| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,496.5 |
2,451.3 |
-45.2 |
-1.8% |
2,468.5 |
| High |
2,496.9 |
2,462.3 |
-34.6 |
-1.4% |
2,537.7 |
| Low |
2,443.6 |
2,432.7 |
-10.9 |
-0.4% |
2,443.6 |
| Close |
2,446.8 |
2,442.1 |
-4.7 |
-0.2% |
2,446.8 |
| Range |
53.3 |
29.6 |
-23.7 |
-44.5% |
94.1 |
| ATR |
37.0 |
36.4 |
-0.5 |
-1.4% |
0.0 |
| Volume |
52,308 |
58,476 |
6,168 |
11.8% |
226,901 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,534.5 |
2,517.9 |
2,458.4 |
|
| R3 |
2,504.9 |
2,488.3 |
2,450.2 |
|
| R2 |
2,475.3 |
2,475.3 |
2,447.5 |
|
| R1 |
2,458.7 |
2,458.7 |
2,444.8 |
2,452.2 |
| PP |
2,445.7 |
2,445.7 |
2,445.7 |
2,442.5 |
| S1 |
2,429.1 |
2,429.1 |
2,439.4 |
2,422.6 |
| S2 |
2,416.1 |
2,416.1 |
2,436.7 |
|
| S3 |
2,386.5 |
2,399.5 |
2,434.0 |
|
| S4 |
2,356.9 |
2,369.9 |
2,425.8 |
|
|
| 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 |
2,432.7 |
105.0 |
4.3% |
40.4 |
1.7% |
9% |
False |
True |
50,843 |
| 10 |
2,537.7 |
2,403.6 |
134.1 |
5.5% |
36.7 |
1.5% |
29% |
False |
False |
58,935 |
| 20 |
2,537.7 |
2,350.5 |
187.2 |
7.7% |
32.8 |
1.3% |
49% |
False |
False |
40,688 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
34.6 |
1.4% |
49% |
False |
False |
22,333 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
35.1 |
1.4% |
49% |
False |
False |
15,819 |
| 80 |
2,537.7 |
2,252.5 |
285.2 |
11.7% |
37.2 |
1.5% |
66% |
False |
False |
12,468 |
| 100 |
2,537.7 |
2,107.2 |
430.5 |
17.6% |
35.2 |
1.4% |
78% |
False |
False |
10,226 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
19.1% |
32.5 |
1.3% |
80% |
False |
False |
8,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,588.1 |
|
2.618 |
2,539.8 |
|
1.618 |
2,510.2 |
|
1.000 |
2,491.9 |
|
0.618 |
2,480.6 |
|
HIGH |
2,462.3 |
|
0.618 |
2,451.0 |
|
0.500 |
2,447.5 |
|
0.382 |
2,444.0 |
|
LOW |
2,432.7 |
|
0.618 |
2,414.4 |
|
1.000 |
2,403.1 |
|
1.618 |
2,384.8 |
|
2.618 |
2,355.2 |
|
4.250 |
2,306.9 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,447.5 |
2,480.2 |
| PP |
2,445.7 |
2,467.5 |
| S1 |
2,443.9 |
2,454.8 |
|