| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,469.0 |
2,468.5 |
-0.5 |
0.0% |
2,443.8 |
| High |
2,471.3 |
2,493.3 |
22.0 |
0.9% |
2,478.0 |
| Low |
2,444.1 |
2,454.3 |
10.2 |
0.4% |
2,403.6 |
| Close |
2,469.0 |
2,477.3 |
8.3 |
0.3% |
2,469.0 |
| Range |
27.2 |
39.0 |
11.8 |
43.4% |
74.4 |
| ATR |
33.6 |
34.0 |
0.4 |
1.1% |
0.0 |
| Volume |
66,396 |
31,159 |
-35,237 |
-53.1% |
383,044 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,592.0 |
2,573.6 |
2,498.8 |
|
| R3 |
2,553.0 |
2,534.6 |
2,488.0 |
|
| R2 |
2,514.0 |
2,514.0 |
2,484.5 |
|
| R1 |
2,495.6 |
2,495.6 |
2,480.9 |
2,504.8 |
| PP |
2,475.0 |
2,475.0 |
2,475.0 |
2,479.6 |
| S1 |
2,456.6 |
2,456.6 |
2,473.7 |
2,465.8 |
| S2 |
2,436.0 |
2,436.0 |
2,470.2 |
|
| S3 |
2,397.0 |
2,417.6 |
2,466.6 |
|
| S4 |
2,358.0 |
2,378.6 |
2,455.9 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.4 |
2,645.6 |
2,509.9 |
|
| R3 |
2,599.0 |
2,571.2 |
2,489.5 |
|
| R2 |
2,524.6 |
2,524.6 |
2,482.6 |
|
| R1 |
2,496.8 |
2,496.8 |
2,475.8 |
2,510.7 |
| PP |
2,450.2 |
2,450.2 |
2,450.2 |
2,457.2 |
| S1 |
2,422.4 |
2,422.4 |
2,462.2 |
2,436.3 |
| S2 |
2,375.8 |
2,375.8 |
2,455.4 |
|
| S3 |
2,301.4 |
2,348.0 |
2,448.5 |
|
| S4 |
2,227.0 |
2,273.6 |
2,428.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,493.3 |
2,403.6 |
89.7 |
3.6% |
33.0 |
1.3% |
82% |
True |
False |
67,026 |
| 10 |
2,493.3 |
2,374.0 |
119.3 |
4.8% |
32.7 |
1.3% |
87% |
True |
False |
52,701 |
| 20 |
2,493.3 |
2,350.5 |
142.8 |
5.8% |
31.5 |
1.3% |
89% |
True |
False |
28,926 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.0% |
34.6 |
1.4% |
73% |
False |
False |
16,387 |
| 60 |
2,524.0 |
2,349.8 |
174.2 |
7.0% |
35.0 |
1.4% |
73% |
False |
False |
11,721 |
| 80 |
2,524.0 |
2,232.6 |
291.4 |
11.8% |
36.8 |
1.5% |
84% |
False |
False |
9,383 |
| 100 |
2,524.0 |
2,099.8 |
424.2 |
17.1% |
33.9 |
1.4% |
89% |
False |
False |
7,707 |
| 120 |
2,524.0 |
2,070.6 |
453.4 |
18.3% |
31.5 |
1.3% |
90% |
False |
False |
6,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,659.1 |
|
2.618 |
2,595.4 |
|
1.618 |
2,556.4 |
|
1.000 |
2,532.3 |
|
0.618 |
2,517.4 |
|
HIGH |
2,493.3 |
|
0.618 |
2,478.4 |
|
0.500 |
2,473.8 |
|
0.382 |
2,469.2 |
|
LOW |
2,454.3 |
|
0.618 |
2,430.2 |
|
1.000 |
2,415.3 |
|
1.618 |
2,391.2 |
|
2.618 |
2,352.2 |
|
4.250 |
2,288.6 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,476.1 |
2,471.2 |
| PP |
2,475.0 |
2,465.1 |
| S1 |
2,473.8 |
2,459.0 |
|