| 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 |
4,871.0 |
4,949.0 |
78.0 |
1.6% |
5,062.0 |
| High |
4,951.0 |
4,980.0 |
29.0 |
0.6% |
5,072.0 |
| Low |
4,859.0 |
4,925.0 |
66.0 |
1.4% |
4,848.0 |
| Close |
4,928.0 |
4,944.0 |
16.0 |
0.3% |
4,850.0 |
| Range |
92.0 |
55.0 |
-37.0 |
-40.2% |
224.0 |
| ATR |
73.4 |
72.1 |
-1.3 |
-1.8% |
0.0 |
| Volume |
729,270 |
589,251 |
-140,019 |
-19.2% |
3,682,584 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,114.7 |
5,084.3 |
4,974.3 |
|
| R3 |
5,059.7 |
5,029.3 |
4,959.1 |
|
| R2 |
5,004.7 |
5,004.7 |
4,954.1 |
|
| R1 |
4,974.3 |
4,974.3 |
4,949.0 |
4,962.0 |
| PP |
4,949.7 |
4,949.7 |
4,949.7 |
4,943.5 |
| S1 |
4,919.3 |
4,919.3 |
4,939.0 |
4,907.0 |
| S2 |
4,894.7 |
4,894.7 |
4,933.9 |
|
| S3 |
4,839.7 |
4,864.3 |
4,928.9 |
|
| S4 |
4,784.7 |
4,809.3 |
4,913.8 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,595.3 |
5,446.7 |
4,973.2 |
|
| R3 |
5,371.3 |
5,222.7 |
4,911.6 |
|
| R2 |
5,147.3 |
5,147.3 |
4,891.1 |
|
| R1 |
4,998.7 |
4,998.7 |
4,870.5 |
4,961.0 |
| PP |
4,923.3 |
4,923.3 |
4,923.3 |
4,904.5 |
| S1 |
4,774.7 |
4,774.7 |
4,829.5 |
4,737.0 |
| S2 |
4,699.3 |
4,699.3 |
4,808.9 |
|
| S3 |
4,475.3 |
4,550.7 |
4,788.4 |
|
| S4 |
4,251.3 |
4,326.7 |
4,726.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,997.0 |
4,848.0 |
149.0 |
3.0% |
75.0 |
1.5% |
64% |
False |
False |
737,297 |
| 10 |
5,087.0 |
4,848.0 |
239.0 |
4.8% |
70.7 |
1.4% |
40% |
False |
False |
697,559 |
| 20 |
5,087.0 |
4,848.0 |
239.0 |
4.8% |
67.8 |
1.4% |
40% |
False |
False |
701,619 |
| 40 |
5,132.0 |
4,848.0 |
284.0 |
5.7% |
67.9 |
1.4% |
34% |
False |
False |
493,819 |
| 60 |
5,151.0 |
4,848.0 |
303.0 |
6.1% |
59.6 |
1.2% |
32% |
False |
False |
330,085 |
| 80 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
57.3 |
1.2% |
32% |
False |
False |
247,585 |
| 100 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
48.7 |
1.0% |
32% |
False |
False |
198,105 |
| 120 |
5,151.0 |
4,625.0 |
526.0 |
10.6% |
40.6 |
0.8% |
61% |
False |
False |
165,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,213.8 |
|
2.618 |
5,124.0 |
|
1.618 |
5,069.0 |
|
1.000 |
5,035.0 |
|
0.618 |
5,014.0 |
|
HIGH |
4,980.0 |
|
0.618 |
4,959.0 |
|
0.500 |
4,952.5 |
|
0.382 |
4,946.0 |
|
LOW |
4,925.0 |
|
0.618 |
4,891.0 |
|
1.000 |
4,870.0 |
|
1.618 |
4,836.0 |
|
2.618 |
4,781.0 |
|
4.250 |
4,691.3 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,952.5 |
4,934.0 |
| PP |
4,949.7 |
4,924.0 |
| S1 |
4,946.8 |
4,914.0 |
|