| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,497.2 |
2,487.0 |
-10.2 |
-0.4% |
2,419.0 |
| High |
2,512.8 |
2,502.6 |
-10.2 |
-0.4% |
2,453.8 |
| Low |
2,480.2 |
2,467.3 |
-12.9 |
-0.5% |
2,380.0 |
| Close |
2,484.3 |
2,480.8 |
-3.5 |
-0.1% |
2,444.5 |
| Range |
32.6 |
35.3 |
2.7 |
8.3% |
73.8 |
| ATR |
34.7 |
34.7 |
0.0 |
0.1% |
0.0 |
| Volume |
12,311 |
7,846 |
-4,465 |
-36.3% |
40,626 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,589.5 |
2,570.4 |
2,500.2 |
|
| R3 |
2,554.2 |
2,535.1 |
2,490.5 |
|
| R2 |
2,518.9 |
2,518.9 |
2,487.3 |
|
| R1 |
2,499.8 |
2,499.8 |
2,484.0 |
2,491.7 |
| PP |
2,483.6 |
2,483.6 |
2,483.6 |
2,479.5 |
| S1 |
2,464.5 |
2,464.5 |
2,477.6 |
2,456.4 |
| S2 |
2,448.3 |
2,448.3 |
2,474.3 |
|
| S3 |
2,413.0 |
2,429.2 |
2,471.1 |
|
| S4 |
2,377.7 |
2,393.9 |
2,461.4 |
|
|
| 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 |
2,420.0 |
92.8 |
3.7% |
36.6 |
1.5% |
66% |
False |
False |
9,279 |
| 10 |
2,512.8 |
2,380.0 |
132.8 |
5.4% |
36.6 |
1.5% |
76% |
False |
False |
8,488 |
| 20 |
2,512.8 |
2,327.5 |
185.3 |
7.5% |
32.9 |
1.3% |
83% |
False |
False |
5,869 |
| 40 |
2,512.8 |
2,326.9 |
185.9 |
7.5% |
34.1 |
1.4% |
83% |
False |
False |
4,009 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.5% |
34.2 |
1.4% |
83% |
False |
False |
3,070 |
| 80 |
2,512.8 |
2,225.9 |
286.9 |
11.6% |
36.1 |
1.5% |
89% |
False |
False |
2,601 |
| 100 |
2,512.8 |
2,090.6 |
422.2 |
17.0% |
33.8 |
1.4% |
92% |
False |
False |
2,216 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
18.5% |
31.4 |
1.3% |
93% |
False |
False |
1,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,652.6 |
|
2.618 |
2,595.0 |
|
1.618 |
2,559.7 |
|
1.000 |
2,537.9 |
|
0.618 |
2,524.4 |
|
HIGH |
2,502.6 |
|
0.618 |
2,489.1 |
|
0.500 |
2,485.0 |
|
0.382 |
2,480.8 |
|
LOW |
2,467.3 |
|
0.618 |
2,445.5 |
|
1.000 |
2,432.0 |
|
1.618 |
2,410.2 |
|
2.618 |
2,374.9 |
|
4.250 |
2,317.3 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,485.0 |
2,480.8 |
| PP |
2,483.6 |
2,480.8 |
| S1 |
2,482.2 |
2,480.8 |
|