| Trading Metrics calculated at close of trading on 10-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,999.3960 |
3,072.3610 |
72.9650 |
2.4% |
3,384.3260 |
| High |
3,096.6890 |
3,148.5650 |
51.8760 |
1.7% |
3,509.8230 |
| Low |
2,995.4970 |
3,026.9550 |
31.4580 |
1.1% |
2,827.1400 |
| Close |
3,072.3030 |
3,097.0950 |
24.7920 |
0.8% |
2,975.1020 |
| Range |
101.1920 |
121.6100 |
20.4180 |
20.2% |
682.6830 |
| ATR |
169.4071 |
165.9930 |
-3.4141 |
-2.0% |
0.0000 |
| Volume |
103,998 |
105,962 |
1,964 |
1.9% |
572,929 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,455.7017 |
3,398.0083 |
3,163.9805 |
|
| R3 |
3,334.0917 |
3,276.3983 |
3,130.5378 |
|
| R2 |
3,212.4817 |
3,212.4817 |
3,119.3902 |
|
| R1 |
3,154.7883 |
3,154.7883 |
3,108.2426 |
3,183.6350 |
| PP |
3,090.8717 |
3,090.8717 |
3,090.8717 |
3,105.2950 |
| S1 |
3,033.1783 |
3,033.1783 |
3,085.9474 |
3,062.0250 |
| S2 |
2,969.2617 |
2,969.2617 |
3,074.7998 |
|
| S3 |
2,847.6517 |
2,911.5683 |
3,063.6523 |
|
| S4 |
2,726.0417 |
2,789.9583 |
3,030.2095 |
|
|
| 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 |
3,426.7930 |
2,827.1400 |
599.6530 |
19.4% |
195.0808 |
6.3% |
45% |
False |
False |
142,904 |
| 10 |
3,509.8230 |
2,827.1400 |
682.6830 |
22.0% |
151.2417 |
4.9% |
40% |
False |
False |
117,056 |
| 20 |
3,676.0130 |
2,827.1400 |
848.8730 |
27.4% |
162.4110 |
5.2% |
32% |
False |
False |
115,028 |
| 40 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
35.9% |
163.4798 |
5.3% |
24% |
False |
False |
135,235 |
| 60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
35.9% |
167.0251 |
5.4% |
24% |
False |
False |
129,480 |
| 80 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
35.9% |
187.0998 |
6.0% |
24% |
False |
False |
137,387 |
| 100 |
4,090.3060 |
2,761.2530 |
1,329.0530 |
42.9% |
191.8451 |
6.2% |
25% |
False |
False |
157,378 |
| 120 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
62.0% |
176.3463 |
5.7% |
48% |
False |
False |
154,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,665.4075 |
|
2.618 |
3,466.9400 |
|
1.618 |
3,345.3300 |
|
1.000 |
3,270.1750 |
|
0.618 |
3,223.7200 |
|
HIGH |
3,148.5650 |
|
0.618 |
3,102.1100 |
|
0.500 |
3,087.7600 |
|
0.382 |
3,073.4100 |
|
LOW |
3,026.9550 |
|
0.618 |
2,951.8000 |
|
1.000 |
2,905.3450 |
|
1.618 |
2,830.1900 |
|
2.618 |
2,708.5800 |
|
4.250 |
2,510.1125 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,093.9833 |
3,062.3968 |
| PP |
3,090.8717 |
3,027.6987 |
| S1 |
3,087.7600 |
2,993.0005 |
|