| Trading Metrics calculated at close of trading on 24-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,421.8 |
2,432.6 |
10.8 |
0.4% |
2,444.2 |
| High |
2,437.1 |
2,456.7 |
19.6 |
0.8% |
2,512.8 |
| Low |
2,413.2 |
2,420.9 |
7.7 |
0.3% |
2,419.6 |
| Close |
2,431.0 |
2,439.6 |
8.6 |
0.4% |
2,423.0 |
| Range |
23.9 |
35.8 |
11.9 |
49.8% |
93.2 |
| ATR |
35.2 |
35.2 |
0.0 |
0.1% |
0.0 |
| Volume |
12,127 |
13,596 |
1,469 |
12.1% |
53,773 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,546.5 |
2,528.8 |
2,459.3 |
|
| R3 |
2,510.7 |
2,493.0 |
2,449.4 |
|
| R2 |
2,474.9 |
2,474.9 |
2,446.2 |
|
| R1 |
2,457.2 |
2,457.2 |
2,442.9 |
2,466.1 |
| PP |
2,439.1 |
2,439.1 |
2,439.1 |
2,443.5 |
| S1 |
2,421.4 |
2,421.4 |
2,436.3 |
2,430.3 |
| S2 |
2,403.3 |
2,403.3 |
2,433.0 |
|
| S3 |
2,367.5 |
2,385.6 |
2,429.8 |
|
| S4 |
2,331.7 |
2,349.8 |
2,419.9 |
|
|
| 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 |
2,502.6 |
2,409.0 |
93.6 |
3.8% |
35.2 |
1.4% |
33% |
False |
False |
11,366 |
| 10 |
2,512.8 |
2,400.9 |
111.9 |
4.6% |
37.7 |
1.5% |
35% |
False |
False |
10,522 |
| 20 |
2,512.8 |
2,327.5 |
185.3 |
7.6% |
33.4 |
1.4% |
60% |
False |
False |
7,937 |
| 40 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
33.7 |
1.4% |
61% |
False |
False |
5,006 |
| 60 |
2,512.8 |
2,326.9 |
185.9 |
7.6% |
34.4 |
1.4% |
61% |
False |
False |
3,825 |
| 80 |
2,512.8 |
2,291.6 |
221.2 |
9.1% |
36.4 |
1.5% |
67% |
False |
False |
3,177 |
| 100 |
2,512.8 |
2,104.2 |
408.6 |
16.7% |
34.7 |
1.4% |
82% |
False |
False |
2,693 |
| 120 |
2,512.8 |
2,054.0 |
458.8 |
18.8% |
31.9 |
1.3% |
84% |
False |
False |
2,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,608.9 |
|
2.618 |
2,550.4 |
|
1.618 |
2,514.6 |
|
1.000 |
2,492.5 |
|
0.618 |
2,478.8 |
|
HIGH |
2,456.7 |
|
0.618 |
2,443.0 |
|
0.500 |
2,438.8 |
|
0.382 |
2,434.6 |
|
LOW |
2,420.9 |
|
0.618 |
2,398.8 |
|
1.000 |
2,385.1 |
|
1.618 |
2,363.0 |
|
2.618 |
2,327.2 |
|
4.250 |
2,268.8 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,439.3 |
2,437.4 |
| PP |
2,439.1 |
2,435.1 |
| S1 |
2,438.8 |
2,432.9 |
|