| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,444.2 |
2,452.4 |
8.2 |
0.3% |
2,419.0 |
| High |
2,468.8 |
2,498.2 |
29.4 |
1.2% |
2,453.8 |
| Low |
2,430.0 |
2,448.7 |
18.7 |
0.8% |
2,380.0 |
| Close |
2,452.9 |
2,492.0 |
39.1 |
1.6% |
2,444.5 |
| Range |
38.8 |
49.5 |
10.7 |
27.6% |
73.8 |
| ATR |
33.7 |
34.8 |
1.1 |
3.4% |
0.0 |
| Volume |
6,427 |
12,747 |
6,320 |
98.3% |
40,626 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.1 |
2,609.6 |
2,519.2 |
|
| R3 |
2,578.6 |
2,560.1 |
2,505.6 |
|
| R2 |
2,529.1 |
2,529.1 |
2,501.1 |
|
| R1 |
2,510.6 |
2,510.6 |
2,496.5 |
2,519.9 |
| PP |
2,479.6 |
2,479.6 |
2,479.6 |
2,484.3 |
| S1 |
2,461.1 |
2,461.1 |
2,487.5 |
2,470.4 |
| S2 |
2,430.1 |
2,430.1 |
2,482.9 |
|
| S3 |
2,380.6 |
2,411.6 |
2,478.4 |
|
| S4 |
2,331.1 |
2,362.1 |
2,464.8 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.5 |
2,619.8 |
2,485.1 |
|
| R3 |
2,573.7 |
2,546.0 |
2,464.8 |
|
| R2 |
2,499.9 |
2,499.9 |
2,458.0 |
|
| R1 |
2,472.2 |
2,472.2 |
2,451.3 |
2,486.1 |
| PP |
2,426.1 |
2,426.1 |
2,426.1 |
2,433.0 |
| S1 |
2,398.4 |
2,398.4 |
2,437.7 |
2,412.3 |
| S2 |
2,352.3 |
2,352.3 |
2,431.0 |
|
| S3 |
2,278.5 |
2,324.6 |
2,424.2 |
|
| S4 |
2,204.7 |
2,250.8 |
2,403.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,498.2 |
2,393.3 |
104.9 |
4.2% |
38.3 |
1.5% |
94% |
True |
False |
8,384 |
| 10 |
2,498.2 |
2,350.8 |
147.4 |
5.9% |
35.3 |
1.4% |
96% |
True |
False |
7,700 |
| 20 |
2,498.2 |
2,327.5 |
170.7 |
6.8% |
31.9 |
1.3% |
96% |
True |
False |
4,963 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.0% |
34.6 |
1.4% |
95% |
False |
False |
3,609 |
| 60 |
2,500.2 |
2,326.9 |
173.3 |
7.0% |
34.9 |
1.4% |
95% |
False |
False |
2,761 |
| 80 |
2,500.2 |
2,219.2 |
281.0 |
11.3% |
36.2 |
1.5% |
97% |
False |
False |
2,369 |
| 100 |
2,500.2 |
2,083.2 |
417.0 |
16.7% |
33.5 |
1.3% |
98% |
False |
False |
2,022 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
17.9% |
31.1 |
1.2% |
98% |
False |
False |
1,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.6 |
|
2.618 |
2,627.8 |
|
1.618 |
2,578.3 |
|
1.000 |
2,547.7 |
|
0.618 |
2,528.8 |
|
HIGH |
2,498.2 |
|
0.618 |
2,479.3 |
|
0.500 |
2,473.5 |
|
0.382 |
2,467.6 |
|
LOW |
2,448.7 |
|
0.618 |
2,418.1 |
|
1.000 |
2,399.2 |
|
1.618 |
2,368.6 |
|
2.618 |
2,319.1 |
|
4.250 |
2,238.3 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,485.8 |
2,481.0 |
| PP |
2,479.6 |
2,470.1 |
| S1 |
2,473.5 |
2,459.1 |
|