| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,522.1 |
2,511.7 |
-10.4 |
-0.4% |
2,443.8 |
| High |
2,537.7 |
2,527.6 |
-10.1 |
-0.4% |
2,478.0 |
| Low |
2,504.7 |
2,491.7 |
-13.0 |
-0.5% |
2,403.6 |
| Close |
2,509.0 |
2,505.4 |
-3.6 |
-0.1% |
2,469.0 |
| Range |
33.0 |
35.9 |
2.9 |
8.8% |
74.4 |
| ATR |
35.0 |
35.1 |
0.1 |
0.2% |
0.0 |
| Volume |
56,248 |
35,102 |
-21,146 |
-37.6% |
383,044 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,615.9 |
2,596.6 |
2,525.1 |
|
| R3 |
2,580.0 |
2,560.7 |
2,515.3 |
|
| R2 |
2,544.1 |
2,544.1 |
2,512.0 |
|
| R1 |
2,524.8 |
2,524.8 |
2,508.7 |
2,516.5 |
| PP |
2,508.2 |
2,508.2 |
2,508.2 |
2,504.1 |
| S1 |
2,488.9 |
2,488.9 |
2,502.1 |
2,480.6 |
| S2 |
2,472.3 |
2,472.3 |
2,498.8 |
|
| S3 |
2,436.4 |
2,453.0 |
2,495.5 |
|
| S4 |
2,400.5 |
2,417.1 |
2,485.7 |
|
|
| 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 |
2,444.1 |
93.6 |
3.7% |
37.1 |
1.5% |
65% |
False |
False |
48,197 |
| 10 |
2,537.7 |
2,403.2 |
134.5 |
5.4% |
37.0 |
1.5% |
76% |
False |
False |
60,676 |
| 20 |
2,537.7 |
2,350.5 |
187.2 |
7.5% |
33.2 |
1.3% |
83% |
False |
False |
35,629 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.5% |
34.5 |
1.4% |
83% |
False |
False |
19,733 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.5% |
34.8 |
1.4% |
83% |
False |
False |
14,037 |
| 80 |
2,537.7 |
2,244.8 |
292.9 |
11.7% |
36.8 |
1.5% |
89% |
False |
False |
11,119 |
| 100 |
2,537.7 |
2,107.2 |
430.5 |
17.2% |
34.6 |
1.4% |
92% |
False |
False |
9,125 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
18.6% |
32.0 |
1.3% |
93% |
False |
False |
7,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,680.2 |
|
2.618 |
2,621.6 |
|
1.618 |
2,585.7 |
|
1.000 |
2,563.5 |
|
0.618 |
2,549.8 |
|
HIGH |
2,527.6 |
|
0.618 |
2,513.9 |
|
0.500 |
2,509.7 |
|
0.382 |
2,505.4 |
|
LOW |
2,491.7 |
|
0.618 |
2,469.5 |
|
1.000 |
2,455.8 |
|
1.618 |
2,433.6 |
|
2.618 |
2,397.7 |
|
4.250 |
2,339.1 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,509.7 |
2,505.4 |
| PP |
2,508.2 |
2,505.4 |
| S1 |
2,506.8 |
2,505.4 |
|