| 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 |
8,243.0 |
8,257.5 |
14.5 |
0.2% |
8,225.0 |
| High |
8,299.0 |
8,270.5 |
-28.5 |
-0.3% |
8,299.0 |
| Low |
8,243.0 |
8,177.0 |
-66.0 |
-0.8% |
8,154.5 |
| Close |
8,276.0 |
8,200.5 |
-75.5 |
-0.9% |
8,276.0 |
| Range |
56.0 |
93.5 |
37.5 |
67.0% |
144.5 |
| ATR |
76.0 |
77.6 |
1.6 |
2.2% |
0.0 |
| Volume |
67,703 |
76,819 |
9,116 |
13.5% |
340,965 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,496.5 |
8,442.0 |
8,252.0 |
|
| R3 |
8,403.0 |
8,348.5 |
8,226.0 |
|
| R2 |
8,309.5 |
8,309.5 |
8,217.5 |
|
| R1 |
8,255.0 |
8,255.0 |
8,209.0 |
8,235.5 |
| PP |
8,216.0 |
8,216.0 |
8,216.0 |
8,206.0 |
| S1 |
8,161.5 |
8,161.5 |
8,192.0 |
8,142.0 |
| S2 |
8,122.5 |
8,122.5 |
8,183.5 |
|
| S3 |
8,029.0 |
8,068.0 |
8,175.0 |
|
| S4 |
7,935.5 |
7,974.5 |
8,149.0 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,676.5 |
8,621.0 |
8,355.5 |
|
| R3 |
8,532.0 |
8,476.5 |
8,315.5 |
|
| R2 |
8,387.5 |
8,387.5 |
8,302.5 |
|
| R1 |
8,332.0 |
8,332.0 |
8,289.0 |
8,360.0 |
| PP |
8,243.0 |
8,243.0 |
8,243.0 |
8,257.0 |
| S1 |
8,187.5 |
8,187.5 |
8,263.0 |
8,215.0 |
| S2 |
8,098.5 |
8,098.5 |
8,249.5 |
|
| S3 |
7,954.0 |
8,043.0 |
8,236.5 |
|
| S4 |
7,809.5 |
7,898.5 |
8,196.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,299.0 |
8,154.5 |
144.5 |
1.8% |
71.5 |
0.9% |
32% |
False |
False |
71,546 |
| 10 |
8,310.0 |
8,135.5 |
174.5 |
2.1% |
73.0 |
0.9% |
37% |
False |
False |
72,121 |
| 20 |
8,356.0 |
8,135.5 |
220.5 |
2.7% |
78.5 |
1.0% |
29% |
False |
False |
92,313 |
| 40 |
8,492.0 |
8,135.5 |
356.5 |
4.3% |
71.5 |
0.9% |
18% |
False |
False |
56,132 |
| 60 |
8,492.0 |
7,989.0 |
503.0 |
6.1% |
55.5 |
0.7% |
42% |
False |
False |
37,423 |
| 80 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
55.0 |
0.7% |
58% |
False |
False |
28,071 |
| 100 |
8,492.0 |
7,655.0 |
837.0 |
10.2% |
44.5 |
0.5% |
65% |
False |
False |
22,457 |
| 120 |
8,492.0 |
7,509.0 |
983.0 |
12.0% |
37.5 |
0.5% |
70% |
False |
False |
18,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,668.0 |
|
2.618 |
8,515.5 |
|
1.618 |
8,422.0 |
|
1.000 |
8,364.0 |
|
0.618 |
8,328.5 |
|
HIGH |
8,270.5 |
|
0.618 |
8,235.0 |
|
0.500 |
8,224.0 |
|
0.382 |
8,212.5 |
|
LOW |
8,177.0 |
|
0.618 |
8,119.0 |
|
1.000 |
8,083.5 |
|
1.618 |
8,025.5 |
|
2.618 |
7,932.0 |
|
4.250 |
7,779.5 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,224.0 |
8,238.0 |
| PP |
8,216.0 |
8,225.5 |
| S1 |
8,208.0 |
8,213.0 |
|