| Trading Metrics calculated at close of trading on 24-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,445.1 |
2,458.1 |
13.0 |
0.5% |
2,468.5 |
| High |
2,461.3 |
2,481.1 |
19.8 |
0.8% |
2,537.7 |
| Low |
2,436.8 |
2,444.9 |
8.1 |
0.3% |
2,443.6 |
| Close |
2,455.2 |
2,464.0 |
8.8 |
0.4% |
2,446.8 |
| Range |
24.5 |
36.2 |
11.7 |
47.8% |
94.1 |
| ATR |
35.6 |
35.6 |
0.0 |
0.1% |
0.0 |
| Volume |
58,037 |
106,183 |
48,146 |
83.0% |
226,901 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,571.9 |
2,554.2 |
2,483.9 |
|
| R3 |
2,535.7 |
2,518.0 |
2,474.0 |
|
| R2 |
2,499.5 |
2,499.5 |
2,470.6 |
|
| R1 |
2,481.8 |
2,481.8 |
2,467.3 |
2,490.7 |
| PP |
2,463.3 |
2,463.3 |
2,463.3 |
2,467.8 |
| S1 |
2,445.6 |
2,445.6 |
2,460.7 |
2,454.5 |
| S2 |
2,427.1 |
2,427.1 |
2,457.4 |
|
| S3 |
2,390.9 |
2,409.4 |
2,454.0 |
|
| S4 |
2,354.7 |
2,373.2 |
2,444.1 |
|
|
| 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 |
2,527.6 |
2,432.7 |
94.9 |
3.9% |
35.9 |
1.5% |
33% |
False |
False |
62,021 |
| 10 |
2,537.7 |
2,424.7 |
113.0 |
4.6% |
38.2 |
1.6% |
35% |
False |
False |
60,522 |
| 20 |
2,537.7 |
2,350.5 |
187.2 |
7.6% |
33.8 |
1.4% |
61% |
False |
False |
48,367 |
| 40 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
34.2 |
1.4% |
61% |
False |
False |
26,193 |
| 60 |
2,537.7 |
2,349.8 |
187.9 |
7.6% |
35.0 |
1.4% |
61% |
False |
False |
18,498 |
| 80 |
2,537.7 |
2,310.5 |
227.2 |
9.2% |
37.0 |
1.5% |
68% |
False |
False |
14,480 |
| 100 |
2,537.7 |
2,121.5 |
416.2 |
16.9% |
35.5 |
1.4% |
82% |
False |
False |
11,858 |
| 120 |
2,537.7 |
2,070.6 |
467.1 |
19.0% |
32.6 |
1.3% |
84% |
False |
False |
9,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,635.0 |
|
2.618 |
2,575.9 |
|
1.618 |
2,539.7 |
|
1.000 |
2,517.3 |
|
0.618 |
2,503.5 |
|
HIGH |
2,481.1 |
|
0.618 |
2,467.3 |
|
0.500 |
2,463.0 |
|
0.382 |
2,458.7 |
|
LOW |
2,444.9 |
|
0.618 |
2,422.5 |
|
1.000 |
2,408.7 |
|
1.618 |
2,386.3 |
|
2.618 |
2,350.1 |
|
4.250 |
2,291.1 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,463.7 |
2,461.6 |
| PP |
2,463.3 |
2,459.3 |
| S1 |
2,463.0 |
2,456.9 |
|