Trading Metrics calculated at close of trading on 15-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
18,660.0 |
18,863.0 |
203.0 |
1.1% |
18,567.0 |
High |
18,928.0 |
18,890.0 |
-38.0 |
-0.2% |
18,928.0 |
Low |
18,660.0 |
18,680.0 |
20.0 |
0.1% |
18,362.0 |
Close |
18,917.0 |
18,744.0 |
-173.0 |
-0.9% |
18,917.0 |
Range |
268.0 |
210.0 |
-58.0 |
-21.6% |
566.0 |
ATR |
227.4 |
228.1 |
0.7 |
0.3% |
0.0 |
Volume |
39,705 |
34,141 |
-5,564 |
-14.0% |
184,358 |
|
Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,401.3 |
19,282.7 |
18,859.5 |
|
R3 |
19,191.3 |
19,072.7 |
18,801.8 |
|
R2 |
18,981.3 |
18,981.3 |
18,782.5 |
|
R1 |
18,862.7 |
18,862.7 |
18,763.3 |
18,817.0 |
PP |
18,771.3 |
18,771.3 |
18,771.3 |
18,748.5 |
S1 |
18,652.7 |
18,652.7 |
18,724.8 |
18,607.0 |
S2 |
18,561.3 |
18,561.3 |
18,705.5 |
|
S3 |
18,351.3 |
18,442.7 |
18,686.3 |
|
S4 |
18,141.3 |
18,232.7 |
18,628.5 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,433.7 |
20,241.3 |
19,228.3 |
|
R3 |
19,867.7 |
19,675.3 |
19,072.7 |
|
R2 |
19,301.7 |
19,301.7 |
19,020.8 |
|
R1 |
19,109.3 |
19,109.3 |
18,968.9 |
19,205.5 |
PP |
18,735.7 |
18,735.7 |
18,735.7 |
18,783.8 |
S1 |
18,543.3 |
18,543.3 |
18,865.1 |
18,639.5 |
S2 |
18,169.7 |
18,169.7 |
18,813.2 |
|
S3 |
17,603.7 |
17,977.3 |
18,761.4 |
|
S4 |
17,037.7 |
17,411.3 |
18,605.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,928.0 |
18,362.0 |
566.0 |
3.0% |
235.2 |
1.3% |
67% |
False |
False |
37,141 |
10 |
18,928.0 |
18,191.0 |
737.0 |
3.9% |
238.0 |
1.3% |
75% |
False |
False |
38,818 |
20 |
18,928.0 |
18,162.0 |
766.0 |
4.1% |
227.3 |
1.2% |
76% |
False |
False |
36,565 |
40 |
19,130.0 |
18,162.0 |
968.0 |
5.2% |
182.6 |
1.0% |
60% |
False |
False |
18,550 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.0% |
151.7 |
0.8% |
61% |
False |
False |
12,373 |
80 |
19,180.0 |
18,051.0 |
1,129.0 |
6.0% |
137.3 |
0.7% |
61% |
False |
False |
9,282 |
100 |
19,180.0 |
17,545.0 |
1,635.0 |
8.7% |
111.2 |
0.6% |
73% |
False |
False |
7,426 |
120 |
19,180.0 |
17,147.0 |
2,033.0 |
10.8% |
92.7 |
0.5% |
79% |
False |
False |
6,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,782.5 |
2.618 |
19,439.8 |
1.618 |
19,229.8 |
1.000 |
19,100.0 |
0.618 |
19,019.8 |
HIGH |
18,890.0 |
0.618 |
18,809.8 |
0.500 |
18,785.0 |
0.382 |
18,760.2 |
LOW |
18,680.0 |
0.618 |
18,550.2 |
1.000 |
18,470.0 |
1.618 |
18,340.2 |
2.618 |
18,130.2 |
4.250 |
17,787.5 |
|
|
Fisher Pivots for day following 15-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
18,785.0 |
18,743.7 |
PP |
18,771.3 |
18,743.3 |
S1 |
18,757.7 |
18,743.0 |
|