Trading Metrics calculated at close of trading on 24-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
19,982.00 |
19,883.00 |
-99.00 |
-0.5% |
20,580.00 |
High |
20,084.75 |
19,883.00 |
-201.75 |
-1.0% |
20,797.00 |
Low |
19,868.25 |
19,168.75 |
-699.50 |
-3.5% |
19,654.00 |
Close |
19,925.00 |
19,203.25 |
-721.75 |
-3.6% |
19,713.00 |
Range |
216.50 |
714.25 |
497.75 |
229.9% |
1,143.00 |
ATR |
305.37 |
337.58 |
32.21 |
10.5% |
0.00 |
Volume |
601,990 |
846,812 |
244,822 |
40.7% |
3,925,874 |
|
Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,561.00 |
21,096.50 |
19,596.00 |
|
R3 |
20,846.75 |
20,382.25 |
19,399.75 |
|
R2 |
20,132.50 |
20,132.50 |
19,334.25 |
|
R1 |
19,668.00 |
19,668.00 |
19,268.75 |
19,543.00 |
PP |
19,418.25 |
19,418.25 |
19,418.25 |
19,356.00 |
S1 |
18,953.75 |
18,953.75 |
19,137.75 |
18,829.00 |
S2 |
18,704.00 |
18,704.00 |
19,072.25 |
|
S3 |
17,989.75 |
18,239.50 |
19,006.75 |
|
S4 |
17,275.50 |
17,525.25 |
18,810.50 |
|
|
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 |
20,162.50 |
19,168.75 |
993.75 |
5.2% |
397.25 |
2.1% |
3% |
False |
True |
769,010 |
10 |
20,983.75 |
19,168.75 |
1,815.00 |
9.5% |
414.25 |
2.2% |
2% |
False |
True |
766,300 |
20 |
20,983.75 |
19,168.75 |
1,815.00 |
9.5% |
327.00 |
1.7% |
2% |
False |
True |
674,639 |
40 |
20,983.75 |
18,482.75 |
2,501.00 |
13.0% |
292.25 |
1.5% |
29% |
False |
False |
447,088 |
60 |
20,983.75 |
17,606.25 |
3,377.50 |
17.6% |
270.25 |
1.4% |
47% |
False |
False |
298,388 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
19.0% |
286.00 |
1.5% |
51% |
False |
False |
224,036 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
19.0% |
279.25 |
1.5% |
51% |
False |
False |
179,313 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
19.0% |
268.00 |
1.4% |
51% |
False |
False |
149,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,918.50 |
2.618 |
21,753.00 |
1.618 |
21,038.75 |
1.000 |
20,597.25 |
0.618 |
20,324.50 |
HIGH |
19,883.00 |
0.618 |
19,610.25 |
0.500 |
19,526.00 |
0.382 |
19,441.50 |
LOW |
19,168.75 |
0.618 |
18,727.25 |
1.000 |
18,454.50 |
1.618 |
18,013.00 |
2.618 |
17,298.75 |
4.250 |
16,133.25 |
|
|
Fisher Pivots for day following 24-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
19,526.00 |
19,626.75 |
PP |
19,418.25 |
19,485.50 |
S1 |
19,310.75 |
19,344.50 |
|