Trading Metrics calculated at close of trading on 16-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
5,743.75 |
5,755.25 |
11.50 |
0.2% |
5,674.75 |
High |
5,782.00 |
5,785.00 |
3.00 |
0.1% |
5,772.25 |
Low |
5,729.50 |
5,737.25 |
7.75 |
0.1% |
5,674.00 |
Close |
5,746.25 |
5,781.25 |
35.00 |
0.6% |
5,728.25 |
Range |
52.50 |
47.75 |
-4.75 |
-9.0% |
98.25 |
ATR |
50.41 |
50.22 |
-0.19 |
-0.4% |
0.00 |
Volume |
1,895 |
742 |
-1,153 |
-60.8% |
7,287 |
|
Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,911.00 |
5,894.00 |
5,807.50 |
|
R3 |
5,863.25 |
5,846.25 |
5,794.50 |
|
R2 |
5,815.50 |
5,815.50 |
5,790.00 |
|
R1 |
5,798.50 |
5,798.50 |
5,785.75 |
5,807.00 |
PP |
5,767.75 |
5,767.75 |
5,767.75 |
5,772.00 |
S1 |
5,750.75 |
5,750.75 |
5,776.75 |
5,759.25 |
S2 |
5,720.00 |
5,720.00 |
5,772.50 |
|
S3 |
5,672.25 |
5,703.00 |
5,768.00 |
|
S4 |
5,624.50 |
5,655.25 |
5,755.00 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,019.50 |
5,972.25 |
5,782.25 |
|
R3 |
5,921.25 |
5,874.00 |
5,755.25 |
|
R2 |
5,823.00 |
5,823.00 |
5,746.25 |
|
R1 |
5,775.75 |
5,775.75 |
5,737.25 |
5,799.50 |
PP |
5,724.75 |
5,724.75 |
5,724.75 |
5,736.75 |
S1 |
5,677.50 |
5,677.50 |
5,719.25 |
5,701.00 |
S2 |
5,626.50 |
5,626.50 |
5,710.25 |
|
S3 |
5,528.25 |
5,579.25 |
5,701.25 |
|
S4 |
5,430.00 |
5,481.00 |
5,674.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,785.00 |
5,689.25 |
95.75 |
1.7% |
64.00 |
1.1% |
96% |
True |
False |
1,457 |
10 |
5,785.00 |
5,565.75 |
219.25 |
3.8% |
50.50 |
0.9% |
98% |
True |
False |
1,322 |
20 |
5,785.00 |
5,552.00 |
233.00 |
4.0% |
47.25 |
0.8% |
98% |
True |
False |
1,249 |
40 |
5,785.00 |
5,327.75 |
457.25 |
7.9% |
47.50 |
0.8% |
99% |
True |
False |
736 |
60 |
5,785.00 |
5,075.00 |
710.00 |
12.3% |
50.50 |
0.9% |
99% |
True |
False |
549 |
80 |
5,785.00 |
5,075.00 |
710.00 |
12.3% |
52.25 |
0.9% |
99% |
True |
False |
443 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.3% |
50.00 |
0.9% |
99% |
True |
False |
385 |
120 |
5,785.00 |
5,010.50 |
774.50 |
13.4% |
45.00 |
0.8% |
100% |
True |
False |
333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,988.00 |
2.618 |
5,910.00 |
1.618 |
5,862.25 |
1.000 |
5,832.75 |
0.618 |
5,814.50 |
HIGH |
5,785.00 |
0.618 |
5,766.75 |
0.500 |
5,761.00 |
0.382 |
5,755.50 |
LOW |
5,737.25 |
0.618 |
5,707.75 |
1.000 |
5,689.50 |
1.618 |
5,660.00 |
2.618 |
5,612.25 |
4.250 |
5,534.25 |
|
|
Fisher Pivots for day following 16-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,774.50 |
5,766.50 |
PP |
5,767.75 |
5,751.75 |
S1 |
5,761.00 |
5,737.00 |
|