| 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 |
2,210.5 |
2,285.9 |
75.4 |
3.4% |
2,040.8 |
| High |
2,287.7 |
2,304.9 |
17.2 |
0.8% |
2,186.4 |
| Low |
2,207.1 |
2,253.7 |
46.6 |
2.1% |
2,036.7 |
| Close |
2,284.2 |
2,260.9 |
-23.3 |
-1.0% |
2,167.0 |
| Range |
80.6 |
51.2 |
-29.4 |
-36.5% |
149.7 |
| ATR |
39.4 |
40.3 |
0.8 |
2.1% |
0.0 |
| Volume |
322,116 |
364,049 |
41,933 |
13.0% |
1,158,065 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.8 |
2,395.0 |
2,289.1 |
|
| R3 |
2,375.6 |
2,343.8 |
2,275.0 |
|
| R2 |
2,324.4 |
2,324.4 |
2,270.3 |
|
| R1 |
2,292.6 |
2,292.6 |
2,265.6 |
2,282.9 |
| PP |
2,273.2 |
2,273.2 |
2,273.2 |
2,268.3 |
| S1 |
2,241.4 |
2,241.4 |
2,256.2 |
2,231.7 |
| S2 |
2,222.0 |
2,222.0 |
2,251.5 |
|
| S3 |
2,170.8 |
2,190.2 |
2,246.8 |
|
| S4 |
2,119.6 |
2,139.0 |
2,232.7 |
|
|
| 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 |
2,304.9 |
2,064.8 |
240.1 |
10.6% |
61.3 |
2.7% |
82% |
True |
False |
336,313 |
| 10 |
2,304.9 |
2,032.8 |
272.1 |
12.0% |
43.9 |
1.9% |
84% |
True |
False |
239,837 |
| 20 |
2,304.9 |
2,024.9 |
280.0 |
12.4% |
35.8 |
1.6% |
84% |
True |
False |
208,885 |
| 40 |
2,304.9 |
2,015.2 |
289.7 |
12.8% |
35.7 |
1.6% |
85% |
True |
False |
120,958 |
| 60 |
2,304.9 |
1,980.1 |
324.8 |
14.4% |
34.9 |
1.5% |
86% |
True |
False |
80,692 |
| 80 |
2,304.9 |
1,937.1 |
367.8 |
16.3% |
36.3 |
1.6% |
88% |
True |
False |
60,558 |
| 100 |
2,304.9 |
1,937.1 |
367.8 |
16.3% |
32.6 |
1.4% |
88% |
True |
False |
48,450 |
| 120 |
2,304.9 |
1,937.1 |
367.8 |
16.3% |
27.1 |
1.2% |
88% |
True |
False |
40,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.5 |
|
2.618 |
2,438.9 |
|
1.618 |
2,387.7 |
|
1.000 |
2,356.1 |
|
0.618 |
2,336.5 |
|
HIGH |
2,304.9 |
|
0.618 |
2,285.3 |
|
0.500 |
2,279.3 |
|
0.382 |
2,273.3 |
|
LOW |
2,253.7 |
|
0.618 |
2,222.1 |
|
1.000 |
2,202.5 |
|
1.618 |
2,170.9 |
|
2.618 |
2,119.7 |
|
4.250 |
2,036.1 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,279.3 |
2,253.2 |
| PP |
2,273.2 |
2,245.6 |
| S1 |
2,267.0 |
2,237.9 |
|