Trading Metrics calculated at close of trading on 11-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
57,926.21 |
57,332.89 |
-593.32 |
-1.0% |
60,188.27 |
High |
59,363.32 |
59,227.43 |
-135.89 |
-0.2% |
63,652.99 |
Low |
57,275.09 |
57,251.65 |
-23.44 |
0.0% |
53,963.27 |
Close |
57,332.89 |
57,487.83 |
154.94 |
0.3% |
56,426.04 |
Range |
2,088.23 |
1,975.78 |
-112.45 |
-5.4% |
9,689.72 |
ATR |
2,673.55 |
2,623.71 |
-49.84 |
-1.9% |
0.00 |
Volume |
20,025 |
21,828 |
1,803 |
9.0% |
83,814 |
|
Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63,916.31 |
62,677.85 |
58,574.51 |
|
R3 |
61,940.53 |
60,702.07 |
58,031.17 |
|
R2 |
59,964.75 |
59,964.75 |
57,850.06 |
|
R1 |
58,726.29 |
58,726.29 |
57,668.94 |
59,345.52 |
PP |
57,988.97 |
57,988.97 |
57,988.97 |
58,298.59 |
S1 |
56,750.51 |
56,750.51 |
57,306.72 |
57,369.74 |
S2 |
56,013.19 |
56,013.19 |
57,125.60 |
|
S3 |
54,037.41 |
54,774.73 |
56,944.49 |
|
S4 |
52,061.63 |
52,798.95 |
56,401.15 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87,083.26 |
81,444.37 |
61,755.39 |
|
R3 |
77,393.54 |
71,754.65 |
59,090.71 |
|
R2 |
67,703.82 |
67,703.82 |
58,202.49 |
|
R1 |
62,064.93 |
62,064.93 |
57,314.26 |
60,039.52 |
PP |
58,014.10 |
58,014.10 |
58,014.10 |
57,001.39 |
S1 |
52,375.21 |
52,375.21 |
55,537.82 |
50,349.80 |
S2 |
48,324.38 |
48,324.38 |
54,649.59 |
|
S3 |
38,634.66 |
42,685.49 |
53,761.37 |
|
S4 |
28,944.94 |
32,995.77 |
51,096.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59,363.32 |
53,963.27 |
5,400.05 |
9.4% |
2,933.88 |
5.1% |
65% |
False |
False |
22,625 |
10 |
63,652.99 |
53,963.27 |
9,689.72 |
16.9% |
2,565.94 |
4.5% |
36% |
False |
False |
18,317 |
20 |
69,954.85 |
53,963.27 |
15,991.58 |
27.8% |
2,563.72 |
4.5% |
22% |
False |
False |
16,063 |
40 |
71,924.09 |
53,963.27 |
17,960.82 |
31.2% |
2,505.96 |
4.4% |
20% |
False |
False |
17,280 |
60 |
71,924.09 |
53,963.27 |
17,960.82 |
31.2% |
2,656.36 |
4.6% |
20% |
False |
False |
18,435 |
80 |
72,666.20 |
53,963.27 |
18,702.93 |
32.5% |
3,008.25 |
5.2% |
19% |
False |
False |
19,721 |
100 |
73,662.76 |
50,587.78 |
23,074.98 |
40.1% |
3,143.85 |
5.5% |
30% |
False |
False |
23,745 |
120 |
73,662.76 |
38,589.97 |
35,072.79 |
61.0% |
2,894.82 |
5.0% |
54% |
False |
False |
23,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67,624.50 |
2.618 |
64,400.02 |
1.618 |
62,424.24 |
1.000 |
61,203.21 |
0.618 |
60,448.46 |
HIGH |
59,227.43 |
0.618 |
58,472.68 |
0.500 |
58,239.54 |
0.382 |
58,006.40 |
LOW |
57,251.65 |
0.618 |
56,030.62 |
1.000 |
55,275.87 |
1.618 |
54,054.84 |
2.618 |
52,079.06 |
4.250 |
48,854.59 |
|
|
Fisher Pivots for day following 11-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
58,239.54 |
57,785.56 |
PP |
57,988.97 |
57,686.31 |
S1 |
57,738.40 |
57,587.07 |
|