| Trading Metrics calculated at close of trading on 19-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2024 |
19-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,265.5 |
2,220.7 |
-44.8 |
-2.0% |
2,175.5 |
| High |
2,285.5 |
2,225.2 |
-60.3 |
-2.6% |
2,304.9 |
| Low |
2,206.8 |
2,193.6 |
-13.2 |
-0.6% |
2,170.9 |
| Close |
2,217.0 |
2,202.3 |
-14.7 |
-0.7% |
2,202.3 |
| Range |
78.7 |
31.6 |
-47.1 |
-59.8% |
134.0 |
| ATR |
43.0 |
42.2 |
-0.8 |
-1.9% |
0.0 |
| Volume |
311,648 |
229,631 |
-82,017 |
-26.3% |
1,499,247 |
|
| Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,301.8 |
2,283.7 |
2,219.7 |
|
| R3 |
2,270.2 |
2,252.1 |
2,211.0 |
|
| R2 |
2,238.6 |
2,238.6 |
2,208.1 |
|
| R1 |
2,220.5 |
2,220.5 |
2,205.2 |
2,213.8 |
| PP |
2,207.0 |
2,207.0 |
2,207.0 |
2,203.7 |
| S1 |
2,188.9 |
2,188.9 |
2,199.4 |
2,182.2 |
| S2 |
2,175.4 |
2,175.4 |
2,196.5 |
|
| S3 |
2,143.8 |
2,157.3 |
2,193.6 |
|
| S4 |
2,112.2 |
2,125.7 |
2,184.9 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.0 |
2,549.2 |
2,276.0 |
|
| R3 |
2,494.0 |
2,415.2 |
2,239.2 |
|
| R2 |
2,360.0 |
2,360.0 |
2,226.9 |
|
| R1 |
2,281.2 |
2,281.2 |
2,214.6 |
2,320.6 |
| PP |
2,226.0 |
2,226.0 |
2,226.0 |
2,245.8 |
| S1 |
2,147.2 |
2,147.2 |
2,190.0 |
2,186.6 |
| S2 |
2,092.0 |
2,092.0 |
2,177.7 |
|
| S3 |
1,958.0 |
2,013.2 |
2,165.5 |
|
| S4 |
1,824.0 |
1,879.2 |
2,128.6 |
|
|
| 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 |
2,170.9 |
134.0 |
6.1% |
58.2 |
2.6% |
23% |
False |
False |
299,849 |
| 10 |
2,304.9 |
2,036.7 |
268.2 |
12.2% |
50.1 |
2.3% |
62% |
False |
False |
265,731 |
| 20 |
2,304.9 |
2,024.9 |
280.0 |
12.7% |
38.8 |
1.8% |
63% |
False |
False |
214,187 |
| 40 |
2,304.9 |
2,015.2 |
289.7 |
13.2% |
37.6 |
1.7% |
65% |
False |
False |
134,483 |
| 60 |
2,304.9 |
1,987.3 |
317.6 |
14.4% |
35.4 |
1.6% |
68% |
False |
False |
89,710 |
| 80 |
2,304.9 |
1,937.1 |
367.8 |
16.7% |
37.0 |
1.7% |
72% |
False |
False |
67,322 |
| 100 |
2,304.9 |
1,937.1 |
367.8 |
16.7% |
33.7 |
1.5% |
72% |
False |
False |
53,863 |
| 120 |
2,304.9 |
1,937.1 |
367.8 |
16.7% |
28.1 |
1.3% |
72% |
False |
False |
44,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,359.5 |
|
2.618 |
2,307.9 |
|
1.618 |
2,276.3 |
|
1.000 |
2,256.8 |
|
0.618 |
2,244.7 |
|
HIGH |
2,225.2 |
|
0.618 |
2,213.1 |
|
0.500 |
2,209.4 |
|
0.382 |
2,205.7 |
|
LOW |
2,193.6 |
|
0.618 |
2,174.1 |
|
1.000 |
2,162.0 |
|
1.618 |
2,142.5 |
|
2.618 |
2,110.9 |
|
4.250 |
2,059.3 |
|
|
| Fisher Pivots for day following 19-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,209.4 |
2,249.3 |
| PP |
2,207.0 |
2,233.6 |
| S1 |
2,204.7 |
2,218.0 |
|