| 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 |
2,511.7 |
2,496.5 |
-15.2 |
-0.6% |
2,468.5 |
| High |
2,527.6 |
2,496.9 |
-30.7 |
-1.2% |
2,537.7 |
| Low |
2,491.7 |
2,443.6 |
-48.1 |
-1.9% |
2,443.6 |
| Close |
2,505.4 |
2,446.8 |
-58.6 |
-2.3% |
2,446.8 |
| Range |
35.9 |
53.3 |
17.4 |
48.5% |
94.1 |
| ATR |
35.1 |
37.0 |
1.9 |
5.4% |
0.0 |
| Volume |
35,102 |
52,308 |
17,206 |
49.0% |
226,901 |
|
| Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.3 |
2,587.9 |
2,476.1 |
|
| R3 |
2,569.0 |
2,534.6 |
2,461.5 |
|
| R2 |
2,515.7 |
2,515.7 |
2,456.6 |
|
| R1 |
2,481.3 |
2,481.3 |
2,451.7 |
2,471.9 |
| PP |
2,462.4 |
2,462.4 |
2,462.4 |
2,457.7 |
| S1 |
2,428.0 |
2,428.0 |
2,441.9 |
2,418.6 |
| S2 |
2,409.1 |
2,409.1 |
2,437.0 |
|
| S3 |
2,355.8 |
2,374.7 |
2,432.1 |
|
| S4 |
2,302.5 |
2,321.4 |
2,417.5 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,758.3 |
2,696.7 |
2,498.6 |
|
| R3 |
2,664.2 |
2,602.6 |
2,472.7 |
|
| R2 |
2,570.1 |
2,570.1 |
2,464.1 |
|
| R1 |
2,508.5 |
2,508.5 |
2,455.4 |
2,492.3 |
| PP |
2,476.0 |
2,476.0 |
2,476.0 |
2,467.9 |
| S1 |
2,414.4 |
2,414.4 |
2,438.2 |
2,398.2 |
| S2 |
2,381.9 |
2,381.9 |
2,429.5 |
|
| S3 |
2,287.8 |
2,320.3 |
2,420.9 |
|
| S4 |
2,193.7 |
2,226.2 |
2,395.0 |
|
|
| 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 |
2,443.6 |
94.1 |
3.8% |
42.3 |
1.7% |
3% |
False |
True |
45,380 |
| 10 |
2,537.7 |
2,403.6 |
134.1 |
5.5% |
37.8 |
1.5% |
32% |
False |
False |
60,994 |
| 20 |
2,537.7 |
2,350.5 |
187.2 |
7.7% |
33.9 |
1.4% |
51% |
False |
False |
37,973 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
35.2 |
1.4% |
52% |
False |
False |
20,954 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
35.0 |
1.4% |
52% |
False |
False |
14,861 |
| 80 |
2,537.7 |
2,248.9 |
288.8 |
11.8% |
37.2 |
1.5% |
69% |
False |
False |
11,756 |
| 100 |
2,537.7 |
2,107.2 |
430.5 |
17.6% |
35.0 |
1.4% |
79% |
False |
False |
9,645 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
19.1% |
32.4 |
1.3% |
81% |
False |
False |
8,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,723.4 |
|
2.618 |
2,636.4 |
|
1.618 |
2,583.1 |
|
1.000 |
2,550.2 |
|
0.618 |
2,529.8 |
|
HIGH |
2,496.9 |
|
0.618 |
2,476.5 |
|
0.500 |
2,470.3 |
|
0.382 |
2,464.0 |
|
LOW |
2,443.6 |
|
0.618 |
2,410.7 |
|
1.000 |
2,390.3 |
|
1.618 |
2,357.4 |
|
2.618 |
2,304.1 |
|
4.250 |
2,217.1 |
|
|
| Fisher Pivots for day following 19-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,470.3 |
2,490.7 |
| PP |
2,462.4 |
2,476.0 |
| S1 |
2,454.6 |
2,461.4 |
|