| Trading Metrics calculated at close of trading on 19-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2024 |
19-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,462.5 |
2,448.0 |
-14.5 |
-0.6% |
2,419.3 |
| High |
2,478.5 |
2,448.4 |
-30.1 |
-1.2% |
2,488.4 |
| Low |
2,442.9 |
2,395.7 |
-47.2 |
-1.9% |
2,395.7 |
| Close |
2,456.4 |
2,399.1 |
-57.3 |
-2.3% |
2,399.1 |
| Range |
35.6 |
52.7 |
17.1 |
48.0% |
92.7 |
| ATR |
35.3 |
37.1 |
1.8 |
5.1% |
0.0 |
| Volume |
192,770 |
254,408 |
61,638 |
32.0% |
1,146,338 |
|
| Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,572.5 |
2,538.5 |
2,428.1 |
|
| R3 |
2,519.8 |
2,485.8 |
2,413.6 |
|
| R2 |
2,467.1 |
2,467.1 |
2,408.8 |
|
| R1 |
2,433.1 |
2,433.1 |
2,403.9 |
2,423.8 |
| PP |
2,414.4 |
2,414.4 |
2,414.4 |
2,409.7 |
| S1 |
2,380.4 |
2,380.4 |
2,394.3 |
2,371.1 |
| S2 |
2,361.7 |
2,361.7 |
2,389.4 |
|
| S3 |
2,309.0 |
2,327.7 |
2,384.6 |
|
| S4 |
2,256.3 |
2,275.0 |
2,370.1 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,705.8 |
2,645.2 |
2,450.1 |
|
| R3 |
2,613.1 |
2,552.5 |
2,424.6 |
|
| R2 |
2,520.4 |
2,520.4 |
2,416.1 |
|
| R1 |
2,459.8 |
2,459.8 |
2,407.6 |
2,443.8 |
| PP |
2,427.7 |
2,427.7 |
2,427.7 |
2,419.7 |
| S1 |
2,367.1 |
2,367.1 |
2,390.6 |
2,351.1 |
| S2 |
2,335.0 |
2,335.0 |
2,382.1 |
|
| S3 |
2,242.3 |
2,274.4 |
2,373.6 |
|
| S4 |
2,149.6 |
2,181.7 |
2,348.1 |
|
|
| 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 |
2,395.7 |
92.7 |
3.9% |
42.0 |
1.8% |
4% |
False |
True |
229,267 |
| 10 |
2,488.4 |
2,356.0 |
132.4 |
5.5% |
37.8 |
1.6% |
33% |
False |
False |
232,796 |
| 20 |
2,488.4 |
2,304.7 |
183.7 |
7.7% |
34.1 |
1.4% |
51% |
False |
False |
201,756 |
| 40 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
35.7 |
1.5% |
52% |
False |
False |
182,033 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
35.4 |
1.5% |
52% |
False |
False |
132,465 |
| 80 |
2,488.4 |
2,210.1 |
278.3 |
11.6% |
37.7 |
1.6% |
68% |
False |
False |
101,613 |
| 100 |
2,488.4 |
2,072.9 |
415.5 |
17.3% |
35.5 |
1.5% |
79% |
False |
False |
81,917 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
18.9% |
32.9 |
1.4% |
80% |
False |
False |
68,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,672.4 |
|
2.618 |
2,586.4 |
|
1.618 |
2,533.7 |
|
1.000 |
2,501.1 |
|
0.618 |
2,481.0 |
|
HIGH |
2,448.4 |
|
0.618 |
2,428.3 |
|
0.500 |
2,422.1 |
|
0.382 |
2,415.8 |
|
LOW |
2,395.7 |
|
0.618 |
2,363.1 |
|
1.000 |
2,343.0 |
|
1.618 |
2,310.4 |
|
2.618 |
2,257.7 |
|
4.250 |
2,171.7 |
|
|
| Fisher Pivots for day following 19-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,422.1 |
2,442.1 |
| PP |
2,414.4 |
2,427.7 |
| S1 |
2,406.8 |
2,413.4 |
|