| Trading Metrics calculated at close of trading on 08-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
3,139.7410 |
2,974.0350 |
-165.7060 |
-5.3% |
3,384.3260 |
| High |
3,167.9370 |
3,077.1720 |
-90.7650 |
-2.9% |
3,509.8230 |
| Low |
2,827.1400 |
2,837.4360 |
10.2960 |
0.4% |
2,827.1400 |
| Close |
2,975.1020 |
2,999.5540 |
24.4520 |
0.8% |
2,975.1020 |
| Range |
340.7970 |
239.7360 |
-101.0610 |
-29.7% |
682.6830 |
| ATR |
169.6481 |
174.6544 |
5.0063 |
3.0% |
0.0000 |
| Volume |
371,965 |
2,090 |
-369,875 |
-99.4% |
572,929 |
|
| Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,690.5953 |
3,584.8107 |
3,131.4088 |
|
| R3 |
3,450.8593 |
3,345.0747 |
3,065.4814 |
|
| R2 |
3,211.1233 |
3,211.1233 |
3,043.5056 |
|
| R1 |
3,105.3387 |
3,105.3387 |
3,021.5298 |
3,158.2310 |
| PP |
2,971.3873 |
2,971.3873 |
2,971.3873 |
2,997.8335 |
| S1 |
2,865.6027 |
2,865.6027 |
2,977.5782 |
2,918.4950 |
| S2 |
2,731.6513 |
2,731.6513 |
2,955.6024 |
|
| S3 |
2,491.9153 |
2,625.8667 |
2,933.6266 |
|
| S4 |
2,252.1793 |
2,386.1307 |
2,867.6992 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,152.0707 |
4,746.2693 |
3,350.5777 |
|
| R3 |
4,469.3877 |
4,063.5863 |
3,162.8398 |
|
| R2 |
3,786.7047 |
3,786.7047 |
3,100.2606 |
|
| R1 |
3,380.9033 |
3,380.9033 |
3,037.6813 |
3,242.4625 |
| PP |
3,104.0217 |
3,104.0217 |
3,104.0217 |
3,034.8013 |
| S1 |
2,698.2203 |
2,698.2203 |
2,912.5227 |
2,559.7795 |
| S2 |
2,421.3387 |
2,421.3387 |
2,849.9435 |
|
| S3 |
1,738.6557 |
2,015.5373 |
2,787.3642 |
|
| S4 |
1,055.9727 |
1,332.8543 |
2,599.6264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,509.8230 |
2,827.1400 |
682.6830 |
22.8% |
195.1642 |
6.5% |
25% |
False |
False |
115,003 |
| 10 |
3,524.9200 |
2,827.1400 |
697.7800 |
23.3% |
168.5928 |
5.6% |
25% |
False |
False |
96,469 |
| 20 |
3,835.5390 |
2,827.1400 |
1,008.3990 |
33.6% |
165.4960 |
5.5% |
17% |
False |
False |
112,745 |
| 40 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
37.1% |
164.2386 |
5.5% |
15% |
False |
False |
135,671 |
| 60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
37.1% |
171.2136 |
5.7% |
15% |
False |
False |
132,338 |
| 80 |
4,076.5790 |
2,827.1400 |
1,249.4390 |
41.7% |
189.6491 |
6.3% |
14% |
False |
False |
141,344 |
| 100 |
4,090.3060 |
2,595.4460 |
1,494.8600 |
49.8% |
192.1363 |
6.4% |
27% |
False |
False |
159,551 |
| 120 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
64.0% |
176.1228 |
5.9% |
43% |
False |
False |
155,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,096.0500 |
|
2.618 |
3,704.8008 |
|
1.618 |
3,465.0648 |
|
1.000 |
3,316.9080 |
|
0.618 |
3,225.3288 |
|
HIGH |
3,077.1720 |
|
0.618 |
2,985.5928 |
|
0.500 |
2,957.3040 |
|
0.382 |
2,929.0152 |
|
LOW |
2,837.4360 |
|
0.618 |
2,689.2792 |
|
1.000 |
2,597.7000 |
|
1.618 |
2,449.5432 |
|
2.618 |
2,209.8072 |
|
4.250 |
1,818.5580 |
|
|
| Fisher Pivots for day following 08-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,985.4707 |
3,126.9665 |
| PP |
2,971.3873 |
3,084.4957 |
| S1 |
2,957.3040 |
3,042.0248 |
|