| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
18,863.0 |
18,719.0 |
-144.0 |
-0.8% |
18,567.0 |
| High |
18,890.0 |
18,729.0 |
-161.0 |
-0.9% |
18,928.0 |
| Low |
18,680.0 |
18,588.0 |
-92.0 |
-0.5% |
18,362.0 |
| Close |
18,744.0 |
18,665.0 |
-79.0 |
-0.4% |
18,917.0 |
| Range |
210.0 |
141.0 |
-69.0 |
-32.9% |
566.0 |
| ATR |
228.1 |
222.9 |
-5.1 |
-2.3% |
0.0 |
| Volume |
34,141 |
31,247 |
-2,894 |
-8.5% |
184,358 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,083.7 |
19,015.3 |
18,742.6 |
|
| R3 |
18,942.7 |
18,874.3 |
18,703.8 |
|
| R2 |
18,801.7 |
18,801.7 |
18,690.9 |
|
| R1 |
18,733.3 |
18,733.3 |
18,677.9 |
18,697.0 |
| PP |
18,660.7 |
18,660.7 |
18,660.7 |
18,642.5 |
| S1 |
18,592.3 |
18,592.3 |
18,652.1 |
18,556.0 |
| S2 |
18,519.7 |
18,519.7 |
18,639.2 |
|
| S3 |
18,378.7 |
18,451.3 |
18,626.2 |
|
| S4 |
18,237.7 |
18,310.3 |
18,587.5 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,433.7 |
20,241.3 |
19,228.3 |
|
| R3 |
19,867.7 |
19,675.3 |
19,072.7 |
|
| R2 |
19,301.7 |
19,301.7 |
19,020.8 |
|
| R1 |
19,109.3 |
19,109.3 |
18,968.9 |
19,205.5 |
| PP |
18,735.7 |
18,735.7 |
18,735.7 |
18,783.8 |
| S1 |
18,543.3 |
18,543.3 |
18,865.1 |
18,639.5 |
| S2 |
18,169.7 |
18,169.7 |
18,813.2 |
|
| S3 |
17,603.7 |
17,977.3 |
18,761.4 |
|
| S4 |
17,037.7 |
17,411.3 |
18,605.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,928.0 |
18,371.0 |
557.0 |
3.0% |
204.6 |
1.1% |
53% |
False |
False |
34,516 |
| 10 |
18,928.0 |
18,191.0 |
737.0 |
3.9% |
231.6 |
1.2% |
64% |
False |
False |
37,546 |
| 20 |
18,928.0 |
18,168.0 |
760.0 |
4.1% |
215.0 |
1.2% |
65% |
False |
False |
37,787 |
| 40 |
19,109.0 |
18,162.0 |
947.0 |
5.1% |
183.1 |
1.0% |
53% |
False |
False |
19,331 |
| 60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.0% |
153.1 |
0.8% |
54% |
False |
False |
12,893 |
| 80 |
19,180.0 |
18,051.0 |
1,129.0 |
6.0% |
139.0 |
0.7% |
54% |
False |
False |
9,673 |
| 100 |
19,180.0 |
17,545.0 |
1,635.0 |
8.8% |
112.6 |
0.6% |
69% |
False |
False |
7,738 |
| 120 |
19,180.0 |
17,147.0 |
2,033.0 |
10.9% |
93.9 |
0.5% |
75% |
False |
False |
6,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,328.3 |
|
2.618 |
19,098.1 |
|
1.618 |
18,957.1 |
|
1.000 |
18,870.0 |
|
0.618 |
18,816.1 |
|
HIGH |
18,729.0 |
|
0.618 |
18,675.1 |
|
0.500 |
18,658.5 |
|
0.382 |
18,641.9 |
|
LOW |
18,588.0 |
|
0.618 |
18,500.9 |
|
1.000 |
18,447.0 |
|
1.618 |
18,359.9 |
|
2.618 |
18,218.9 |
|
4.250 |
17,988.8 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
18,662.8 |
18,758.0 |
| PP |
18,660.7 |
18,727.0 |
| S1 |
18,658.5 |
18,696.0 |
|