| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
20,682.00 |
20,822.25 |
140.25 |
0.7% |
20,857.75 |
| High |
20,996.75 |
21,049.00 |
52.25 |
0.2% |
21,240.25 |
| Low |
20,600.00 |
20,760.50 |
160.50 |
0.8% |
20,600.00 |
| Close |
20,777.75 |
20,836.25 |
58.50 |
0.3% |
20,777.75 |
| Range |
396.75 |
288.50 |
-108.25 |
-27.3% |
640.25 |
| ATR |
274.63 |
275.62 |
0.99 |
0.4% |
0.00 |
| Volume |
1,391 |
1,021 |
-370 |
-26.6% |
5,766 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,747.50 |
21,580.25 |
20,995.00 |
|
| R3 |
21,459.00 |
21,291.75 |
20,915.50 |
|
| R2 |
21,170.50 |
21,170.50 |
20,889.25 |
|
| R1 |
21,003.25 |
21,003.25 |
20,862.75 |
21,087.00 |
| PP |
20,882.00 |
20,882.00 |
20,882.00 |
20,923.75 |
| S1 |
20,714.75 |
20,714.75 |
20,809.75 |
20,798.50 |
| S2 |
20,593.50 |
20,593.50 |
20,783.25 |
|
| S3 |
20,305.00 |
20,426.25 |
20,757.00 |
|
| S4 |
20,016.50 |
20,137.75 |
20,677.50 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,793.50 |
22,425.75 |
21,130.00 |
|
| R3 |
22,153.25 |
21,785.50 |
20,953.75 |
|
| R2 |
21,513.00 |
21,513.00 |
20,895.25 |
|
| R1 |
21,145.25 |
21,145.25 |
20,836.50 |
21,009.00 |
| PP |
20,872.75 |
20,872.75 |
20,872.75 |
20,804.50 |
| S1 |
20,505.00 |
20,505.00 |
20,719.00 |
20,368.75 |
| S2 |
20,232.50 |
20,232.50 |
20,660.25 |
|
| S3 |
19,592.25 |
19,864.75 |
20,601.75 |
|
| S4 |
18,952.00 |
19,224.50 |
20,425.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,240.25 |
20,600.00 |
640.25 |
3.1% |
335.00 |
1.6% |
37% |
False |
False |
1,223 |
| 10 |
21,240.25 |
20,065.75 |
1,174.50 |
5.6% |
289.25 |
1.4% |
66% |
False |
False |
1,026 |
| 20 |
21,240.25 |
19,977.50 |
1,262.75 |
6.1% |
272.75 |
1.3% |
68% |
False |
False |
860 |
| 40 |
21,240.25 |
18,724.75 |
2,515.50 |
12.1% |
246.00 |
1.2% |
84% |
False |
False |
471 |
| 60 |
21,240.25 |
17,555.75 |
3,684.50 |
17.7% |
250.25 |
1.2% |
89% |
False |
False |
326 |
| 80 |
21,240.25 |
17,555.75 |
3,684.50 |
17.7% |
251.25 |
1.2% |
89% |
False |
False |
251 |
| 100 |
21,240.25 |
17,555.75 |
3,684.50 |
17.7% |
210.50 |
1.0% |
89% |
False |
False |
200 |
| 120 |
21,240.25 |
17,555.75 |
3,684.50 |
17.7% |
179.50 |
0.9% |
89% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,275.00 |
|
2.618 |
21,804.25 |
|
1.618 |
21,515.75 |
|
1.000 |
21,337.50 |
|
0.618 |
21,227.25 |
|
HIGH |
21,049.00 |
|
0.618 |
20,938.75 |
|
0.500 |
20,904.75 |
|
0.382 |
20,870.75 |
|
LOW |
20,760.50 |
|
0.618 |
20,582.25 |
|
1.000 |
20,472.00 |
|
1.618 |
20,293.75 |
|
2.618 |
20,005.25 |
|
4.250 |
19,534.50 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,904.75 |
20,920.00 |
| PP |
20,882.00 |
20,892.25 |
| S1 |
20,859.00 |
20,864.25 |
|