| 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 |
4,908.0 |
4,957.0 |
49.0 |
1.0% |
5,080.0 |
| High |
4,976.0 |
4,991.0 |
15.0 |
0.3% |
5,080.0 |
| Low |
4,908.0 |
4,957.0 |
49.0 |
1.0% |
4,878.0 |
| Close |
4,956.0 |
4,973.0 |
17.0 |
0.3% |
4,878.0 |
| Range |
68.0 |
34.0 |
-34.0 |
-50.0% |
202.0 |
| ATR |
57.2 |
55.6 |
-1.6 |
-2.8% |
0.0 |
| Volume |
2,041 |
5 |
-2,036 |
-99.8% |
1,172 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,075.7 |
5,058.3 |
4,991.7 |
|
| R3 |
5,041.7 |
5,024.3 |
4,982.4 |
|
| R2 |
5,007.7 |
5,007.7 |
4,979.2 |
|
| R1 |
4,990.3 |
4,990.3 |
4,976.1 |
4,999.0 |
| PP |
4,973.7 |
4,973.7 |
4,973.7 |
4,978.0 |
| S1 |
4,956.3 |
4,956.3 |
4,969.9 |
4,965.0 |
| S2 |
4,939.7 |
4,939.7 |
4,966.8 |
|
| S3 |
4,905.7 |
4,922.3 |
4,963.7 |
|
| S4 |
4,871.7 |
4,888.3 |
4,954.3 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,551.3 |
5,416.7 |
4,989.1 |
|
| R3 |
5,349.3 |
5,214.7 |
4,933.6 |
|
| R2 |
5,147.3 |
5,147.3 |
4,915.0 |
|
| R1 |
5,012.7 |
5,012.7 |
4,896.5 |
4,979.0 |
| PP |
4,945.3 |
4,945.3 |
4,945.3 |
4,928.5 |
| S1 |
4,810.7 |
4,810.7 |
4,859.5 |
4,777.0 |
| S2 |
4,743.3 |
4,743.3 |
4,841.0 |
|
| S3 |
4,541.3 |
4,608.7 |
4,822.5 |
|
| S4 |
4,339.3 |
4,406.7 |
4,766.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,000.0 |
4,878.0 |
122.0 |
2.5% |
52.2 |
1.0% |
78% |
False |
False |
440 |
| 10 |
5,114.0 |
4,878.0 |
236.0 |
4.7% |
45.4 |
0.9% |
40% |
False |
False |
326 |
| 20 |
5,114.0 |
4,878.0 |
236.0 |
4.7% |
40.5 |
0.8% |
40% |
False |
False |
273 |
| 40 |
5,307.0 |
4,878.0 |
429.0 |
8.6% |
29.1 |
0.6% |
22% |
False |
False |
284 |
| 60 |
5,307.0 |
4,878.0 |
429.0 |
8.6% |
20.4 |
0.4% |
22% |
False |
False |
448 |
| 80 |
5,307.0 |
4,878.0 |
429.0 |
8.6% |
16.3 |
0.3% |
22% |
False |
False |
345 |
| 100 |
5,307.0 |
4,878.0 |
429.0 |
8.6% |
13.0 |
0.3% |
22% |
False |
False |
414 |
| 120 |
5,307.0 |
4,664.0 |
643.0 |
12.9% |
10.9 |
0.2% |
48% |
False |
False |
390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,135.5 |
|
2.618 |
5,080.0 |
|
1.618 |
5,046.0 |
|
1.000 |
5,025.0 |
|
0.618 |
5,012.0 |
|
HIGH |
4,991.0 |
|
0.618 |
4,978.0 |
|
0.500 |
4,974.0 |
|
0.382 |
4,970.0 |
|
LOW |
4,957.0 |
|
0.618 |
4,936.0 |
|
1.000 |
4,923.0 |
|
1.618 |
4,902.0 |
|
2.618 |
4,868.0 |
|
4.250 |
4,812.5 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,974.0 |
4,960.2 |
| PP |
4,973.7 |
4,947.3 |
| S1 |
4,973.3 |
4,934.5 |
|