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 |
20,822.25 |
20,887.00 |
64.75 |
0.3% |
20,857.75 |
High |
21,049.00 |
20,936.75 |
-112.25 |
-0.5% |
21,240.25 |
Low |
20,760.50 |
20,719.25 |
-41.25 |
-0.2% |
20,600.00 |
Close |
20,836.25 |
20,851.75 |
15.50 |
0.1% |
20,777.75 |
Range |
288.50 |
217.50 |
-71.00 |
-24.6% |
640.25 |
ATR |
275.62 |
271.47 |
-4.15 |
-1.5% |
0.00 |
Volume |
1,021 |
1,109 |
88 |
8.6% |
5,766 |
|
Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,488.50 |
21,387.50 |
20,971.50 |
|
R3 |
21,271.00 |
21,170.00 |
20,911.50 |
|
R2 |
21,053.50 |
21,053.50 |
20,891.50 |
|
R1 |
20,952.50 |
20,952.50 |
20,871.75 |
20,894.25 |
PP |
20,836.00 |
20,836.00 |
20,836.00 |
20,806.75 |
S1 |
20,735.00 |
20,735.00 |
20,831.75 |
20,676.75 |
S2 |
20,618.50 |
20,618.50 |
20,812.00 |
|
S3 |
20,401.00 |
20,517.50 |
20,792.00 |
|
S4 |
20,183.50 |
20,300.00 |
20,732.00 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,793.50 |
22,425.75 |
21,130.00 |
|
R3 |
22,153.25 |
21,785.50 |
20,953.75 |
|
R2 |
21,513.00 |
21,513.00 |
20,895.25 |
|
R1 |
21,145.25 |
21,145.25 |
20,836.50 |
21,009.00 |
PP |
20,872.75 |
20,872.75 |
20,872.75 |
20,804.50 |
S1 |
20,505.00 |
20,505.00 |
20,719.00 |
20,368.75 |
S2 |
20,232.50 |
20,232.50 |
20,660.25 |
|
S3 |
19,592.25 |
19,864.75 |
20,601.75 |
|
S4 |
18,952.00 |
19,224.50 |
20,425.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,240.25 |
20,600.00 |
640.25 |
3.1% |
347.50 |
1.7% |
39% |
False |
False |
1,276 |
10 |
21,240.25 |
20,163.00 |
1,077.25 |
5.2% |
285.00 |
1.4% |
64% |
False |
False |
1,037 |
20 |
21,240.25 |
19,977.50 |
1,262.75 |
6.1% |
274.25 |
1.3% |
69% |
False |
False |
907 |
40 |
21,240.25 |
18,724.75 |
2,515.50 |
12.1% |
248.75 |
1.2% |
85% |
False |
False |
498 |
60 |
21,240.25 |
17,555.75 |
3,684.50 |
17.7% |
249.75 |
1.2% |
89% |
False |
False |
344 |
80 |
21,240.25 |
17,555.75 |
3,684.50 |
17.7% |
250.50 |
1.2% |
89% |
False |
False |
264 |
100 |
21,240.25 |
17,555.75 |
3,684.50 |
17.7% |
212.00 |
1.0% |
89% |
False |
False |
212 |
120 |
21,240.25 |
17,555.75 |
3,684.50 |
17.7% |
181.25 |
0.9% |
89% |
False |
False |
176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,861.00 |
2.618 |
21,506.25 |
1.618 |
21,288.75 |
1.000 |
21,154.25 |
0.618 |
21,071.25 |
HIGH |
20,936.75 |
0.618 |
20,853.75 |
0.500 |
20,828.00 |
0.382 |
20,802.25 |
LOW |
20,719.25 |
0.618 |
20,584.75 |
1.000 |
20,501.75 |
1.618 |
20,367.25 |
2.618 |
20,149.75 |
4.250 |
19,795.00 |
|
|
Fisher Pivots for day following 16-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,843.75 |
20,842.75 |
PP |
20,836.00 |
20,833.50 |
S1 |
20,828.00 |
20,824.50 |
|