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 |
20,591.00 |
20,024.25 |
-566.75 |
-2.8% |
20,591.50 |
High |
20,597.75 |
20,162.50 |
-435.25 |
-2.1% |
20,983.75 |
Low |
19,965.75 |
19,758.75 |
-207.00 |
-1.0% |
20,335.00 |
Close |
19,997.50 |
19,899.25 |
-98.25 |
-0.5% |
20,524.00 |
Range |
632.00 |
403.75 |
-228.25 |
-36.1% |
648.75 |
ATR |
302.30 |
309.55 |
7.25 |
2.4% |
0.00 |
Volume |
854,323 |
964,287 |
109,964 |
12.9% |
3,273,961 |
|
Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,151.50 |
20,929.00 |
20,121.25 |
|
R3 |
20,747.75 |
20,525.25 |
20,010.25 |
|
R2 |
20,344.00 |
20,344.00 |
19,973.25 |
|
R1 |
20,121.50 |
20,121.50 |
19,936.25 |
20,031.00 |
PP |
19,940.25 |
19,940.25 |
19,940.25 |
19,894.75 |
S1 |
19,717.75 |
19,717.75 |
19,862.25 |
19,627.00 |
S2 |
19,536.50 |
19,536.50 |
19,825.25 |
|
S3 |
19,132.75 |
19,314.00 |
19,788.25 |
|
S4 |
18,729.00 |
18,910.25 |
19,677.25 |
|
|
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 |
20,797.00 |
19,758.75 |
1,038.25 |
5.2% |
390.50 |
2.0% |
14% |
False |
True |
775,221 |
10 |
20,983.75 |
19,758.75 |
1,225.00 |
6.2% |
333.50 |
1.7% |
11% |
False |
True |
702,593 |
20 |
20,983.75 |
19,726.00 |
1,257.75 |
6.3% |
304.75 |
1.5% |
14% |
False |
False |
667,923 |
40 |
20,983.75 |
18,482.75 |
2,501.00 |
12.6% |
276.75 |
1.4% |
57% |
False |
False |
375,231 |
60 |
20,983.75 |
17,508.00 |
3,475.75 |
17.5% |
267.75 |
1.3% |
69% |
False |
False |
250,429 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
18.3% |
274.25 |
1.4% |
70% |
False |
False |
188,043 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
18.3% |
269.25 |
1.4% |
70% |
False |
False |
150,506 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.3% |
262.00 |
1.3% |
70% |
False |
False |
125,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,878.50 |
2.618 |
21,219.50 |
1.618 |
20,815.75 |
1.000 |
20,566.25 |
0.618 |
20,412.00 |
HIGH |
20,162.50 |
0.618 |
20,008.25 |
0.500 |
19,960.50 |
0.382 |
19,913.00 |
LOW |
19,758.75 |
0.618 |
19,509.25 |
1.000 |
19,355.00 |
1.618 |
19,105.50 |
2.618 |
18,701.75 |
4.250 |
18,042.75 |
|
|
Fisher Pivots for day following 18-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
19,960.50 |
20,221.50 |
PP |
19,940.25 |
20,114.25 |
S1 |
19,919.75 |
20,006.75 |
|