| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,285.9 |
2,265.5 |
-20.4 |
-0.9% |
2,040.8 |
| High |
2,304.9 |
2,285.5 |
-19.4 |
-0.8% |
2,186.4 |
| Low |
2,253.7 |
2,206.8 |
-46.9 |
-2.1% |
2,036.7 |
| Close |
2,260.9 |
2,217.0 |
-43.9 |
-1.9% |
2,167.0 |
| Range |
51.2 |
78.7 |
27.5 |
53.7% |
149.7 |
| ATR |
40.3 |
43.0 |
2.7 |
6.8% |
0.0 |
| Volume |
364,049 |
311,648 |
-52,401 |
-14.4% |
1,158,065 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,472.5 |
2,423.5 |
2,260.3 |
|
| R3 |
2,393.8 |
2,344.8 |
2,238.6 |
|
| R2 |
2,315.1 |
2,315.1 |
2,231.4 |
|
| R1 |
2,266.1 |
2,266.1 |
2,224.2 |
2,251.3 |
| PP |
2,236.4 |
2,236.4 |
2,236.4 |
2,229.0 |
| S1 |
2,187.4 |
2,187.4 |
2,209.8 |
2,172.6 |
| S2 |
2,157.7 |
2,157.7 |
2,202.6 |
|
| S3 |
2,079.0 |
2,108.7 |
2,195.4 |
|
| S4 |
2,000.3 |
2,030.0 |
2,173.7 |
|
|
| 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 |
2,144.8 |
160.1 |
7.2% |
60.2 |
2.7% |
45% |
False |
False |
313,226 |
| 10 |
2,304.9 |
2,032.8 |
272.1 |
12.3% |
49.9 |
2.2% |
68% |
False |
False |
259,995 |
| 20 |
2,304.9 |
2,024.9 |
280.0 |
12.6% |
38.5 |
1.7% |
69% |
False |
False |
212,436 |
| 40 |
2,304.9 |
2,015.2 |
289.7 |
13.1% |
37.3 |
1.7% |
70% |
False |
False |
128,746 |
| 60 |
2,304.9 |
1,987.3 |
317.6 |
14.3% |
35.7 |
1.6% |
72% |
False |
False |
85,884 |
| 80 |
2,304.9 |
1,937.1 |
367.8 |
16.6% |
36.9 |
1.7% |
76% |
False |
False |
64,453 |
| 100 |
2,304.9 |
1,937.1 |
367.8 |
16.6% |
33.4 |
1.5% |
76% |
False |
False |
51,567 |
| 120 |
2,304.9 |
1,937.1 |
367.8 |
16.6% |
27.8 |
1.3% |
76% |
False |
False |
42,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,620.0 |
|
2.618 |
2,491.5 |
|
1.618 |
2,412.8 |
|
1.000 |
2,364.2 |
|
0.618 |
2,334.1 |
|
HIGH |
2,285.5 |
|
0.618 |
2,255.4 |
|
0.500 |
2,246.2 |
|
0.382 |
2,236.9 |
|
LOW |
2,206.8 |
|
0.618 |
2,158.2 |
|
1.000 |
2,128.1 |
|
1.618 |
2,079.5 |
|
2.618 |
2,000.8 |
|
4.250 |
1,872.3 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,246.2 |
2,255.9 |
| PP |
2,236.4 |
2,242.9 |
| S1 |
2,226.7 |
2,230.0 |
|