| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,403.7 |
2,398.0 |
-5.7 |
-0.2% |
2,419.3 |
| High |
2,414.4 |
2,413.5 |
-0.9 |
0.0% |
2,488.4 |
| Low |
2,385.2 |
2,389.2 |
4.0 |
0.2% |
2,395.7 |
| Close |
2,394.7 |
2,407.3 |
12.6 |
0.5% |
2,399.1 |
| Range |
29.2 |
24.3 |
-4.9 |
-16.8% |
92.7 |
| ATR |
36.6 |
35.7 |
-0.9 |
-2.4% |
0.0 |
| Volume |
197,562 |
171,191 |
-26,371 |
-13.3% |
1,146,338 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.2 |
2,466.1 |
2,420.7 |
|
| R3 |
2,451.9 |
2,441.8 |
2,414.0 |
|
| R2 |
2,427.6 |
2,427.6 |
2,411.8 |
|
| R1 |
2,417.5 |
2,417.5 |
2,409.5 |
2,422.6 |
| PP |
2,403.3 |
2,403.3 |
2,403.3 |
2,405.9 |
| S1 |
2,393.2 |
2,393.2 |
2,405.1 |
2,398.3 |
| S2 |
2,379.0 |
2,379.0 |
2,402.8 |
|
| S3 |
2,354.7 |
2,368.9 |
2,400.6 |
|
| S4 |
2,330.4 |
2,344.6 |
2,393.9 |
|
|
| 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% |
34.9 |
1.5% |
21% |
False |
False |
215,094 |
| 10 |
2,488.4 |
2,369.7 |
118.7 |
4.9% |
36.8 |
1.5% |
32% |
False |
False |
220,344 |
| 20 |
2,488.4 |
2,304.7 |
183.7 |
7.6% |
33.2 |
1.4% |
56% |
False |
False |
204,571 |
| 40 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
34.3 |
1.4% |
56% |
False |
False |
188,370 |
| 60 |
2,488.4 |
2,304.2 |
184.2 |
7.7% |
35.2 |
1.5% |
56% |
False |
False |
138,328 |
| 80 |
2,488.4 |
2,227.5 |
260.9 |
10.8% |
37.7 |
1.6% |
69% |
False |
False |
106,109 |
| 100 |
2,488.4 |
2,075.0 |
413.4 |
17.2% |
35.8 |
1.5% |
80% |
False |
False |
85,576 |
| 120 |
2,488.4 |
2,036.0 |
452.4 |
18.8% |
33.0 |
1.4% |
82% |
False |
False |
71,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,516.8 |
|
2.618 |
2,477.1 |
|
1.618 |
2,452.8 |
|
1.000 |
2,437.8 |
|
0.618 |
2,428.5 |
|
HIGH |
2,413.5 |
|
0.618 |
2,404.2 |
|
0.500 |
2,401.4 |
|
0.382 |
2,398.5 |
|
LOW |
2,389.2 |
|
0.618 |
2,374.2 |
|
1.000 |
2,364.9 |
|
1.618 |
2,349.9 |
|
2.618 |
2,325.6 |
|
4.250 |
2,285.9 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,405.3 |
2,416.8 |
| PP |
2,403.3 |
2,413.6 |
| S1 |
2,401.4 |
2,410.5 |
|