| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,207.0 |
2,239.9 |
32.9 |
1.5% |
2,175.5 |
| High |
2,242.6 |
2,274.0 |
31.4 |
1.4% |
2,304.9 |
| Low |
2,188.7 |
2,224.1 |
35.4 |
1.6% |
2,170.9 |
| Close |
2,238.7 |
2,262.0 |
23.3 |
1.0% |
2,202.3 |
| Range |
53.9 |
49.9 |
-4.0 |
-7.4% |
134.0 |
| ATR |
43.0 |
43.5 |
0.5 |
1.1% |
0.0 |
| Volume |
224,543 |
233,109 |
8,566 |
3.8% |
1,499,247 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.1 |
2,382.4 |
2,289.4 |
|
| R3 |
2,353.2 |
2,332.5 |
2,275.7 |
|
| R2 |
2,303.3 |
2,303.3 |
2,271.1 |
|
| R1 |
2,282.6 |
2,282.6 |
2,266.6 |
2,293.0 |
| PP |
2,253.4 |
2,253.4 |
2,253.4 |
2,258.5 |
| S1 |
2,232.7 |
2,232.7 |
2,257.4 |
2,243.1 |
| S2 |
2,203.5 |
2,203.5 |
2,252.9 |
|
| S3 |
2,153.6 |
2,182.8 |
2,248.3 |
|
| S4 |
2,103.7 |
2,132.9 |
2,234.6 |
|
|
| 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 |
5.1% |
53.1 |
2.3% |
63% |
False |
False |
272,596 |
| 10 |
2,304.9 |
2,047.6 |
257.3 |
11.4% |
54.4 |
2.4% |
83% |
False |
False |
280,405 |
| 20 |
2,304.9 |
2,026.5 |
278.4 |
12.3% |
41.3 |
1.8% |
85% |
False |
False |
221,541 |
| 40 |
2,304.9 |
2,015.2 |
289.7 |
12.8% |
38.0 |
1.7% |
85% |
False |
False |
145,913 |
| 60 |
2,304.9 |
1,993.7 |
311.2 |
13.8% |
35.8 |
1.6% |
86% |
False |
False |
97,329 |
| 80 |
2,304.9 |
1,937.1 |
367.8 |
16.3% |
37.4 |
1.7% |
88% |
False |
False |
73,040 |
| 100 |
2,304.9 |
1,937.1 |
367.8 |
16.3% |
34.7 |
1.5% |
88% |
False |
False |
58,440 |
| 120 |
2,304.9 |
1,937.1 |
367.8 |
16.3% |
28.9 |
1.3% |
88% |
False |
False |
48,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,486.1 |
|
2.618 |
2,404.6 |
|
1.618 |
2,354.7 |
|
1.000 |
2,323.9 |
|
0.618 |
2,304.8 |
|
HIGH |
2,274.0 |
|
0.618 |
2,254.9 |
|
0.500 |
2,249.1 |
|
0.382 |
2,243.2 |
|
LOW |
2,224.1 |
|
0.618 |
2,193.3 |
|
1.000 |
2,174.2 |
|
1.618 |
2,143.4 |
|
2.618 |
2,093.5 |
|
4.250 |
2,012.0 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,257.7 |
2,251.8 |
| PP |
2,253.4 |
2,241.6 |
| S1 |
2,249.1 |
2,231.4 |
|