Trading Metrics calculated at close of trading on 16-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
20,580.00 |
20,628.00 |
48.00 |
0.2% |
20,591.50 |
High |
20,797.00 |
20,684.50 |
-112.50 |
-0.5% |
20,983.75 |
Low |
20,506.25 |
20,464.50 |
-41.75 |
-0.2% |
20,335.00 |
Close |
20,583.75 |
20,598.00 |
14.25 |
0.1% |
20,524.00 |
Range |
290.75 |
220.00 |
-70.75 |
-24.3% |
648.75 |
ATR |
281.30 |
276.92 |
-4.38 |
-1.6% |
0.00 |
Volume |
703,410 |
629,745 |
-73,665 |
-10.5% |
3,273,961 |
|
Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,242.25 |
21,140.25 |
20,719.00 |
|
R3 |
21,022.25 |
20,920.25 |
20,658.50 |
|
R2 |
20,802.25 |
20,802.25 |
20,638.25 |
|
R1 |
20,700.25 |
20,700.25 |
20,618.25 |
20,641.25 |
PP |
20,582.25 |
20,582.25 |
20,582.25 |
20,553.00 |
S1 |
20,480.25 |
20,480.25 |
20,577.75 |
20,421.25 |
S2 |
20,362.25 |
20,362.25 |
20,557.75 |
|
S3 |
20,142.25 |
20,260.25 |
20,537.50 |
|
S4 |
19,922.25 |
20,040.25 |
20,477.00 |
|
|
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 |
3.1% |
351.00 |
1.7% |
41% |
False |
False |
708,064 |
10 |
20,983.75 |
19,910.00 |
1,073.75 |
5.2% |
287.75 |
1.4% |
64% |
False |
False |
622,392 |
20 |
20,983.75 |
19,726.00 |
1,257.75 |
6.1% |
278.50 |
1.4% |
69% |
False |
False |
638,340 |
40 |
20,983.75 |
18,482.75 |
2,501.00 |
12.1% |
258.50 |
1.3% |
85% |
False |
False |
329,807 |
60 |
20,983.75 |
17,333.50 |
3,650.25 |
17.7% |
262.75 |
1.3% |
89% |
False |
False |
220,173 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
17.7% |
265.25 |
1.3% |
89% |
False |
False |
165,325 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
17.7% |
264.00 |
1.3% |
89% |
False |
False |
132,320 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
17.7% |
256.50 |
1.2% |
89% |
False |
False |
110,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,619.50 |
2.618 |
21,260.50 |
1.618 |
21,040.50 |
1.000 |
20,904.50 |
0.618 |
20,820.50 |
HIGH |
20,684.50 |
0.618 |
20,600.50 |
0.500 |
20,574.50 |
0.382 |
20,548.50 |
LOW |
20,464.50 |
0.618 |
20,328.50 |
1.000 |
20,244.50 |
1.618 |
20,108.50 |
2.618 |
19,888.50 |
4.250 |
19,529.50 |
|
|
Fisher Pivots for day following 16-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,590.25 |
20,587.25 |
PP |
20,582.25 |
20,576.75 |
S1 |
20,574.50 |
20,566.00 |
|