| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,427.5 |
2,421.8 |
-5.7 |
-0.2% |
2,444.2 |
| High |
2,438.1 |
2,437.1 |
-1.0 |
0.0% |
2,512.8 |
| Low |
2,409.0 |
2,413.2 |
4.2 |
0.2% |
2,419.6 |
| Close |
2,418.4 |
2,431.0 |
12.6 |
0.5% |
2,423.0 |
| Range |
29.1 |
23.9 |
-5.2 |
-17.9% |
93.2 |
| ATR |
36.1 |
35.2 |
-0.9 |
-2.4% |
0.0 |
| Volume |
8,821 |
12,127 |
3,306 |
37.5% |
53,773 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,498.8 |
2,488.8 |
2,444.1 |
|
| R3 |
2,474.9 |
2,464.9 |
2,437.6 |
|
| R2 |
2,451.0 |
2,451.0 |
2,435.4 |
|
| R1 |
2,441.0 |
2,441.0 |
2,433.2 |
2,446.0 |
| PP |
2,427.1 |
2,427.1 |
2,427.1 |
2,429.6 |
| S1 |
2,417.1 |
2,417.1 |
2,428.8 |
2,422.1 |
| S2 |
2,403.2 |
2,403.2 |
2,426.6 |
|
| S3 |
2,379.3 |
2,393.2 |
2,424.4 |
|
| S4 |
2,355.4 |
2,369.3 |
2,417.9 |
|
|
| 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% |
34.6 |
1.4% |
21% |
False |
False |
11,109 |
| 10 |
2,512.8 |
2,393.3 |
119.5 |
4.9% |
36.5 |
1.5% |
32% |
False |
False |
9,746 |
| 20 |
2,512.8 |
2,327.5 |
185.3 |
7.6% |
32.7 |
1.3% |
56% |
False |
False |
7,349 |
| 40 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
33.4 |
1.4% |
56% |
False |
False |
4,709 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
34.2 |
1.4% |
56% |
False |
False |
3,612 |
| 80 |
2,512.8 |
2,248.8 |
264.0 |
10.9% |
36.5 |
1.5% |
69% |
False |
False |
3,022 |
| 100 |
2,512.8 |
2,094.6 |
418.2 |
17.2% |
34.5 |
1.4% |
80% |
False |
False |
2,561 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
18.9% |
31.8 |
1.3% |
82% |
False |
False |
2,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,538.7 |
|
2.618 |
2,499.7 |
|
1.618 |
2,475.8 |
|
1.000 |
2,461.0 |
|
0.618 |
2,451.9 |
|
HIGH |
2,437.1 |
|
0.618 |
2,428.0 |
|
0.500 |
2,425.2 |
|
0.382 |
2,422.3 |
|
LOW |
2,413.2 |
|
0.618 |
2,398.4 |
|
1.000 |
2,389.3 |
|
1.618 |
2,374.5 |
|
2.618 |
2,350.6 |
|
4.250 |
2,311.6 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,429.1 |
2,440.3 |
| PP |
2,427.1 |
2,437.2 |
| S1 |
2,425.2 |
2,434.1 |
|