| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,448.0 |
2,403.7 |
-44.3 |
-1.8% |
2,419.3 |
| High |
2,448.4 |
2,414.4 |
-34.0 |
-1.4% |
2,488.4 |
| Low |
2,395.7 |
2,385.2 |
-10.5 |
-0.4% |
2,395.7 |
| Close |
2,399.1 |
2,394.7 |
-4.4 |
-0.2% |
2,399.1 |
| Range |
52.7 |
29.2 |
-23.5 |
-44.6% |
92.7 |
| ATR |
37.1 |
36.6 |
-0.6 |
-1.5% |
0.0 |
| Volume |
254,408 |
197,562 |
-56,846 |
-22.3% |
1,146,338 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,485.7 |
2,469.4 |
2,410.8 |
|
| R3 |
2,456.5 |
2,440.2 |
2,402.7 |
|
| R2 |
2,427.3 |
2,427.3 |
2,400.1 |
|
| R1 |
2,411.0 |
2,411.0 |
2,397.4 |
2,404.6 |
| PP |
2,398.1 |
2,398.1 |
2,398.1 |
2,394.9 |
| S1 |
2,381.8 |
2,381.8 |
2,392.0 |
2,375.4 |
| S2 |
2,368.9 |
2,368.9 |
2,389.3 |
|
| S3 |
2,339.7 |
2,352.6 |
2,386.7 |
|
| S4 |
2,310.5 |
2,323.4 |
2,378.6 |
|
|
| 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 |
2,385.2 |
103.2 |
4.3% |
40.1 |
1.7% |
9% |
False |
True |
230,073 |
| 10 |
2,488.4 |
2,356.0 |
132.4 |
5.5% |
36.6 |
1.5% |
29% |
False |
False |
228,474 |
| 20 |
2,488.4 |
2,304.7 |
183.7 |
7.7% |
32.9 |
1.4% |
49% |
False |
False |
201,893 |
| 40 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
35.1 |
1.5% |
49% |
False |
False |
185,708 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
35.5 |
1.5% |
49% |
False |
False |
135,645 |
| 80 |
2,488.4 |
2,213.7 |
274.7 |
11.5% |
37.7 |
1.6% |
66% |
False |
False |
104,023 |
| 100 |
2,488.4 |
2,072.9 |
415.5 |
17.4% |
35.7 |
1.5% |
77% |
False |
False |
83,876 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
18.9% |
33.0 |
1.4% |
79% |
False |
False |
70,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,538.5 |
|
2.618 |
2,490.8 |
|
1.618 |
2,461.6 |
|
1.000 |
2,443.6 |
|
0.618 |
2,432.4 |
|
HIGH |
2,414.4 |
|
0.618 |
2,403.2 |
|
0.500 |
2,399.8 |
|
0.382 |
2,396.4 |
|
LOW |
2,385.2 |
|
0.618 |
2,367.2 |
|
1.000 |
2,356.0 |
|
1.618 |
2,338.0 |
|
2.618 |
2,308.8 |
|
4.250 |
2,261.1 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,399.8 |
2,431.9 |
| PP |
2,398.1 |
2,419.5 |
| S1 |
2,396.4 |
2,407.1 |
|