| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,452.4 |
2,497.2 |
44.8 |
1.8% |
2,419.0 |
| High |
2,498.2 |
2,512.8 |
14.6 |
0.6% |
2,453.8 |
| Low |
2,448.7 |
2,480.2 |
31.5 |
1.3% |
2,380.0 |
| Close |
2,492.0 |
2,484.3 |
-7.7 |
-0.3% |
2,444.5 |
| Range |
49.5 |
32.6 |
-16.9 |
-34.1% |
73.8 |
| ATR |
34.8 |
34.7 |
-0.2 |
-0.5% |
0.0 |
| Volume |
12,747 |
12,311 |
-436 |
-3.4% |
40,626 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,590.2 |
2,569.9 |
2,502.2 |
|
| R3 |
2,557.6 |
2,537.3 |
2,493.3 |
|
| R2 |
2,525.0 |
2,525.0 |
2,490.3 |
|
| R1 |
2,504.7 |
2,504.7 |
2,487.3 |
2,498.6 |
| PP |
2,492.4 |
2,492.4 |
2,492.4 |
2,489.4 |
| S1 |
2,472.1 |
2,472.1 |
2,481.3 |
2,466.0 |
| S2 |
2,459.8 |
2,459.8 |
2,478.3 |
|
| S3 |
2,427.2 |
2,439.5 |
2,475.3 |
|
| S4 |
2,394.6 |
2,406.9 |
2,466.4 |
|
|
| 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 |
2,512.8 |
2,400.9 |
111.9 |
4.5% |
40.2 |
1.6% |
75% |
True |
False |
9,679 |
| 10 |
2,512.8 |
2,360.0 |
152.8 |
6.2% |
36.8 |
1.5% |
81% |
True |
False |
8,352 |
| 20 |
2,512.8 |
2,327.5 |
185.3 |
7.5% |
32.4 |
1.3% |
85% |
True |
False |
5,520 |
| 40 |
2,512.8 |
2,326.9 |
185.9 |
7.5% |
34.2 |
1.4% |
85% |
True |
False |
3,880 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.5% |
34.7 |
1.4% |
85% |
True |
False |
2,959 |
| 80 |
2,512.8 |
2,219.2 |
293.6 |
11.8% |
36.0 |
1.4% |
90% |
True |
False |
2,513 |
| 100 |
2,512.8 |
2,083.2 |
429.6 |
17.3% |
33.7 |
1.4% |
93% |
True |
False |
2,142 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
18.5% |
31.2 |
1.3% |
94% |
True |
False |
1,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,651.4 |
|
2.618 |
2,598.1 |
|
1.618 |
2,565.5 |
|
1.000 |
2,545.4 |
|
0.618 |
2,532.9 |
|
HIGH |
2,512.8 |
|
0.618 |
2,500.3 |
|
0.500 |
2,496.5 |
|
0.382 |
2,492.7 |
|
LOW |
2,480.2 |
|
0.618 |
2,460.1 |
|
1.000 |
2,447.6 |
|
1.618 |
2,427.5 |
|
2.618 |
2,394.9 |
|
4.250 |
2,341.7 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,496.5 |
2,480.0 |
| PP |
2,492.4 |
2,475.7 |
| S1 |
2,488.4 |
2,471.4 |
|