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 |
20,228.00 |
20,130.00 |
-98.00 |
-0.5% |
20,822.25 |
High |
20,334.25 |
20,130.00 |
-204.25 |
-1.0% |
21,049.00 |
Low |
20,119.50 |
19,412.50 |
-707.00 |
-3.5% |
19,902.00 |
Close |
20,175.25 |
19,443.25 |
-732.00 |
-3.6% |
19,959.25 |
Range |
214.75 |
717.50 |
502.75 |
234.1% |
1,147.00 |
ATR |
301.53 |
334.48 |
32.94 |
10.9% |
0.00 |
Volume |
783 |
3,122 |
2,339 |
298.7% |
7,341 |
|
Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,814.50 |
21,346.25 |
19,838.00 |
|
R3 |
21,097.00 |
20,628.75 |
19,640.50 |
|
R2 |
20,379.50 |
20,379.50 |
19,574.75 |
|
R1 |
19,911.25 |
19,911.25 |
19,509.00 |
19,786.50 |
PP |
19,662.00 |
19,662.00 |
19,662.00 |
19,599.50 |
S1 |
19,193.75 |
19,193.75 |
19,377.50 |
19,069.00 |
S2 |
18,944.50 |
18,944.50 |
19,311.75 |
|
S3 |
18,227.00 |
18,476.25 |
19,246.00 |
|
S4 |
17,509.50 |
17,758.75 |
19,048.50 |
|
|
Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,744.50 |
22,998.75 |
20,590.00 |
|
R3 |
22,597.50 |
21,851.75 |
20,274.75 |
|
R2 |
21,450.50 |
21,450.50 |
20,169.50 |
|
R1 |
20,704.75 |
20,704.75 |
20,064.50 |
20,504.00 |
PP |
20,303.50 |
20,303.50 |
20,303.50 |
20,203.00 |
S1 |
19,557.75 |
19,557.75 |
19,854.00 |
19,357.00 |
S2 |
19,156.50 |
19,156.50 |
19,749.00 |
|
S3 |
18,009.50 |
18,410.75 |
19,643.75 |
|
S4 |
16,862.50 |
17,263.75 |
19,328.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,413.00 |
19,412.50 |
1,000.50 |
5.1% |
397.00 |
2.0% |
3% |
False |
True |
1,683 |
10 |
21,240.25 |
19,412.50 |
1,827.75 |
9.4% |
412.50 |
2.1% |
2% |
False |
True |
1,563 |
20 |
21,240.25 |
19,412.50 |
1,827.75 |
9.4% |
325.00 |
1.7% |
2% |
False |
True |
1,235 |
40 |
21,240.25 |
18,724.75 |
2,515.50 |
12.9% |
285.75 |
1.5% |
29% |
False |
False |
752 |
60 |
21,240.25 |
17,829.00 |
3,411.25 |
17.5% |
258.75 |
1.3% |
47% |
False |
False |
512 |
80 |
21,240.25 |
17,555.75 |
3,684.50 |
19.0% |
273.00 |
1.4% |
51% |
False |
False |
393 |
100 |
21,240.25 |
17,555.75 |
3,684.50 |
19.0% |
238.00 |
1.2% |
51% |
False |
False |
315 |
120 |
21,240.25 |
17,555.75 |
3,684.50 |
19.0% |
200.75 |
1.0% |
51% |
False |
False |
262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,179.50 |
2.618 |
22,008.50 |
1.618 |
21,291.00 |
1.000 |
20,847.50 |
0.618 |
20,573.50 |
HIGH |
20,130.00 |
0.618 |
19,856.00 |
0.500 |
19,771.25 |
0.382 |
19,686.50 |
LOW |
19,412.50 |
0.618 |
18,969.00 |
1.000 |
18,695.00 |
1.618 |
18,251.50 |
2.618 |
17,534.00 |
4.250 |
16,363.00 |
|
|
Fisher Pivots for day following 24-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
19,771.25 |
19,873.50 |
PP |
19,662.00 |
19,730.00 |
S1 |
19,552.50 |
19,586.50 |
|