Trading Metrics calculated at close of trading on 23-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
19,749.00 |
19,982.00 |
233.00 |
1.2% |
20,580.00 |
High |
20,044.75 |
20,084.75 |
40.00 |
0.2% |
20,797.00 |
Low |
19,718.75 |
19,868.25 |
149.50 |
0.8% |
19,654.00 |
Close |
20,001.00 |
19,925.00 |
-76.00 |
-0.4% |
19,713.00 |
Range |
326.00 |
216.50 |
-109.50 |
-33.6% |
1,143.00 |
ATR |
312.21 |
305.37 |
-6.84 |
-2.2% |
0.00 |
Volume |
657,854 |
601,990 |
-55,864 |
-8.5% |
3,925,874 |
|
Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,608.75 |
20,483.50 |
20,044.00 |
|
R3 |
20,392.25 |
20,267.00 |
19,984.50 |
|
R2 |
20,175.75 |
20,175.75 |
19,964.75 |
|
R1 |
20,050.50 |
20,050.50 |
19,944.75 |
20,005.00 |
PP |
19,959.25 |
19,959.25 |
19,959.25 |
19,936.50 |
S1 |
19,834.00 |
19,834.00 |
19,905.25 |
19,788.50 |
S2 |
19,742.75 |
19,742.75 |
19,885.25 |
|
S3 |
19,526.25 |
19,617.50 |
19,865.50 |
|
S4 |
19,309.75 |
19,401.00 |
19,806.00 |
|
|
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 |
20,597.75 |
19,654.00 |
943.75 |
4.7% |
380.75 |
1.9% |
29% |
False |
False |
770,512 |
10 |
20,983.75 |
19,654.00 |
1,329.75 |
6.7% |
366.00 |
1.8% |
20% |
False |
False |
739,288 |
20 |
20,983.75 |
19,654.00 |
1,329.75 |
6.7% |
304.00 |
1.5% |
20% |
False |
False |
661,024 |
40 |
20,983.75 |
18,482.75 |
2,501.00 |
12.6% |
280.50 |
1.4% |
58% |
False |
False |
425,957 |
60 |
20,983.75 |
17,606.25 |
3,377.50 |
17.0% |
262.00 |
1.3% |
69% |
False |
False |
284,288 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
18.3% |
278.25 |
1.4% |
71% |
False |
False |
213,455 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
18.3% |
274.75 |
1.4% |
71% |
False |
False |
170,845 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
18.3% |
264.00 |
1.3% |
71% |
False |
False |
142,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,005.00 |
2.618 |
20,651.50 |
1.618 |
20,435.00 |
1.000 |
20,301.25 |
0.618 |
20,218.50 |
HIGH |
20,084.75 |
0.618 |
20,002.00 |
0.500 |
19,976.50 |
0.382 |
19,951.00 |
LOW |
19,868.25 |
0.618 |
19,734.50 |
1.000 |
19,651.75 |
1.618 |
19,518.00 |
2.618 |
19,301.50 |
4.250 |
18,948.00 |
|
|
Fisher Pivots for day following 23-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
19,976.50 |
19,906.50 |
PP |
19,959.25 |
19,888.00 |
S1 |
19,942.25 |
19,869.50 |
|