| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,308.6 |
2,293.5 |
-15.1 |
-0.7% |
2,058.7 |
| High |
2,327.3 |
2,308.4 |
-18.9 |
-0.8% |
2,207.6 |
| Low |
2,276.8 |
2,230.0 |
-46.8 |
-2.1% |
2,058.7 |
| Close |
2,284.2 |
2,240.4 |
-43.8 |
-1.9% |
2,189.0 |
| Range |
50.5 |
78.4 |
27.9 |
55.2% |
148.9 |
| ATR |
35.8 |
38.9 |
3.0 |
8.5% |
0.0 |
| Volume |
247 |
501 |
254 |
102.8% |
1,119 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.8 |
2,446.0 |
2,283.5 |
|
| R3 |
2,416.4 |
2,367.6 |
2,262.0 |
|
| R2 |
2,338.0 |
2,338.0 |
2,254.8 |
|
| R1 |
2,289.2 |
2,289.2 |
2,247.6 |
2,274.4 |
| PP |
2,259.6 |
2,259.6 |
2,259.6 |
2,252.2 |
| S1 |
2,210.8 |
2,210.8 |
2,233.2 |
2,196.0 |
| S2 |
2,181.2 |
2,181.2 |
2,226.0 |
|
| S3 |
2,102.8 |
2,132.4 |
2,218.8 |
|
| S4 |
2,024.4 |
2,054.0 |
2,197.3 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.5 |
2,542.6 |
2,270.9 |
|
| R3 |
2,449.6 |
2,393.7 |
2,229.9 |
|
| R2 |
2,300.7 |
2,300.7 |
2,216.3 |
|
| R1 |
2,244.8 |
2,244.8 |
2,202.6 |
2,272.8 |
| PP |
2,151.8 |
2,151.8 |
2,151.8 |
2,165.7 |
| S1 |
2,095.9 |
2,095.9 |
2,175.4 |
2,123.9 |
| S2 |
2,002.9 |
2,002.9 |
2,161.7 |
|
| S3 |
1,854.0 |
1,947.0 |
2,148.1 |
|
| S4 |
1,705.1 |
1,798.1 |
2,107.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,327.3 |
2,173.1 |
154.2 |
6.9% |
58.3 |
2.6% |
44% |
False |
False |
352 |
| 10 |
2,327.3 |
2,054.9 |
272.4 |
12.2% |
48.2 |
2.2% |
68% |
False |
False |
263 |
| 20 |
2,327.3 |
2,047.4 |
279.9 |
12.5% |
36.8 |
1.6% |
69% |
False |
False |
177 |
| 40 |
2,327.3 |
2,037.5 |
289.8 |
12.9% |
20.5 |
0.9% |
70% |
False |
False |
89 |
| 60 |
2,327.3 |
2,024.8 |
302.5 |
13.5% |
13.6 |
0.6% |
71% |
False |
False |
59 |
| 80 |
2,327.3 |
1,996.4 |
330.9 |
14.8% |
10.2 |
0.5% |
74% |
False |
False |
44 |
| 100 |
2,327.3 |
1,996.4 |
330.9 |
14.8% |
8.2 |
0.4% |
74% |
False |
False |
35 |
| 120 |
2,327.3 |
1,996.4 |
330.9 |
14.8% |
6.8 |
0.3% |
74% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,641.6 |
|
2.618 |
2,513.7 |
|
1.618 |
2,435.3 |
|
1.000 |
2,386.8 |
|
0.618 |
2,356.9 |
|
HIGH |
2,308.4 |
|
0.618 |
2,278.5 |
|
0.500 |
2,269.2 |
|
0.382 |
2,259.9 |
|
LOW |
2,230.0 |
|
0.618 |
2,181.5 |
|
1.000 |
2,151.6 |
|
1.618 |
2,103.1 |
|
2.618 |
2,024.7 |
|
4.250 |
1,896.8 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,269.2 |
2,278.7 |
| PP |
2,259.6 |
2,265.9 |
| S1 |
2,250.0 |
2,253.2 |
|