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 |
5,627.00 |
5,674.00 |
47.00 |
0.8% |
5,743.75 |
High |
5,678.75 |
5,693.75 |
15.00 |
0.3% |
5,785.00 |
Low |
5,616.00 |
5,652.00 |
36.00 |
0.6% |
5,604.75 |
Close |
5,674.25 |
5,662.50 |
-11.75 |
-0.2% |
5,615.75 |
Range |
62.75 |
41.75 |
-21.00 |
-33.5% |
180.25 |
ATR |
56.93 |
55.85 |
-1.08 |
-1.9% |
0.00 |
Volume |
1,824 |
1,286 |
-538 |
-29.5% |
12,330 |
|
Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,794.75 |
5,770.25 |
5,685.50 |
|
R3 |
5,753.00 |
5,728.50 |
5,674.00 |
|
R2 |
5,711.25 |
5,711.25 |
5,670.25 |
|
R1 |
5,686.75 |
5,686.75 |
5,666.25 |
5,678.00 |
PP |
5,669.50 |
5,669.50 |
5,669.50 |
5,665.00 |
S1 |
5,645.00 |
5,645.00 |
5,658.75 |
5,636.50 |
S2 |
5,627.75 |
5,627.75 |
5,654.75 |
|
S3 |
5,586.00 |
5,603.25 |
5,651.00 |
|
S4 |
5,544.25 |
5,561.50 |
5,639.50 |
|
|
Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,209.25 |
6,092.75 |
5,715.00 |
|
R3 |
6,029.00 |
5,912.50 |
5,665.25 |
|
R2 |
5,848.75 |
5,848.75 |
5,648.75 |
|
R1 |
5,732.25 |
5,732.25 |
5,632.25 |
5,700.50 |
PP |
5,668.50 |
5,668.50 |
5,668.50 |
5,652.50 |
S1 |
5,552.00 |
5,552.00 |
5,599.25 |
5,520.00 |
S2 |
5,488.25 |
5,488.25 |
5,582.75 |
|
S3 |
5,308.00 |
5,371.75 |
5,566.25 |
|
S4 |
5,127.75 |
5,191.50 |
5,516.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,781.25 |
5,604.75 |
176.50 |
3.1% |
70.25 |
1.2% |
33% |
False |
False |
2,560 |
10 |
5,785.00 |
5,604.75 |
180.25 |
3.2% |
67.00 |
1.2% |
32% |
False |
False |
2,008 |
20 |
5,785.00 |
5,565.75 |
219.25 |
3.9% |
53.50 |
0.9% |
44% |
False |
False |
1,653 |
40 |
5,785.00 |
5,327.75 |
457.25 |
8.1% |
51.25 |
0.9% |
73% |
False |
False |
1,047 |
60 |
5,785.00 |
5,148.25 |
636.75 |
11.2% |
49.75 |
0.9% |
81% |
False |
False |
735 |
80 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
55.00 |
1.0% |
83% |
False |
False |
597 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.5% |
52.75 |
0.9% |
83% |
False |
False |
510 |
120 |
5,785.00 |
5,010.50 |
774.50 |
13.7% |
47.25 |
0.8% |
84% |
False |
False |
437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,871.25 |
2.618 |
5,803.00 |
1.618 |
5,761.25 |
1.000 |
5,735.50 |
0.618 |
5,719.50 |
HIGH |
5,693.75 |
0.618 |
5,677.75 |
0.500 |
5,673.00 |
0.382 |
5,668.00 |
LOW |
5,652.00 |
0.618 |
5,626.25 |
1.000 |
5,610.25 |
1.618 |
5,584.50 |
2.618 |
5,542.75 |
4.250 |
5,474.50 |
|
|
Fisher Pivots for day following 23-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,673.00 |
5,658.00 |
PP |
5,669.50 |
5,653.75 |
S1 |
5,666.00 |
5,649.25 |
|