| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,475.4 |
2,522.1 |
46.7 |
1.9% |
2,443.8 |
| High |
2,523.4 |
2,537.7 |
14.3 |
0.6% |
2,478.0 |
| Low |
2,473.0 |
2,504.7 |
31.7 |
1.3% |
2,403.6 |
| Close |
2,516.7 |
2,509.0 |
-7.7 |
-0.3% |
2,469.0 |
| Range |
50.4 |
33.0 |
-17.4 |
-34.5% |
74.4 |
| ATR |
35.2 |
35.0 |
-0.2 |
-0.4% |
0.0 |
| Volume |
52,084 |
56,248 |
4,164 |
8.0% |
383,044 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,616.1 |
2,595.6 |
2,527.2 |
|
| R3 |
2,583.1 |
2,562.6 |
2,518.1 |
|
| R2 |
2,550.1 |
2,550.1 |
2,515.1 |
|
| R1 |
2,529.6 |
2,529.6 |
2,512.0 |
2,523.4 |
| PP |
2,517.1 |
2,517.1 |
2,517.1 |
2,514.0 |
| S1 |
2,496.6 |
2,496.6 |
2,506.0 |
2,490.4 |
| S2 |
2,484.1 |
2,484.1 |
2,503.0 |
|
| S3 |
2,451.1 |
2,463.6 |
2,499.9 |
|
| S4 |
2,418.1 |
2,430.6 |
2,490.9 |
|
|
| 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 |
2,537.7 |
2,424.7 |
113.0 |
4.5% |
40.6 |
1.6% |
75% |
True |
False |
59,024 |
| 10 |
2,537.7 |
2,382.6 |
155.1 |
6.2% |
37.2 |
1.5% |
81% |
True |
False |
60,411 |
| 20 |
2,537.7 |
2,350.5 |
187.2 |
7.5% |
32.8 |
1.3% |
85% |
True |
False |
34,050 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.5% |
34.7 |
1.4% |
85% |
True |
False |
19,008 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.5% |
35.2 |
1.4% |
85% |
True |
False |
13,494 |
| 80 |
2,537.7 |
2,237.8 |
299.9 |
12.0% |
36.7 |
1.5% |
90% |
True |
False |
10,700 |
| 100 |
2,537.7 |
2,099.8 |
437.9 |
17.5% |
34.5 |
1.4% |
93% |
True |
False |
8,780 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
18.6% |
31.9 |
1.3% |
94% |
True |
False |
7,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,678.0 |
|
2.618 |
2,624.1 |
|
1.618 |
2,591.1 |
|
1.000 |
2,570.7 |
|
0.618 |
2,558.1 |
|
HIGH |
2,537.7 |
|
0.618 |
2,525.1 |
|
0.500 |
2,521.2 |
|
0.382 |
2,517.3 |
|
LOW |
2,504.7 |
|
0.618 |
2,484.3 |
|
1.000 |
2,471.7 |
|
1.618 |
2,451.3 |
|
2.618 |
2,418.3 |
|
4.250 |
2,364.5 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,521.2 |
2,504.7 |
| PP |
2,517.1 |
2,500.3 |
| S1 |
2,513.1 |
2,496.0 |
|