| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,473.2 |
2,462.5 |
-10.7 |
-0.4% |
2,396.2 |
| High |
2,488.4 |
2,478.5 |
-9.9 |
-0.4% |
2,430.4 |
| Low |
2,455.5 |
2,442.9 |
-12.6 |
-0.5% |
2,356.0 |
| Close |
2,459.9 |
2,456.4 |
-3.5 |
-0.1% |
2,420.7 |
| Range |
32.9 |
35.6 |
2.7 |
8.2% |
74.4 |
| ATR |
35.3 |
35.3 |
0.0 |
0.1% |
0.0 |
| Volume |
259,540 |
192,770 |
-66,770 |
-25.7% |
1,181,623 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,566.1 |
2,546.8 |
2,476.0 |
|
| R3 |
2,530.5 |
2,511.2 |
2,466.2 |
|
| R2 |
2,494.9 |
2,494.9 |
2,462.9 |
|
| R1 |
2,475.6 |
2,475.6 |
2,459.7 |
2,467.5 |
| PP |
2,459.3 |
2,459.3 |
2,459.3 |
2,455.2 |
| S1 |
2,440.0 |
2,440.0 |
2,453.1 |
2,431.9 |
| S2 |
2,423.7 |
2,423.7 |
2,449.9 |
|
| S3 |
2,388.1 |
2,404.4 |
2,446.6 |
|
| S4 |
2,352.5 |
2,368.8 |
2,436.8 |
|
|
| 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 |
2,396.1 |
92.3 |
3.8% |
36.9 |
1.5% |
65% |
False |
False |
222,572 |
| 10 |
2,488.4 |
2,356.0 |
132.4 |
5.4% |
37.1 |
1.5% |
76% |
False |
False |
236,680 |
| 20 |
2,488.4 |
2,304.7 |
183.7 |
7.5% |
33.5 |
1.4% |
83% |
False |
False |
201,670 |
| 40 |
2,488.4 |
2,304.2 |
184.2 |
7.5% |
35.1 |
1.4% |
83% |
False |
False |
176,735 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.5% |
35.3 |
1.4% |
83% |
False |
False |
128,399 |
| 80 |
2,488.4 |
2,205.8 |
282.6 |
11.5% |
37.3 |
1.5% |
89% |
False |
False |
98,479 |
| 100 |
2,488.4 |
2,072.9 |
415.5 |
16.9% |
35.0 |
1.4% |
92% |
False |
False |
79,392 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
18.4% |
32.5 |
1.3% |
93% |
False |
False |
66,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,629.8 |
|
2.618 |
2,571.7 |
|
1.618 |
2,536.1 |
|
1.000 |
2,514.1 |
|
0.618 |
2,500.5 |
|
HIGH |
2,478.5 |
|
0.618 |
2,464.9 |
|
0.500 |
2,460.7 |
|
0.382 |
2,456.5 |
|
LOW |
2,442.9 |
|
0.618 |
2,420.9 |
|
1.000 |
2,407.3 |
|
1.618 |
2,385.3 |
|
2.618 |
2,349.7 |
|
4.250 |
2,291.6 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,460.7 |
2,456.5 |
| PP |
2,459.3 |
2,456.4 |
| S1 |
2,457.8 |
2,456.4 |
|