,506.25 |
0.618 |
20,326.50 |
1.000 |
20,215.50 |
1.618 |
20,035.75 |
2.618 |
19,745.00 |
4.250 |
19,270.50 |
|
|
Fisher Pivots for day following 15-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,651.50 |
20,659.50 |
PP |
20,629.00 |
20,634.25 |
S1 |
20,606.50 |
20,609.00 |
|