| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,444.8 |
2,444.2 |
-0.6 |
0.0% |
2,419.0 |
| High |
2,447.0 |
2,468.8 |
21.8 |
0.9% |
2,453.8 |
| Low |
2,420.0 |
2,430.0 |
10.0 |
0.4% |
2,380.0 |
| Close |
2,444.5 |
2,452.9 |
8.4 |
0.3% |
2,444.5 |
| Range |
27.0 |
38.8 |
11.8 |
43.7% |
73.8 |
| ATR |
33.3 |
33.7 |
0.4 |
1.2% |
0.0 |
| Volume |
7,068 |
6,427 |
-641 |
-9.1% |
40,626 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,567.0 |
2,548.7 |
2,474.2 |
|
| R3 |
2,528.2 |
2,509.9 |
2,463.6 |
|
| R2 |
2,489.4 |
2,489.4 |
2,460.0 |
|
| R1 |
2,471.1 |
2,471.1 |
2,456.5 |
2,480.3 |
| PP |
2,450.6 |
2,450.6 |
2,450.6 |
2,455.1 |
| S1 |
2,432.3 |
2,432.3 |
2,449.3 |
2,441.5 |
| S2 |
2,411.8 |
2,411.8 |
2,445.8 |
|
| S3 |
2,373.0 |
2,393.5 |
2,442.2 |
|
| S4 |
2,334.2 |
2,354.7 |
2,431.6 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.5 |
2,619.8 |
2,485.1 |
|
| R3 |
2,573.7 |
2,546.0 |
2,464.8 |
|
| R2 |
2,499.9 |
2,499.9 |
2,458.0 |
|
| R1 |
2,472.2 |
2,472.2 |
2,451.3 |
2,486.1 |
| PP |
2,426.1 |
2,426.1 |
2,426.1 |
2,433.0 |
| S1 |
2,398.4 |
2,398.4 |
2,437.7 |
2,412.3 |
| S2 |
2,352.3 |
2,352.3 |
2,431.0 |
|
| S3 |
2,278.5 |
2,324.6 |
2,424.2 |
|
| S4 |
2,204.7 |
2,250.8 |
2,403.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,468.8 |
2,380.0 |
88.8 |
3.6% |
32.7 |
1.3% |
82% |
True |
False |
7,362 |
| 10 |
2,468.8 |
2,350.8 |
118.0 |
4.8% |
32.4 |
1.3% |
87% |
True |
False |
6,656 |
| 20 |
2,468.8 |
2,327.5 |
141.3 |
5.8% |
31.1 |
1.3% |
89% |
True |
False |
4,407 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.1% |
34.0 |
1.4% |
73% |
False |
False |
3,335 |
| 60 |
2,500.2 |
2,326.9 |
173.3 |
7.1% |
34.5 |
1.4% |
73% |
False |
False |
2,562 |
| 80 |
2,500.2 |
2,214.0 |
286.2 |
11.7% |
36.0 |
1.5% |
83% |
False |
False |
2,216 |
| 100 |
2,500.2 |
2,083.2 |
417.0 |
17.0% |
33.1 |
1.4% |
89% |
False |
False |
1,898 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.2% |
30.8 |
1.3% |
89% |
False |
False |
1,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,633.7 |
|
2.618 |
2,570.4 |
|
1.618 |
2,531.6 |
|
1.000 |
2,507.6 |
|
0.618 |
2,492.8 |
|
HIGH |
2,468.8 |
|
0.618 |
2,454.0 |
|
0.500 |
2,449.4 |
|
0.382 |
2,444.8 |
|
LOW |
2,430.0 |
|
0.618 |
2,406.0 |
|
1.000 |
2,391.2 |
|
1.618 |
2,367.2 |
|
2.618 |
2,328.4 |
|
4.250 |
2,265.1 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,451.7 |
2,446.9 |
| PP |
2,450.6 |
2,440.9 |
| S1 |
2,449.4 |
2,434.9 |
|