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 |
19,955.00 |
19,749.00 |
-206.00 |
-1.0% |
20,580.00 |
High |
19,979.75 |
20,044.75 |
65.00 |
0.3% |
20,797.00 |
Low |
19,654.00 |
19,718.75 |
64.75 |
0.3% |
19,654.00 |
Close |
19,713.00 |
20,001.00 |
288.00 |
1.5% |
19,713.00 |
Range |
325.75 |
326.00 |
0.25 |
0.1% |
1,143.00 |
ATR |
310.71 |
312.21 |
1.50 |
0.5% |
0.00 |
Volume |
774,109 |
657,854 |
-116,255 |
-15.0% |
3,925,874 |
|
Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,899.50 |
20,776.25 |
20,180.25 |
|
R3 |
20,573.50 |
20,450.25 |
20,090.75 |
|
R2 |
20,247.50 |
20,247.50 |
20,060.75 |
|
R1 |
20,124.25 |
20,124.25 |
20,031.00 |
20,186.00 |
PP |
19,921.50 |
19,921.50 |
19,921.50 |
19,952.25 |
S1 |
19,798.25 |
19,798.25 |
19,971.00 |
19,860.00 |
S2 |
19,595.50 |
19,595.50 |
19,941.25 |
|
S3 |
19,269.50 |
19,472.25 |
19,911.25 |
|
S4 |
18,943.50 |
19,146.25 |
19,821.75 |
|
|
Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,483.75 |
22,741.25 |
20,341.75 |
|
R3 |
22,340.75 |
21,598.25 |
20,027.25 |
|
R2 |
21,197.75 |
21,197.75 |
19,922.50 |
|
R1 |
20,455.25 |
20,455.25 |
19,817.75 |
20,255.00 |
PP |
20,054.75 |
20,054.75 |
20,054.75 |
19,954.50 |
S1 |
19,312.25 |
19,312.25 |
19,608.25 |
19,112.00 |
S2 |
18,911.75 |
18,911.75 |
19,503.50 |
|
S3 |
17,768.75 |
18,169.25 |
19,398.75 |
|
S4 |
16,625.75 |
17,026.25 |
19,084.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,684.50 |
19,654.00 |
1,030.50 |
5.2% |
381.50 |
1.9% |
34% |
False |
False |
776,063 |
10 |
20,983.75 |
19,654.00 |
1,329.75 |
6.6% |
360.00 |
1.8% |
26% |
False |
False |
736,058 |
20 |
20,983.75 |
19,654.00 |
1,329.75 |
6.6% |
308.25 |
1.5% |
26% |
False |
False |
665,120 |
40 |
20,983.75 |
18,482.75 |
2,501.00 |
12.5% |
285.00 |
1.4% |
61% |
False |
False |
410,964 |
60 |
20,983.75 |
17,530.50 |
3,453.25 |
17.3% |
267.25 |
1.3% |
72% |
False |
False |
274,269 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
18.3% |
278.00 |
1.4% |
73% |
False |
False |
205,936 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
18.3% |
273.50 |
1.4% |
73% |
False |
False |
164,825 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.3% |
264.25 |
1.3% |
73% |
False |
False |
137,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,430.25 |
2.618 |
20,898.25 |
1.618 |
20,572.25 |
1.000 |
20,370.75 |
0.618 |
20,246.25 |
HIGH |
20,044.75 |
0.618 |
19,920.25 |
0.500 |
19,881.75 |
0.382 |
19,843.25 |
LOW |
19,718.75 |
0.618 |
19,517.25 |
1.000 |
19,392.75 |
1.618 |
19,191.25 |
2.618 |
18,865.25 |
4.250 |
18,333.25 |
|
|
Fisher Pivots for day following 22-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
19,961.25 |
19,970.00 |
PP |
19,921.50 |
19,939.25 |
S1 |
19,881.75 |
19,908.25 |
|