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 |
20,887.00 |
20,845.00 |
-42.00 |
-0.2% |
20,857.75 |
High |
20,936.75 |
20,849.50 |
-87.25 |
-0.4% |
21,240.25 |
Low |
20,719.25 |
20,218.00 |
-501.25 |
-2.4% |
20,600.00 |
Close |
20,851.75 |
20,248.25 |
-603.50 |
-2.9% |
20,777.75 |
Range |
217.50 |
631.50 |
414.00 |
190.3% |
640.25 |
ATR |
271.47 |
297.34 |
25.88 |
9.5% |
0.00 |
Volume |
1,109 |
1,893 |
784 |
70.7% |
5,766 |
|
Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,333.00 |
21,922.25 |
20,595.50 |
|
R3 |
21,701.50 |
21,290.75 |
20,422.00 |
|
R2 |
21,070.00 |
21,070.00 |
20,364.00 |
|
R1 |
20,659.25 |
20,659.25 |
20,306.25 |
20,549.00 |
PP |
20,438.50 |
20,438.50 |
20,438.50 |
20,383.50 |
S1 |
20,027.75 |
20,027.75 |
20,190.25 |
19,917.50 |
S2 |
19,807.00 |
19,807.00 |
20,132.50 |
|
S3 |
19,175.50 |
19,396.25 |
20,074.50 |
|
S4 |
18,544.00 |
18,764.75 |
19,901.00 |
|
|
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 |
20,218.00 |
1,022.25 |
5.0% |
428.00 |
2.1% |
3% |
False |
True |
1,443 |
10 |
21,240.25 |
20,218.00 |
1,022.25 |
5.0% |
313.50 |
1.5% |
3% |
False |
True |
1,108 |
20 |
21,240.25 |
19,977.50 |
1,262.75 |
6.2% |
287.75 |
1.4% |
21% |
False |
False |
994 |
40 |
21,240.25 |
18,724.75 |
2,515.50 |
12.4% |
261.75 |
1.3% |
61% |
False |
False |
545 |
60 |
21,240.25 |
17,588.25 |
3,652.00 |
18.0% |
253.25 |
1.3% |
73% |
False |
False |
374 |
80 |
21,240.25 |
17,555.75 |
3,684.50 |
18.2% |
256.75 |
1.3% |
73% |
False |
False |
288 |
100 |
21,240.25 |
17,555.75 |
3,684.50 |
18.2% |
218.25 |
1.1% |
73% |
False |
False |
230 |
120 |
21,240.25 |
17,555.75 |
3,684.50 |
18.2% |
185.75 |
0.9% |
73% |
False |
False |
192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,533.50 |
2.618 |
22,502.75 |
1.618 |
21,871.25 |
1.000 |
21,481.00 |
0.618 |
21,239.75 |
HIGH |
20,849.50 |
0.618 |
20,608.25 |
0.500 |
20,533.75 |
0.382 |
20,459.25 |
LOW |
20,218.00 |
0.618 |
19,827.75 |
1.000 |
19,586.50 |
1.618 |
19,196.25 |
2.618 |
18,564.75 |
4.250 |
17,534.00 |
|
|
Fisher Pivots for day following 17-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,533.75 |
20,633.50 |
PP |
20,438.50 |
20,505.00 |
S1 |
20,343.50 |
20,376.75 |
|