| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
8,202.0 |
8,210.0 |
8.0 |
0.1% |
8,225.0 |
| High |
8,219.0 |
8,224.5 |
5.5 |
0.1% |
8,299.0 |
| Low |
8,140.0 |
8,144.5 |
4.5 |
0.1% |
8,154.5 |
| Close |
8,187.0 |
8,206.5 |
19.5 |
0.2% |
8,276.0 |
| Range |
79.0 |
80.0 |
1.0 |
1.3% |
144.5 |
| ATR |
77.7 |
77.9 |
0.2 |
0.2% |
0.0 |
| Volume |
70,869 |
83,204 |
12,335 |
17.4% |
340,965 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,432.0 |
8,399.0 |
8,250.5 |
|
| R3 |
8,352.0 |
8,319.0 |
8,228.5 |
|
| R2 |
8,272.0 |
8,272.0 |
8,221.0 |
|
| R1 |
8,239.0 |
8,239.0 |
8,214.0 |
8,215.5 |
| PP |
8,192.0 |
8,192.0 |
8,192.0 |
8,180.0 |
| S1 |
8,159.0 |
8,159.0 |
8,199.0 |
8,135.5 |
| S2 |
8,112.0 |
8,112.0 |
8,192.0 |
|
| S3 |
8,032.0 |
8,079.0 |
8,184.5 |
|
| S4 |
7,952.0 |
7,999.0 |
8,162.5 |
|
|
| 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 |
8,140.0 |
159.0 |
1.9% |
71.0 |
0.9% |
42% |
False |
False |
72,618 |
| 10 |
8,310.0 |
8,140.0 |
170.0 |
2.1% |
76.0 |
0.9% |
39% |
False |
False |
70,548 |
| 20 |
8,356.0 |
8,135.5 |
220.5 |
2.7% |
81.5 |
1.0% |
32% |
False |
False |
83,289 |
| 40 |
8,428.5 |
8,135.5 |
293.0 |
3.6% |
75.5 |
0.9% |
24% |
False |
False |
59,983 |
| 60 |
8,492.0 |
8,085.5 |
406.5 |
5.0% |
56.0 |
0.7% |
30% |
False |
False |
39,991 |
| 80 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
55.0 |
0.7% |
59% |
False |
False |
29,996 |
| 100 |
8,492.0 |
7,655.0 |
837.0 |
10.2% |
46.0 |
0.6% |
66% |
False |
False |
23,997 |
| 120 |
8,492.0 |
7,509.0 |
983.0 |
12.0% |
39.0 |
0.5% |
71% |
False |
False |
19,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,564.5 |
|
2.618 |
8,434.0 |
|
1.618 |
8,354.0 |
|
1.000 |
8,304.5 |
|
0.618 |
8,274.0 |
|
HIGH |
8,224.5 |
|
0.618 |
8,194.0 |
|
0.500 |
8,184.5 |
|
0.382 |
8,175.0 |
|
LOW |
8,144.5 |
|
0.618 |
8,095.0 |
|
1.000 |
8,064.5 |
|
1.618 |
8,015.0 |
|
2.618 |
7,935.0 |
|
4.250 |
7,804.5 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,199.0 |
8,206.0 |
| PP |
8,192.0 |
8,205.5 |
| S1 |
8,184.5 |
8,205.0 |
|