| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,220.7 |
2,207.0 |
-13.7 |
-0.6% |
2,175.5 |
| High |
2,225.2 |
2,242.6 |
17.4 |
0.8% |
2,304.9 |
| Low |
2,193.6 |
2,188.7 |
-4.9 |
-0.2% |
2,170.9 |
| Close |
2,202.3 |
2,238.7 |
36.4 |
1.7% |
2,202.3 |
| Range |
31.6 |
53.9 |
22.3 |
70.6% |
134.0 |
| ATR |
42.2 |
43.0 |
0.8 |
2.0% |
0.0 |
| Volume |
229,631 |
224,543 |
-5,088 |
-2.2% |
1,499,247 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.0 |
2,365.8 |
2,268.3 |
|
| R3 |
2,331.1 |
2,311.9 |
2,253.5 |
|
| R2 |
2,277.2 |
2,277.2 |
2,248.6 |
|
| R1 |
2,258.0 |
2,258.0 |
2,243.6 |
2,267.6 |
| PP |
2,223.3 |
2,223.3 |
2,223.3 |
2,228.2 |
| S1 |
2,204.1 |
2,204.1 |
2,233.8 |
2,213.7 |
| S2 |
2,169.4 |
2,169.4 |
2,228.8 |
|
| S3 |
2,115.5 |
2,150.2 |
2,223.9 |
|
| S4 |
2,061.6 |
2,096.3 |
2,209.1 |
|
|
| 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 |
2,188.7 |
116.2 |
5.2% |
59.2 |
2.6% |
43% |
False |
True |
290,397 |
| 10 |
2,304.9 |
2,039.3 |
265.6 |
11.9% |
52.0 |
2.3% |
75% |
False |
False |
270,505 |
| 20 |
2,304.9 |
2,026.5 |
278.4 |
12.4% |
40.4 |
1.8% |
76% |
False |
False |
217,691 |
| 40 |
2,304.9 |
2,015.2 |
289.7 |
12.9% |
38.2 |
1.7% |
77% |
False |
False |
140,091 |
| 60 |
2,304.9 |
1,987.3 |
317.6 |
14.2% |
35.9 |
1.6% |
79% |
False |
False |
93,451 |
| 80 |
2,304.9 |
1,937.1 |
367.8 |
16.4% |
37.3 |
1.7% |
82% |
False |
False |
70,128 |
| 100 |
2,304.9 |
1,937.1 |
367.8 |
16.4% |
34.2 |
1.5% |
82% |
False |
False |
56,108 |
| 120 |
2,304.9 |
1,937.1 |
367.8 |
16.4% |
28.5 |
1.3% |
82% |
False |
False |
46,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,471.7 |
|
2.618 |
2,383.7 |
|
1.618 |
2,329.8 |
|
1.000 |
2,296.5 |
|
0.618 |
2,275.9 |
|
HIGH |
2,242.6 |
|
0.618 |
2,222.0 |
|
0.500 |
2,215.7 |
|
0.382 |
2,209.3 |
|
LOW |
2,188.7 |
|
0.618 |
2,155.4 |
|
1.000 |
2,134.8 |
|
1.618 |
2,101.5 |
|
2.618 |
2,047.6 |
|
4.250 |
1,959.6 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,231.0 |
2,238.2 |
| PP |
2,223.3 |
2,237.6 |
| S1 |
2,215.7 |
2,237.1 |
|