| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,498.2 |
2,544.5 |
46.3 |
1.9% |
2,464.8 |
| High |
2,545.2 |
2,560.8 |
15.6 |
0.6% |
2,500.0 |
| Low |
2,496.4 |
2,528.5 |
32.1 |
1.3% |
2,428.4 |
| Close |
2,540.4 |
2,532.6 |
-7.8 |
-0.3% |
2,492.0 |
| Range |
48.8 |
32.3 |
-16.5 |
-33.8% |
71.6 |
| ATR |
33.5 |
33.4 |
-0.1 |
-0.3% |
0.0 |
| Volume |
1,922 |
1,043 |
-879 |
-45.7% |
19,314 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,637.5 |
2,617.4 |
2,550.4 |
|
| R3 |
2,605.2 |
2,585.1 |
2,541.5 |
|
| R2 |
2,572.9 |
2,572.9 |
2,538.5 |
|
| R1 |
2,552.8 |
2,552.8 |
2,535.6 |
2,546.7 |
| PP |
2,540.6 |
2,540.6 |
2,540.6 |
2,537.6 |
| S1 |
2,520.5 |
2,520.5 |
2,529.6 |
2,514.4 |
| S2 |
2,508.3 |
2,508.3 |
2,526.7 |
|
| S3 |
2,476.0 |
2,488.2 |
2,523.7 |
|
| S4 |
2,443.7 |
2,455.9 |
2,514.8 |
|
|
| 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 |
2,560.8 |
2,449.2 |
111.6 |
4.4% |
39.1 |
1.5% |
75% |
True |
False |
2,711 |
| 10 |
2,560.8 |
2,407.2 |
153.6 |
6.1% |
35.1 |
1.4% |
82% |
True |
False |
2,706 |
| 20 |
2,560.8 |
2,372.6 |
188.2 |
7.4% |
31.0 |
1.2% |
85% |
True |
False |
1,794 |
| 40 |
2,560.8 |
2,372.6 |
188.2 |
7.4% |
32.6 |
1.3% |
85% |
True |
False |
1,163 |
| 60 |
2,560.8 |
2,372.6 |
188.2 |
7.4% |
31.8 |
1.3% |
85% |
True |
False |
934 |
| 80 |
2,560.8 |
2,257.9 |
302.9 |
12.0% |
33.0 |
1.3% |
91% |
True |
False |
789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,698.1 |
|
2.618 |
2,645.4 |
|
1.618 |
2,613.1 |
|
1.000 |
2,593.1 |
|
0.618 |
2,580.8 |
|
HIGH |
2,560.8 |
|
0.618 |
2,548.5 |
|
0.500 |
2,544.7 |
|
0.382 |
2,540.8 |
|
LOW |
2,528.5 |
|
0.618 |
2,508.5 |
|
1.000 |
2,496.2 |
|
1.618 |
2,476.2 |
|
2.618 |
2,443.9 |
|
4.250 |
2,391.2 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,544.7 |
2,528.1 |
| PP |
2,540.6 |
2,523.6 |
| S1 |
2,536.6 |
2,519.1 |
|