| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,451.3 |
2,445.1 |
-6.2 |
-0.3% |
2,468.5 |
| High |
2,462.3 |
2,461.3 |
-1.0 |
0.0% |
2,537.7 |
| Low |
2,432.7 |
2,436.8 |
4.1 |
0.2% |
2,443.6 |
| Close |
2,442.1 |
2,455.2 |
13.1 |
0.5% |
2,446.8 |
| Range |
29.6 |
24.5 |
-5.1 |
-17.2% |
94.1 |
| ATR |
36.4 |
35.6 |
-0.9 |
-2.3% |
0.0 |
| Volume |
58,476 |
58,037 |
-439 |
-0.8% |
226,901 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,524.6 |
2,514.4 |
2,468.7 |
|
| R3 |
2,500.1 |
2,489.9 |
2,461.9 |
|
| R2 |
2,475.6 |
2,475.6 |
2,459.7 |
|
| R1 |
2,465.4 |
2,465.4 |
2,457.4 |
2,470.5 |
| PP |
2,451.1 |
2,451.1 |
2,451.1 |
2,453.7 |
| S1 |
2,440.9 |
2,440.9 |
2,453.0 |
2,446.0 |
| S2 |
2,426.6 |
2,426.6 |
2,450.7 |
|
| S3 |
2,402.1 |
2,416.4 |
2,448.5 |
|
| S4 |
2,377.6 |
2,391.9 |
2,441.7 |
|
|
| 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% |
35.3 |
1.4% |
21% |
False |
False |
52,034 |
| 10 |
2,537.7 |
2,417.2 |
120.5 |
4.9% |
37.0 |
1.5% |
32% |
False |
False |
54,901 |
| 20 |
2,537.7 |
2,350.5 |
187.2 |
7.6% |
33.1 |
1.3% |
56% |
False |
False |
43,417 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
33.8 |
1.4% |
56% |
False |
False |
23,668 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.7% |
34.8 |
1.4% |
56% |
False |
False |
16,754 |
| 80 |
2,537.7 |
2,266.8 |
270.9 |
11.0% |
37.2 |
1.5% |
70% |
False |
False |
13,179 |
| 100 |
2,537.7 |
2,110.4 |
427.3 |
17.4% |
35.4 |
1.4% |
81% |
False |
False |
10,799 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
19.0% |
32.5 |
1.3% |
82% |
False |
False |
9,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,565.4 |
|
2.618 |
2,525.4 |
|
1.618 |
2,500.9 |
|
1.000 |
2,485.8 |
|
0.618 |
2,476.4 |
|
HIGH |
2,461.3 |
|
0.618 |
2,451.9 |
|
0.500 |
2,449.1 |
|
0.382 |
2,446.2 |
|
LOW |
2,436.8 |
|
0.618 |
2,421.7 |
|
1.000 |
2,412.3 |
|
1.618 |
2,397.2 |
|
2.618 |
2,372.7 |
|
4.250 |
2,332.7 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,453.2 |
2,464.8 |
| PP |
2,451.1 |
2,461.6 |
| S1 |
2,449.1 |
2,458.4 |
|