| 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 |
2,487.0 |
2,470.4 |
-16.6 |
-0.7% |
2,444.2 |
| High |
2,502.6 |
2,471.6 |
-31.0 |
-1.2% |
2,512.8 |
| Low |
2,467.3 |
2,419.6 |
-47.7 |
-1.9% |
2,419.6 |
| Close |
2,480.8 |
2,423.0 |
-57.8 |
-2.3% |
2,423.0 |
| Range |
35.3 |
52.0 |
16.7 |
47.3% |
93.2 |
| ATR |
34.7 |
36.6 |
1.9 |
5.5% |
0.0 |
| Volume |
7,846 |
14,442 |
6,596 |
84.1% |
53,773 |
|
| Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,594.1 |
2,560.5 |
2,451.6 |
|
| R3 |
2,542.1 |
2,508.5 |
2,437.3 |
|
| R2 |
2,490.1 |
2,490.1 |
2,432.5 |
|
| R1 |
2,456.5 |
2,456.5 |
2,427.8 |
2,447.3 |
| PP |
2,438.1 |
2,438.1 |
2,438.1 |
2,433.5 |
| S1 |
2,404.5 |
2,404.5 |
2,418.2 |
2,395.3 |
| S2 |
2,386.1 |
2,386.1 |
2,413.5 |
|
| S3 |
2,334.1 |
2,352.5 |
2,408.7 |
|
| S4 |
2,282.1 |
2,300.5 |
2,394.4 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.4 |
2,670.4 |
2,474.3 |
|
| R3 |
2,638.2 |
2,577.2 |
2,448.6 |
|
| R2 |
2,545.0 |
2,545.0 |
2,440.1 |
|
| R1 |
2,484.0 |
2,484.0 |
2,431.5 |
2,467.9 |
| PP |
2,451.8 |
2,451.8 |
2,451.8 |
2,443.8 |
| S1 |
2,390.8 |
2,390.8 |
2,414.5 |
2,374.7 |
| S2 |
2,358.6 |
2,358.6 |
2,405.9 |
|
| S3 |
2,265.4 |
2,297.6 |
2,397.4 |
|
| S4 |
2,172.2 |
2,204.4 |
2,371.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,512.8 |
2,419.6 |
93.2 |
3.8% |
41.6 |
1.7% |
4% |
False |
True |
10,754 |
| 10 |
2,512.8 |
2,380.0 |
132.8 |
5.5% |
37.3 |
1.5% |
32% |
False |
False |
9,439 |
| 20 |
2,512.8 |
2,327.5 |
185.3 |
7.6% |
33.5 |
1.4% |
52% |
False |
False |
6,464 |
| 40 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
34.7 |
1.4% |
52% |
False |
False |
4,272 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
34.3 |
1.4% |
52% |
False |
False |
3,278 |
| 80 |
2,512.8 |
2,230.0 |
282.8 |
11.7% |
36.5 |
1.5% |
68% |
False |
False |
2,778 |
| 100 |
2,512.8 |
2,090.6 |
422.2 |
17.4% |
34.2 |
1.4% |
79% |
False |
False |
2,357 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
18.9% |
31.7 |
1.3% |
80% |
False |
False |
2,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,692.6 |
|
2.618 |
2,607.7 |
|
1.618 |
2,555.7 |
|
1.000 |
2,523.6 |
|
0.618 |
2,503.7 |
|
HIGH |
2,471.6 |
|
0.618 |
2,451.7 |
|
0.500 |
2,445.6 |
|
0.382 |
2,439.5 |
|
LOW |
2,419.6 |
|
0.618 |
2,387.5 |
|
1.000 |
2,367.6 |
|
1.618 |
2,335.5 |
|
2.618 |
2,283.5 |
|
4.250 |
2,198.6 |
|
|
| Fisher Pivots for day following 19-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,445.6 |
2,466.2 |
| PP |
2,438.1 |
2,451.8 |
| S1 |
2,430.5 |
2,437.4 |
|