Trading Metrics calculated at close of trading on 12-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
57,332.89 |
57,521.59 |
188.70 |
0.3% |
56,409.35 |
High |
59,227.43 |
58,451.70 |
-775.73 |
-1.3% |
59,363.32 |
Low |
57,251.65 |
56,571.25 |
-680.40 |
-1.2% |
54,461.21 |
Close |
57,487.83 |
57,434.49 |
-53.34 |
-0.1% |
57,434.49 |
Range |
1,975.78 |
1,880.45 |
-95.33 |
-4.8% |
4,902.11 |
ATR |
2,623.71 |
2,570.62 |
-53.09 |
-2.0% |
0.00 |
Volume |
21,828 |
19,649 |
-2,179 |
-10.0% |
83,967 |
|
Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63,127.16 |
62,161.28 |
58,468.74 |
|
R3 |
61,246.71 |
60,280.83 |
57,951.61 |
|
R2 |
59,366.26 |
59,366.26 |
57,779.24 |
|
R1 |
58,400.38 |
58,400.38 |
57,606.86 |
57,943.10 |
PP |
57,485.81 |
57,485.81 |
57,485.81 |
57,257.17 |
S1 |
56,519.93 |
56,519.93 |
57,262.12 |
56,062.65 |
S2 |
55,605.36 |
55,605.36 |
57,089.74 |
|
S3 |
53,724.91 |
54,639.48 |
56,917.37 |
|
S4 |
51,844.46 |
52,759.03 |
56,400.24 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71,792.67 |
69,515.69 |
60,130.65 |
|
R3 |
66,890.56 |
64,613.58 |
58,782.57 |
|
R2 |
61,988.45 |
61,988.45 |
58,333.21 |
|
R1 |
59,711.47 |
59,711.47 |
57,883.85 |
60,849.96 |
PP |
57,086.34 |
57,086.34 |
57,086.34 |
57,655.59 |
S1 |
54,809.36 |
54,809.36 |
56,985.13 |
55,947.85 |
S2 |
52,184.23 |
52,184.23 |
56,535.77 |
|
S3 |
47,282.12 |
49,907.25 |
56,086.41 |
|
S4 |
42,380.01 |
45,005.14 |
54,738.33 |
|
|
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 |
54,461.21 |
4,902.11 |
8.5% |
2,373.20 |
4.1% |
61% |
False |
False |
16,793 |
10 |
63,652.99 |
53,963.27 |
9,689.72 |
16.9% |
2,589.83 |
4.5% |
36% |
False |
False |
18,531 |
20 |
68,565.32 |
53,963.27 |
14,602.05 |
25.4% |
2,507.55 |
4.4% |
24% |
False |
False |
15,743 |
40 |
71,924.09 |
53,963.27 |
17,960.82 |
31.3% |
2,504.39 |
4.4% |
19% |
False |
False |
17,257 |
60 |
71,924.09 |
53,963.27 |
17,960.82 |
31.3% |
2,654.10 |
4.6% |
19% |
False |
False |
18,241 |
80 |
72,666.20 |
53,963.27 |
18,702.93 |
32.6% |
2,965.89 |
5.2% |
19% |
False |
False |
19,962 |
100 |
73,662.76 |
50,587.78 |
23,074.98 |
40.2% |
3,153.12 |
5.5% |
30% |
False |
False |
23,700 |
120 |
73,662.76 |
38,589.97 |
35,072.79 |
61.1% |
2,895.87 |
5.0% |
54% |
False |
False |
23,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66,443.61 |
2.618 |
63,374.72 |
1.618 |
61,494.27 |
1.000 |
60,332.15 |
0.618 |
59,613.82 |
HIGH |
58,451.70 |
0.618 |
57,733.37 |
0.500 |
57,511.48 |
0.382 |
57,289.58 |
LOW |
56,571.25 |
0.618 |
55,409.13 |
1.000 |
54,690.80 |
1.618 |
53,528.68 |
2.618 |
51,648.23 |
4.250 |
48,579.34 |
|
|
Fisher Pivots for day following 12-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
57,511.48 |
57,967.29 |
PP |
57,485.81 |
57,789.69 |
S1 |
57,460.15 |
57,612.09 |
|