| Trading Metrics calculated at close of trading on 19-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2024 |
19-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,293.5 |
2,243.9 |
-49.6 |
-2.2% |
2,193.0 |
| High |
2,308.4 |
2,248.8 |
-59.6 |
-2.6% |
2,327.3 |
| Low |
2,230.0 |
2,216.8 |
-13.2 |
-0.6% |
2,193.0 |
| Close |
2,240.4 |
2,225.7 |
-14.7 |
-0.7% |
2,225.7 |
| Range |
78.4 |
32.0 |
-46.4 |
-59.2% |
134.3 |
| ATR |
38.9 |
38.4 |
-0.5 |
-1.3% |
0.0 |
| Volume |
501 |
169 |
-332 |
-66.3% |
1,567 |
|
| Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,326.4 |
2,308.1 |
2,243.3 |
|
| R3 |
2,294.4 |
2,276.1 |
2,234.5 |
|
| R2 |
2,262.4 |
2,262.4 |
2,231.6 |
|
| R1 |
2,244.1 |
2,244.1 |
2,228.6 |
2,237.3 |
| PP |
2,230.4 |
2,230.4 |
2,230.4 |
2,227.0 |
| S1 |
2,212.1 |
2,212.1 |
2,222.8 |
2,205.3 |
| S2 |
2,198.4 |
2,198.4 |
2,219.8 |
|
| S3 |
2,166.4 |
2,180.1 |
2,216.9 |
|
| S4 |
2,134.4 |
2,148.1 |
2,208.1 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,651.6 |
2,572.9 |
2,299.6 |
|
| R3 |
2,517.3 |
2,438.6 |
2,262.6 |
|
| R2 |
2,383.0 |
2,383.0 |
2,250.3 |
|
| R1 |
2,304.3 |
2,304.3 |
2,238.0 |
2,343.7 |
| PP |
2,248.7 |
2,248.7 |
2,248.7 |
2,268.3 |
| S1 |
2,170.0 |
2,170.0 |
2,213.4 |
2,209.4 |
| S2 |
2,114.4 |
2,114.4 |
2,201.1 |
|
| S3 |
1,980.1 |
2,035.7 |
2,188.8 |
|
| S4 |
1,845.8 |
1,901.4 |
2,151.8 |
|
|
| 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 |
2,193.0 |
134.3 |
6.0% |
57.8 |
2.6% |
24% |
False |
False |
313 |
| 10 |
2,327.3 |
2,058.7 |
268.6 |
12.1% |
48.7 |
2.2% |
62% |
False |
False |
268 |
| 20 |
2,327.3 |
2,047.4 |
279.9 |
12.6% |
37.3 |
1.7% |
64% |
False |
False |
174 |
| 40 |
2,327.3 |
2,037.5 |
289.8 |
13.0% |
21.3 |
1.0% |
65% |
False |
False |
94 |
| 60 |
2,327.3 |
2,024.8 |
302.5 |
13.6% |
14.2 |
0.6% |
66% |
False |
False |
62 |
| 80 |
2,327.3 |
1,996.4 |
330.9 |
14.9% |
10.6 |
0.5% |
69% |
False |
False |
47 |
| 100 |
2,327.3 |
1,996.4 |
330.9 |
14.9% |
8.5 |
0.4% |
69% |
False |
False |
37 |
| 120 |
2,327.3 |
1,996.4 |
330.9 |
14.9% |
7.1 |
0.3% |
69% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,384.8 |
|
2.618 |
2,332.6 |
|
1.618 |
2,300.6 |
|
1.000 |
2,280.8 |
|
0.618 |
2,268.6 |
|
HIGH |
2,248.8 |
|
0.618 |
2,236.6 |
|
0.500 |
2,232.8 |
|
0.382 |
2,229.0 |
|
LOW |
2,216.8 |
|
0.618 |
2,197.0 |
|
1.000 |
2,184.8 |
|
1.618 |
2,165.0 |
|
2.618 |
2,133.0 |
|
4.250 |
2,080.8 |
|
|
| Fisher Pivots for day following 19-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,232.8 |
2,272.1 |
| PP |
2,230.4 |
2,256.6 |
| S1 |
2,228.1 |
2,241.2 |
|