| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,470.4 |
2,427.5 |
-42.9 |
-1.7% |
2,444.2 |
| High |
2,471.6 |
2,438.1 |
-33.5 |
-1.4% |
2,512.8 |
| Low |
2,419.6 |
2,409.0 |
-10.6 |
-0.4% |
2,419.6 |
| Close |
2,423.0 |
2,418.4 |
-4.6 |
-0.2% |
2,423.0 |
| Range |
52.0 |
29.1 |
-22.9 |
-44.0% |
93.2 |
| ATR |
36.6 |
36.1 |
-0.5 |
-1.5% |
0.0 |
| Volume |
14,442 |
8,821 |
-5,621 |
-38.9% |
53,773 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,509.1 |
2,492.9 |
2,434.4 |
|
| R3 |
2,480.0 |
2,463.8 |
2,426.4 |
|
| R2 |
2,450.9 |
2,450.9 |
2,423.7 |
|
| R1 |
2,434.7 |
2,434.7 |
2,421.1 |
2,428.3 |
| PP |
2,421.8 |
2,421.8 |
2,421.8 |
2,418.6 |
| S1 |
2,405.6 |
2,405.6 |
2,415.7 |
2,399.2 |
| S2 |
2,392.7 |
2,392.7 |
2,413.1 |
|
| S3 |
2,363.6 |
2,376.5 |
2,410.4 |
|
| S4 |
2,334.5 |
2,347.4 |
2,402.4 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.4 |
2,670.4 |
2,474.3 |
|
| R3 |
2,638.2 |
2,577.2 |
2,448.6 |
|
| R2 |
2,545.0 |
2,545.0 |
2,440.1 |
|
| R1 |
2,484.0 |
2,484.0 |
2,431.5 |
2,467.9 |
| PP |
2,451.8 |
2,451.8 |
2,451.8 |
2,443.8 |
| S1 |
2,390.8 |
2,390.8 |
2,414.5 |
2,374.7 |
| S2 |
2,358.6 |
2,358.6 |
2,405.9 |
|
| S3 |
2,265.4 |
2,297.6 |
2,397.4 |
|
| S4 |
2,172.2 |
2,204.4 |
2,371.7 |
|
|
| 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 |
2,409.0 |
103.8 |
4.3% |
39.7 |
1.6% |
9% |
False |
True |
11,233 |
| 10 |
2,512.8 |
2,380.0 |
132.8 |
5.5% |
36.2 |
1.5% |
29% |
False |
False |
9,297 |
| 20 |
2,512.8 |
2,327.5 |
185.3 |
7.7% |
32.4 |
1.3% |
49% |
False |
False |
6,795 |
| 40 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
34.1 |
1.4% |
49% |
False |
False |
4,472 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.7% |
34.4 |
1.4% |
49% |
False |
False |
3,419 |
| 80 |
2,512.8 |
2,234.0 |
278.8 |
11.5% |
36.5 |
1.5% |
66% |
False |
False |
2,877 |
| 100 |
2,512.8 |
2,090.6 |
422.2 |
17.5% |
34.4 |
1.4% |
78% |
False |
False |
2,443 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
19.0% |
31.8 |
1.3% |
79% |
False |
False |
2,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,561.8 |
|
2.618 |
2,514.3 |
|
1.618 |
2,485.2 |
|
1.000 |
2,467.2 |
|
0.618 |
2,456.1 |
|
HIGH |
2,438.1 |
|
0.618 |
2,427.0 |
|
0.500 |
2,423.6 |
|
0.382 |
2,420.1 |
|
LOW |
2,409.0 |
|
0.618 |
2,391.0 |
|
1.000 |
2,379.9 |
|
1.618 |
2,361.9 |
|
2.618 |
2,332.8 |
|
4.250 |
2,285.3 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,423.6 |
2,455.8 |
| PP |
2,421.8 |
2,443.3 |
| S1 |
2,420.1 |
2,430.9 |
|