Trading Metrics calculated at close of trading on 17-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
5,755.25 |
5,779.75 |
24.50 |
0.4% |
5,674.75 |
High |
5,785.00 |
5,781.25 |
-3.75 |
-0.1% |
5,772.25 |
Low |
5,737.25 |
5,695.00 |
-42.25 |
-0.7% |
5,674.00 |
Close |
5,781.25 |
5,702.00 |
-79.25 |
-1.4% |
5,728.25 |
Range |
47.75 |
86.25 |
38.50 |
80.6% |
98.25 |
ATR |
50.22 |
52.79 |
2.57 |
5.1% |
0.00 |
Volume |
742 |
3,300 |
2,558 |
344.7% |
7,287 |
|
Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,984.75 |
5,929.75 |
5,749.50 |
|
R3 |
5,898.50 |
5,843.50 |
5,725.75 |
|
R2 |
5,812.25 |
5,812.25 |
5,717.75 |
|
R1 |
5,757.25 |
5,757.25 |
5,710.00 |
5,741.50 |
PP |
5,726.00 |
5,726.00 |
5,726.00 |
5,718.25 |
S1 |
5,671.00 |
5,671.00 |
5,694.00 |
5,655.50 |
S2 |
5,639.75 |
5,639.75 |
5,686.25 |
|
S3 |
5,553.50 |
5,584.75 |
5,678.25 |
|
S4 |
5,467.25 |
5,498.50 |
5,654.50 |
|
|
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% |
69.50 |
1.2% |
13% |
False |
False |
1,853 |
10 |
5,785.00 |
5,623.25 |
161.75 |
2.8% |
52.50 |
0.9% |
49% |
False |
False |
1,518 |
20 |
5,785.00 |
5,565.75 |
219.25 |
3.8% |
48.25 |
0.8% |
62% |
False |
False |
1,390 |
40 |
5,785.00 |
5,327.75 |
457.25 |
8.0% |
49.25 |
0.9% |
82% |
False |
False |
817 |
60 |
5,785.00 |
5,117.75 |
667.25 |
11.7% |
50.50 |
0.9% |
88% |
False |
False |
598 |
80 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
53.25 |
0.9% |
88% |
False |
False |
482 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
50.50 |
0.9% |
88% |
False |
False |
418 |
120 |
5,785.00 |
5,010.50 |
774.50 |
13.6% |
45.75 |
0.8% |
89% |
False |
False |
360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,147.75 |
2.618 |
6,007.00 |
1.618 |
5,920.75 |
1.000 |
5,867.50 |
0.618 |
5,834.50 |
HIGH |
5,781.25 |
0.618 |
5,748.25 |
0.500 |
5,738.00 |
0.382 |
5,728.00 |
LOW |
5,695.00 |
0.618 |
5,641.75 |
1.000 |
5,608.75 |
1.618 |
5,555.50 |
2.618 |
5,469.25 |
4.250 |
5,328.50 |
|
|
Fisher Pivots for day following 17-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,738.00 |
5,740.00 |
PP |
5,726.00 |
5,727.25 |
S1 |
5,714.00 |
5,714.75 |
|