| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,175.5 |
2,210.5 |
35.0 |
1.6% |
2,040.8 |
| High |
2,219.9 |
2,287.7 |
67.8 |
3.1% |
2,186.4 |
| Low |
2,170.9 |
2,207.1 |
36.2 |
1.7% |
2,036.7 |
| Close |
2,207.6 |
2,284.2 |
76.6 |
3.5% |
2,167.0 |
| Range |
49.0 |
80.6 |
31.6 |
64.5% |
149.7 |
| ATR |
36.3 |
39.4 |
3.2 |
8.7% |
0.0 |
| Volume |
271,803 |
322,116 |
50,313 |
18.5% |
1,158,065 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.5 |
2,473.4 |
2,328.5 |
|
| R3 |
2,420.9 |
2,392.8 |
2,306.4 |
|
| R2 |
2,340.3 |
2,340.3 |
2,299.0 |
|
| R1 |
2,312.2 |
2,312.2 |
2,291.6 |
2,326.3 |
| PP |
2,259.7 |
2,259.7 |
2,259.7 |
2,266.7 |
| S1 |
2,231.6 |
2,231.6 |
2,276.8 |
2,245.7 |
| S2 |
2,179.1 |
2,179.1 |
2,269.4 |
|
| S3 |
2,098.5 |
2,151.0 |
2,262.0 |
|
| S4 |
2,017.9 |
2,070.4 |
2,239.9 |
|
|
| 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 |
2,287.7 |
2,047.6 |
240.1 |
10.5% |
55.7 |
2.4% |
99% |
True |
False |
288,214 |
| 10 |
2,287.7 |
2,032.8 |
254.9 |
11.2% |
41.1 |
1.8% |
99% |
True |
False |
217,495 |
| 20 |
2,287.7 |
2,015.2 |
272.5 |
11.9% |
35.0 |
1.5% |
99% |
True |
False |
208,579 |
| 40 |
2,287.7 |
2,015.2 |
272.5 |
11.9% |
34.7 |
1.5% |
99% |
True |
False |
111,857 |
| 60 |
2,287.7 |
1,937.1 |
350.6 |
15.3% |
35.0 |
1.5% |
99% |
True |
False |
74,631 |
| 80 |
2,287.7 |
1,937.1 |
350.6 |
15.3% |
36.1 |
1.6% |
99% |
True |
False |
56,009 |
| 100 |
2,287.7 |
1,937.1 |
350.6 |
15.3% |
32.1 |
1.4% |
99% |
True |
False |
44,810 |
| 120 |
2,287.7 |
1,937.1 |
350.6 |
15.3% |
26.7 |
1.2% |
99% |
True |
False |
37,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,630.3 |
|
2.618 |
2,498.7 |
|
1.618 |
2,418.1 |
|
1.000 |
2,368.3 |
|
0.618 |
2,337.5 |
|
HIGH |
2,287.7 |
|
0.618 |
2,256.9 |
|
0.500 |
2,247.4 |
|
0.382 |
2,237.9 |
|
LOW |
2,207.1 |
|
0.618 |
2,157.3 |
|
1.000 |
2,126.5 |
|
1.618 |
2,076.7 |
|
2.618 |
1,996.1 |
|
4.250 |
1,864.6 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,271.9 |
2,261.6 |
| PP |
2,259.7 |
2,238.9 |
| S1 |
2,247.4 |
2,216.3 |
|