| 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 |
2,468.5 |
2,475.4 |
6.9 |
0.3% |
2,443.8 |
| High |
2,493.3 |
2,523.4 |
30.1 |
1.2% |
2,478.0 |
| Low |
2,454.3 |
2,473.0 |
18.7 |
0.8% |
2,403.6 |
| Close |
2,477.3 |
2,516.7 |
39.4 |
1.6% |
2,469.0 |
| Range |
39.0 |
50.4 |
11.4 |
29.2% |
74.4 |
| ATR |
34.0 |
35.2 |
1.2 |
3.5% |
0.0 |
| Volume |
31,159 |
52,084 |
20,925 |
67.2% |
383,044 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,655.6 |
2,636.5 |
2,544.4 |
|
| R3 |
2,605.2 |
2,586.1 |
2,530.6 |
|
| R2 |
2,554.8 |
2,554.8 |
2,525.9 |
|
| R1 |
2,535.7 |
2,535.7 |
2,521.3 |
2,545.3 |
| PP |
2,504.4 |
2,504.4 |
2,504.4 |
2,509.1 |
| S1 |
2,485.3 |
2,485.3 |
2,512.1 |
2,494.9 |
| S2 |
2,454.0 |
2,454.0 |
2,507.5 |
|
| S3 |
2,403.6 |
2,434.9 |
2,502.8 |
|
| S4 |
2,353.2 |
2,384.5 |
2,489.0 |
|
|
| 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 |
2,523.4 |
2,417.2 |
106.2 |
4.2% |
38.7 |
1.5% |
94% |
True |
False |
57,768 |
| 10 |
2,523.4 |
2,374.0 |
149.4 |
5.9% |
35.8 |
1.4% |
96% |
True |
False |
56,875 |
| 20 |
2,523.4 |
2,350.5 |
172.9 |
6.9% |
32.3 |
1.3% |
96% |
True |
False |
31,380 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
6.9% |
35.1 |
1.4% |
96% |
False |
False |
17,652 |
| 60 |
2,524.0 |
2,349.8 |
174.2 |
6.9% |
35.4 |
1.4% |
96% |
False |
False |
12,575 |
| 80 |
2,524.0 |
2,237.8 |
286.2 |
11.4% |
37.0 |
1.5% |
97% |
False |
False |
10,020 |
| 100 |
2,524.0 |
2,099.8 |
424.2 |
16.9% |
34.3 |
1.4% |
98% |
False |
False |
8,226 |
| 120 |
2,524.0 |
2,070.6 |
453.4 |
18.0% |
31.8 |
1.3% |
98% |
False |
False |
6,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,737.6 |
|
2.618 |
2,655.3 |
|
1.618 |
2,604.9 |
|
1.000 |
2,573.8 |
|
0.618 |
2,554.5 |
|
HIGH |
2,523.4 |
|
0.618 |
2,504.1 |
|
0.500 |
2,498.2 |
|
0.382 |
2,492.3 |
|
LOW |
2,473.0 |
|
0.618 |
2,441.9 |
|
1.000 |
2,422.6 |
|
1.618 |
2,391.5 |
|
2.618 |
2,341.1 |
|
4.250 |
2,258.8 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,510.5 |
2,505.7 |
| PP |
2,504.4 |
2,494.7 |
| S1 |
2,498.2 |
2,483.8 |
|