| 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 |
2,488.7 |
2,483.6 |
-5.1 |
-0.2% |
2,464.8 |
| High |
2,493.2 |
2,516.0 |
22.8 |
0.9% |
2,500.0 |
| Low |
2,468.4 |
2,477.4 |
9.0 |
0.4% |
2,428.4 |
| Close |
2,492.0 |
2,500.3 |
8.3 |
0.3% |
2,492.0 |
| Range |
24.8 |
38.6 |
13.8 |
55.6% |
71.6 |
| ATR |
31.8 |
32.3 |
0.5 |
1.5% |
0.0 |
| Volume |
2,883 |
2,003 |
-880 |
-30.5% |
19,314 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,613.7 |
2,595.6 |
2,521.5 |
|
| R3 |
2,575.1 |
2,557.0 |
2,510.9 |
|
| R2 |
2,536.5 |
2,536.5 |
2,507.4 |
|
| R1 |
2,518.4 |
2,518.4 |
2,503.8 |
2,527.5 |
| PP |
2,497.9 |
2,497.9 |
2,497.9 |
2,502.4 |
| S1 |
2,479.8 |
2,479.8 |
2,496.8 |
2,488.9 |
| S2 |
2,459.3 |
2,459.3 |
2,493.2 |
|
| S3 |
2,420.7 |
2,441.2 |
2,489.7 |
|
| S4 |
2,382.1 |
2,402.6 |
2,479.1 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,688.3 |
2,661.7 |
2,531.4 |
|
| R3 |
2,616.7 |
2,590.1 |
2,511.7 |
|
| R2 |
2,545.1 |
2,545.1 |
2,505.1 |
|
| R1 |
2,518.5 |
2,518.5 |
2,498.6 |
2,531.8 |
| PP |
2,473.5 |
2,473.5 |
2,473.5 |
2,480.1 |
| S1 |
2,446.9 |
2,446.9 |
2,485.4 |
2,460.2 |
| S2 |
2,401.9 |
2,401.9 |
2,478.9 |
|
| S3 |
2,330.3 |
2,375.3 |
2,472.3 |
|
| S4 |
2,258.7 |
2,303.7 |
2,452.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,516.0 |
2,428.4 |
87.6 |
3.5% |
30.4 |
1.2% |
82% |
True |
False |
3,352 |
| 10 |
2,516.0 |
2,396.8 |
119.2 |
4.8% |
30.5 |
1.2% |
87% |
True |
False |
2,616 |
| 20 |
2,516.0 |
2,372.6 |
143.4 |
5.7% |
29.4 |
1.2% |
89% |
True |
False |
1,714 |
| 40 |
2,547.2 |
2,372.6 |
174.6 |
7.0% |
32.3 |
1.3% |
73% |
False |
False |
1,105 |
| 60 |
2,547.2 |
2,372.6 |
174.6 |
7.0% |
31.4 |
1.3% |
73% |
False |
False |
891 |
| 80 |
2,547.2 |
2,251.9 |
295.3 |
11.8% |
33.0 |
1.3% |
84% |
False |
False |
757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,680.1 |
|
2.618 |
2,617.1 |
|
1.618 |
2,578.5 |
|
1.000 |
2,554.6 |
|
0.618 |
2,539.9 |
|
HIGH |
2,516.0 |
|
0.618 |
2,501.3 |
|
0.500 |
2,496.7 |
|
0.382 |
2,492.1 |
|
LOW |
2,477.4 |
|
0.618 |
2,453.5 |
|
1.000 |
2,438.8 |
|
1.618 |
2,414.9 |
|
2.618 |
2,376.3 |
|
4.250 |
2,313.4 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,499.1 |
2,494.4 |
| PP |
2,497.9 |
2,488.5 |
| S1 |
2,496.7 |
2,482.6 |
|