| 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 |
2,427.1 |
2,473.2 |
46.1 |
1.9% |
2,396.2 |
| High |
2,474.5 |
2,488.4 |
13.9 |
0.6% |
2,430.4 |
| Low |
2,424.5 |
2,455.5 |
31.0 |
1.3% |
2,356.0 |
| Close |
2,467.8 |
2,459.9 |
-7.9 |
-0.3% |
2,420.7 |
| Range |
50.0 |
32.9 |
-17.1 |
-34.2% |
74.4 |
| ATR |
35.5 |
35.3 |
-0.2 |
-0.5% |
0.0 |
| Volume |
246,085 |
259,540 |
13,455 |
5.5% |
1,181,623 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,566.6 |
2,546.2 |
2,478.0 |
|
| R3 |
2,533.7 |
2,513.3 |
2,468.9 |
|
| R2 |
2,500.8 |
2,500.8 |
2,465.9 |
|
| R1 |
2,480.4 |
2,480.4 |
2,462.9 |
2,474.2 |
| PP |
2,467.9 |
2,467.9 |
2,467.9 |
2,464.8 |
| S1 |
2,447.5 |
2,447.5 |
2,456.9 |
2,441.3 |
| S2 |
2,435.0 |
2,435.0 |
2,453.9 |
|
| S3 |
2,402.1 |
2,414.6 |
2,450.9 |
|
| S4 |
2,369.2 |
2,381.7 |
2,441.8 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,625.6 |
2,597.5 |
2,461.6 |
|
| R3 |
2,551.2 |
2,523.1 |
2,441.2 |
|
| R2 |
2,476.8 |
2,476.8 |
2,434.3 |
|
| R1 |
2,448.7 |
2,448.7 |
2,427.5 |
2,462.8 |
| PP |
2,402.4 |
2,402.4 |
2,402.4 |
2,409.4 |
| S1 |
2,374.3 |
2,374.3 |
2,413.9 |
2,388.4 |
| S2 |
2,328.0 |
2,328.0 |
2,407.1 |
|
| S3 |
2,253.6 |
2,299.9 |
2,400.2 |
|
| S4 |
2,179.2 |
2,225.5 |
2,379.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,488.4 |
2,376.8 |
111.6 |
4.5% |
40.5 |
1.6% |
74% |
True |
False |
244,722 |
| 10 |
2,488.4 |
2,335.7 |
152.7 |
6.2% |
37.4 |
1.5% |
81% |
True |
False |
236,767 |
| 20 |
2,488.4 |
2,304.7 |
183.7 |
7.5% |
33.2 |
1.3% |
84% |
True |
False |
199,744 |
| 40 |
2,488.4 |
2,304.2 |
184.2 |
7.5% |
35.3 |
1.4% |
85% |
True |
False |
173,089 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.5% |
35.8 |
1.5% |
85% |
True |
False |
125,373 |
| 80 |
2,488.4 |
2,199.7 |
288.7 |
11.7% |
37.2 |
1.5% |
90% |
True |
False |
96,108 |
| 100 |
2,488.4 |
2,063.7 |
424.7 |
17.3% |
35.0 |
1.4% |
93% |
True |
False |
77,485 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
18.4% |
32.4 |
1.3% |
94% |
True |
False |
64,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,628.2 |
|
2.618 |
2,574.5 |
|
1.618 |
2,541.6 |
|
1.000 |
2,521.3 |
|
0.618 |
2,508.7 |
|
HIGH |
2,488.4 |
|
0.618 |
2,475.8 |
|
0.500 |
2,472.0 |
|
0.382 |
2,468.1 |
|
LOW |
2,455.5 |
|
0.618 |
2,435.2 |
|
1.000 |
2,422.6 |
|
1.618 |
2,402.3 |
|
2.618 |
2,369.4 |
|
4.250 |
2,315.7 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,472.0 |
2,455.7 |
| PP |
2,467.9 |
2,451.5 |
| S1 |
2,463.9 |
2,447.3 |
|