| 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 |
8,195.0 |
8,218.0 |
23.0 |
0.3% |
8,257.5 |
| High |
8,251.5 |
8,238.0 |
-13.5 |
-0.2% |
8,283.0 |
| Low |
8,171.5 |
8,157.5 |
-14.0 |
-0.2% |
8,140.0 |
| Close |
8,216.5 |
8,168.5 |
-48.0 |
-0.6% |
8,154.0 |
| Range |
80.0 |
80.5 |
0.5 |
0.6% |
143.0 |
| ATR |
81.6 |
81.5 |
-0.1 |
-0.1% |
0.0 |
| Volume |
66,719 |
75,771 |
9,052 |
13.6% |
391,184 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,429.5 |
8,379.5 |
8,213.0 |
|
| R3 |
8,349.0 |
8,299.0 |
8,190.5 |
|
| R2 |
8,268.5 |
8,268.5 |
8,183.5 |
|
| R1 |
8,218.5 |
8,218.5 |
8,176.0 |
8,203.0 |
| PP |
8,188.0 |
8,188.0 |
8,188.0 |
8,180.5 |
| S1 |
8,138.0 |
8,138.0 |
8,161.0 |
8,123.0 |
| S2 |
8,107.5 |
8,107.5 |
8,153.5 |
|
| S3 |
8,027.0 |
8,057.5 |
8,146.5 |
|
| S4 |
7,946.5 |
7,977.0 |
8,124.0 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,621.5 |
8,530.5 |
8,232.5 |
|
| R3 |
8,478.5 |
8,387.5 |
8,193.5 |
|
| R2 |
8,335.5 |
8,335.5 |
8,180.0 |
|
| R1 |
8,244.5 |
8,244.5 |
8,167.0 |
8,218.5 |
| PP |
8,192.5 |
8,192.5 |
8,192.5 |
8,179.0 |
| S1 |
8,101.5 |
8,101.5 |
8,141.0 |
8,075.5 |
| S2 |
8,049.5 |
8,049.5 |
8,128.0 |
|
| S3 |
7,906.5 |
7,958.5 |
8,114.5 |
|
| S4 |
7,763.5 |
7,815.5 |
8,075.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,283.0 |
8,140.5 |
142.5 |
1.7% |
84.0 |
1.0% |
20% |
False |
False |
77,197 |
| 10 |
8,299.0 |
8,140.0 |
159.0 |
1.9% |
77.0 |
0.9% |
18% |
False |
False |
72,684 |
| 20 |
8,341.5 |
8,135.5 |
206.0 |
2.5% |
79.0 |
1.0% |
16% |
False |
False |
78,165 |
| 40 |
8,390.0 |
8,135.5 |
254.5 |
3.1% |
77.5 |
0.9% |
13% |
False |
False |
67,547 |
| 60 |
8,492.0 |
8,135.5 |
356.5 |
4.4% |
59.0 |
0.7% |
9% |
False |
False |
45,037 |
| 80 |
8,492.0 |
7,801.0 |
691.0 |
8.5% |
57.5 |
0.7% |
53% |
False |
False |
33,780 |
| 100 |
8,492.0 |
7,661.0 |
831.0 |
10.2% |
49.5 |
0.6% |
61% |
False |
False |
27,025 |
| 120 |
8,492.0 |
7,509.0 |
983.0 |
12.0% |
41.5 |
0.5% |
67% |
False |
False |
22,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,580.0 |
|
2.618 |
8,448.5 |
|
1.618 |
8,368.0 |
|
1.000 |
8,318.5 |
|
0.618 |
8,287.5 |
|
HIGH |
8,238.0 |
|
0.618 |
8,207.0 |
|
0.500 |
8,198.0 |
|
0.382 |
8,188.5 |
|
LOW |
8,157.5 |
|
0.618 |
8,108.0 |
|
1.000 |
8,077.0 |
|
1.618 |
8,027.5 |
|
2.618 |
7,947.0 |
|
4.250 |
7,815.5 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,198.0 |
8,196.0 |
| PP |
8,188.0 |
8,187.0 |
| S1 |
8,178.0 |
8,177.5 |
|