| 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 |
2,264.9 |
2,281.0 |
16.1 |
0.7% |
2,193.0 |
| High |
2,296.8 |
2,297.6 |
0.8 |
0.0% |
2,327.3 |
| Low |
2,248.1 |
2,235.9 |
-12.2 |
-0.5% |
2,193.0 |
| Close |
2,285.7 |
2,237.8 |
-47.9 |
-2.1% |
2,225.7 |
| Range |
48.7 |
61.7 |
13.0 |
26.7% |
134.3 |
| ATR |
40.1 |
41.7 |
1.5 |
3.8% |
0.0 |
| Volume |
477 |
268 |
-209 |
-43.8% |
1,567 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,442.2 |
2,401.7 |
2,271.7 |
|
| R3 |
2,380.5 |
2,340.0 |
2,254.8 |
|
| R2 |
2,318.8 |
2,318.8 |
2,249.1 |
|
| R1 |
2,278.3 |
2,278.3 |
2,243.5 |
2,267.7 |
| PP |
2,257.1 |
2,257.1 |
2,257.1 |
2,251.8 |
| S1 |
2,216.6 |
2,216.6 |
2,232.1 |
2,206.0 |
| S2 |
2,195.4 |
2,195.4 |
2,226.5 |
|
| S3 |
2,133.7 |
2,154.9 |
2,220.8 |
|
| S4 |
2,072.0 |
2,093.2 |
2,203.9 |
|
|
| 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 |
2,308.4 |
2,212.2 |
96.2 |
4.3% |
54.8 |
2.5% |
27% |
False |
False |
370 |
| 10 |
2,327.3 |
2,086.7 |
240.6 |
10.8% |
57.2 |
2.6% |
63% |
False |
False |
354 |
| 20 |
2,327.3 |
2,049.0 |
278.3 |
12.4% |
41.9 |
1.9% |
68% |
False |
False |
228 |
| 40 |
2,327.3 |
2,037.5 |
289.8 |
13.0% |
25.4 |
1.1% |
69% |
False |
False |
123 |
| 60 |
2,327.3 |
2,024.8 |
302.5 |
13.5% |
16.9 |
0.8% |
70% |
False |
False |
82 |
| 80 |
2,327.3 |
1,996.4 |
330.9 |
14.8% |
12.7 |
0.6% |
73% |
False |
False |
61 |
| 100 |
2,327.3 |
1,996.4 |
330.9 |
14.8% |
10.1 |
0.5% |
73% |
False |
False |
49 |
| 120 |
2,327.3 |
1,996.4 |
330.9 |
14.8% |
8.5 |
0.4% |
73% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,559.8 |
|
2.618 |
2,459.1 |
|
1.618 |
2,397.4 |
|
1.000 |
2,359.3 |
|
0.618 |
2,335.7 |
|
HIGH |
2,297.6 |
|
0.618 |
2,274.0 |
|
0.500 |
2,266.8 |
|
0.382 |
2,259.5 |
|
LOW |
2,235.9 |
|
0.618 |
2,197.8 |
|
1.000 |
2,174.2 |
|
1.618 |
2,136.1 |
|
2.618 |
2,074.4 |
|
4.250 |
1,973.7 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,266.8 |
2,254.9 |
| PP |
2,257.1 |
2,249.2 |
| S1 |
2,247.5 |
2,243.5 |
|