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 |
5,674.00 |
5,642.25 |
-31.75 |
-0.6% |
5,743.75 |
High |
5,693.75 |
5,646.25 |
-47.50 |
-0.8% |
5,785.00 |
Low |
5,652.00 |
5,524.00 |
-128.00 |
-2.3% |
5,604.75 |
Close |
5,662.50 |
5,533.25 |
-129.25 |
-2.3% |
5,615.75 |
Range |
41.75 |
122.25 |
80.50 |
192.8% |
180.25 |
ATR |
55.85 |
61.75 |
5.90 |
10.6% |
0.00 |
Volume |
1,286 |
3,105 |
1,819 |
141.4% |
12,330 |
|
Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,934.50 |
5,856.25 |
5,600.50 |
|
R3 |
5,812.25 |
5,734.00 |
5,566.75 |
|
R2 |
5,690.00 |
5,690.00 |
5,555.75 |
|
R1 |
5,611.75 |
5,611.75 |
5,544.50 |
5,589.75 |
PP |
5,567.75 |
5,567.75 |
5,567.75 |
5,557.00 |
S1 |
5,489.50 |
5,489.50 |
5,522.00 |
5,467.50 |
S2 |
5,445.50 |
5,445.50 |
5,510.75 |
|
S3 |
5,323.25 |
5,367.25 |
5,499.75 |
|
S4 |
5,201.00 |
5,245.00 |
5,466.00 |
|
|
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 |
5,727.50 |
5,524.00 |
203.50 |
3.7% |
77.25 |
1.4% |
5% |
False |
True |
2,521 |
10 |
5,785.00 |
5,524.00 |
261.00 |
4.7% |
73.50 |
1.3% |
4% |
False |
True |
2,187 |
20 |
5,785.00 |
5,524.00 |
261.00 |
4.7% |
58.00 |
1.0% |
4% |
False |
True |
1,762 |
40 |
5,785.00 |
5,327.75 |
457.25 |
8.3% |
53.50 |
1.0% |
45% |
False |
False |
1,110 |
60 |
5,785.00 |
5,148.25 |
636.75 |
11.5% |
51.25 |
0.9% |
60% |
False |
False |
786 |
80 |
5,785.00 |
5,075.00 |
710.00 |
12.8% |
56.25 |
1.0% |
65% |
False |
False |
631 |
100 |
5,785.00 |
5,075.00 |
710.00 |
12.8% |
53.50 |
1.0% |
65% |
False |
False |
540 |
120 |
5,785.00 |
5,068.75 |
716.25 |
12.9% |
48.00 |
0.9% |
65% |
False |
False |
462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,165.75 |
2.618 |
5,966.25 |
1.618 |
5,844.00 |
1.000 |
5,768.50 |
0.618 |
5,721.75 |
HIGH |
5,646.25 |
0.618 |
5,599.50 |
0.500 |
5,585.00 |
0.382 |
5,570.75 |
LOW |
5,524.00 |
0.618 |
5,448.50 |
1.000 |
5,401.75 |
1.618 |
5,326.25 |
2.618 |
5,204.00 |
4.250 |
5,004.50 |
|
|
Fisher Pivots for day following 24-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,585.00 |
5,609.00 |
PP |
5,567.75 |
5,583.75 |
S1 |
5,550.50 |
5,558.50 |
|