| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,483.6 |
2,498.2 |
14.6 |
0.6% |
2,464.8 |
| High |
2,516.0 |
2,545.2 |
29.2 |
1.2% |
2,500.0 |
| Low |
2,477.4 |
2,496.4 |
19.0 |
0.8% |
2,428.4 |
| Close |
2,500.3 |
2,540.4 |
40.1 |
1.6% |
2,492.0 |
| Range |
38.6 |
48.8 |
10.2 |
26.4% |
71.6 |
| ATR |
32.3 |
33.5 |
1.2 |
3.6% |
0.0 |
| Volume |
2,003 |
1,922 |
-81 |
-4.0% |
19,314 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.7 |
2,655.9 |
2,567.2 |
|
| R3 |
2,624.9 |
2,607.1 |
2,553.8 |
|
| R2 |
2,576.1 |
2,576.1 |
2,549.3 |
|
| R1 |
2,558.3 |
2,558.3 |
2,544.9 |
2,567.2 |
| PP |
2,527.3 |
2,527.3 |
2,527.3 |
2,531.8 |
| S1 |
2,509.5 |
2,509.5 |
2,535.9 |
2,518.4 |
| S2 |
2,478.5 |
2,478.5 |
2,531.5 |
|
| S3 |
2,429.7 |
2,460.7 |
2,527.0 |
|
| S4 |
2,380.9 |
2,411.9 |
2,513.6 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,688.3 |
2,661.7 |
2,531.4 |
|
| R3 |
2,616.7 |
2,590.1 |
2,511.7 |
|
| R2 |
2,545.1 |
2,545.1 |
2,505.1 |
|
| R1 |
2,518.5 |
2,518.5 |
2,498.6 |
2,531.8 |
| PP |
2,473.5 |
2,473.5 |
2,473.5 |
2,480.1 |
| S1 |
2,446.9 |
2,446.9 |
2,485.4 |
2,460.2 |
| S2 |
2,401.9 |
2,401.9 |
2,478.9 |
|
| S3 |
2,330.3 |
2,375.3 |
2,472.3 |
|
| S4 |
2,258.7 |
2,303.7 |
2,452.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,545.2 |
2,443.3 |
101.9 |
4.0% |
36.4 |
1.4% |
95% |
True |
False |
2,975 |
| 10 |
2,545.2 |
2,396.8 |
148.4 |
5.8% |
33.5 |
1.3% |
97% |
True |
False |
2,692 |
| 20 |
2,545.2 |
2,372.6 |
172.6 |
6.8% |
30.3 |
1.2% |
97% |
True |
False |
1,778 |
| 40 |
2,547.2 |
2,372.6 |
174.6 |
6.9% |
32.9 |
1.3% |
96% |
False |
False |
1,147 |
| 60 |
2,547.2 |
2,372.6 |
174.6 |
6.9% |
31.9 |
1.3% |
96% |
False |
False |
922 |
| 80 |
2,547.2 |
2,257.9 |
289.3 |
11.4% |
33.2 |
1.3% |
98% |
False |
False |
780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,752.6 |
|
2.618 |
2,673.0 |
|
1.618 |
2,624.2 |
|
1.000 |
2,594.0 |
|
0.618 |
2,575.4 |
|
HIGH |
2,545.2 |
|
0.618 |
2,526.6 |
|
0.500 |
2,520.8 |
|
0.382 |
2,515.0 |
|
LOW |
2,496.4 |
|
0.618 |
2,466.2 |
|
1.000 |
2,447.6 |
|
1.618 |
2,417.4 |
|
2.618 |
2,368.6 |
|
4.250 |
2,289.0 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,533.9 |
2,529.2 |
| PP |
2,527.3 |
2,518.0 |
| S1 |
2,520.8 |
2,506.8 |
|