| 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 |
2,148.3 |
2,175.5 |
27.2 |
1.3% |
2,040.8 |
| High |
2,186.4 |
2,219.9 |
33.5 |
1.5% |
2,186.4 |
| Low |
2,144.8 |
2,170.9 |
26.1 |
1.2% |
2,036.7 |
| Close |
2,167.0 |
2,207.6 |
40.6 |
1.9% |
2,167.0 |
| Range |
41.6 |
49.0 |
7.4 |
17.8% |
149.7 |
| ATR |
35.0 |
36.3 |
1.3 |
3.7% |
0.0 |
| Volume |
296,515 |
271,803 |
-24,712 |
-8.3% |
1,158,065 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,346.5 |
2,326.0 |
2,234.6 |
|
| R3 |
2,297.5 |
2,277.0 |
2,221.1 |
|
| R2 |
2,248.5 |
2,248.5 |
2,216.6 |
|
| R1 |
2,228.0 |
2,228.0 |
2,212.1 |
2,238.3 |
| PP |
2,199.5 |
2,199.5 |
2,199.5 |
2,204.6 |
| S1 |
2,179.0 |
2,179.0 |
2,203.1 |
2,189.3 |
| S2 |
2,150.5 |
2,150.5 |
2,198.6 |
|
| S3 |
2,101.5 |
2,130.0 |
2,194.1 |
|
| S4 |
2,052.5 |
2,081.0 |
2,180.7 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,579.1 |
2,522.8 |
2,249.3 |
|
| R3 |
2,429.4 |
2,373.1 |
2,208.2 |
|
| R2 |
2,279.7 |
2,279.7 |
2,194.4 |
|
| R1 |
2,223.4 |
2,223.4 |
2,180.7 |
2,251.6 |
| PP |
2,130.0 |
2,130.0 |
2,130.0 |
2,144.1 |
| S1 |
2,073.7 |
2,073.7 |
2,153.3 |
2,101.9 |
| S2 |
1,980.3 |
1,980.3 |
2,139.6 |
|
| S3 |
1,830.6 |
1,924.0 |
2,125.8 |
|
| S4 |
1,680.9 |
1,774.3 |
2,084.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,219.9 |
2,039.3 |
180.6 |
8.2% |
44.7 |
2.0% |
93% |
True |
False |
250,614 |
| 10 |
2,219.9 |
2,032.8 |
187.1 |
8.5% |
36.9 |
1.7% |
93% |
True |
False |
206,350 |
| 20 |
2,219.9 |
2,015.2 |
204.7 |
9.3% |
33.0 |
1.5% |
94% |
True |
False |
201,808 |
| 40 |
2,219.9 |
2,015.2 |
204.7 |
9.3% |
33.2 |
1.5% |
94% |
True |
False |
103,808 |
| 60 |
2,219.9 |
1,937.1 |
282.8 |
12.8% |
34.2 |
1.6% |
96% |
True |
False |
69,264 |
| 80 |
2,219.9 |
1,937.1 |
282.8 |
12.8% |
35.8 |
1.6% |
96% |
True |
False |
51,984 |
| 100 |
2,219.9 |
1,937.1 |
282.8 |
12.8% |
31.3 |
1.4% |
96% |
True |
False |
41,589 |
| 120 |
2,219.9 |
1,937.1 |
282.8 |
12.8% |
26.0 |
1.2% |
96% |
True |
False |
34,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,428.2 |
|
2.618 |
2,348.2 |
|
1.618 |
2,299.2 |
|
1.000 |
2,268.9 |
|
0.618 |
2,250.2 |
|
HIGH |
2,219.9 |
|
0.618 |
2,201.2 |
|
0.500 |
2,195.4 |
|
0.382 |
2,189.6 |
|
LOW |
2,170.9 |
|
0.618 |
2,140.6 |
|
1.000 |
2,121.9 |
|
1.618 |
2,091.6 |
|
2.618 |
2,042.6 |
|
4.250 |
1,962.7 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,203.5 |
2,185.9 |
| PP |
2,199.5 |
2,164.1 |
| S1 |
2,195.4 |
2,142.4 |
|