| 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 |
3,072.3610 |
3,096.1720 |
23.8110 |
0.8% |
3,384.3260 |
| High |
3,148.5650 |
3,210.7570 |
62.1920 |
2.0% |
3,509.8230 |
| Low |
3,026.9550 |
3,068.6080 |
41.6530 |
1.4% |
2,827.1400 |
| Close |
3,097.0950 |
3,105.7840 |
8.6890 |
0.3% |
2,975.1020 |
| Range |
121.6100 |
142.1490 |
20.5390 |
16.9% |
682.6830 |
| ATR |
165.9930 |
164.2899 |
-1.7031 |
-1.0% |
0.0000 |
| Volume |
105,962 |
118,356 |
12,394 |
11.7% |
572,929 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,554.8300 |
3,472.4560 |
3,183.9660 |
|
| R3 |
3,412.6810 |
3,330.3070 |
3,144.8750 |
|
| R2 |
3,270.5320 |
3,270.5320 |
3,131.8447 |
|
| R1 |
3,188.1580 |
3,188.1580 |
3,118.8143 |
3,229.3450 |
| PP |
3,128.3830 |
3,128.3830 |
3,128.3830 |
3,148.9765 |
| S1 |
3,046.0090 |
3,046.0090 |
3,092.7537 |
3,087.1960 |
| S2 |
2,986.2340 |
2,986.2340 |
3,079.7234 |
|
| S3 |
2,844.0850 |
2,903.8600 |
3,066.6930 |
|
| S4 |
2,701.9360 |
2,761.7110 |
3,027.6021 |
|
|
| 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 |
3,210.7570 |
2,827.1400 |
383.6170 |
12.4% |
189.0968 |
6.1% |
73% |
True |
False |
140,474 |
| 10 |
3,509.8230 |
2,827.1400 |
682.6830 |
22.0% |
156.3312 |
5.0% |
41% |
False |
False |
117,293 |
| 20 |
3,649.7620 |
2,827.1400 |
822.6220 |
26.5% |
157.5925 |
5.1% |
34% |
False |
False |
111,116 |
| 40 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
35.8% |
164.3350 |
5.3% |
25% |
False |
False |
138,161 |
| 60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
35.8% |
162.2543 |
5.2% |
25% |
False |
False |
131,413 |
| 80 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
35.8% |
184.7608 |
5.9% |
25% |
False |
False |
134,707 |
| 100 |
4,090.3060 |
2,761.2530 |
1,329.0530 |
42.8% |
192.3816 |
6.2% |
26% |
False |
False |
156,305 |
| 120 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
61.8% |
176.5472 |
5.7% |
49% |
False |
False |
153,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,814.8903 |
|
2.618 |
3,582.9031 |
|
1.618 |
3,440.7541 |
|
1.000 |
3,352.9060 |
|
0.618 |
3,298.6051 |
|
HIGH |
3,210.7570 |
|
0.618 |
3,156.4561 |
|
0.500 |
3,139.6825 |
|
0.382 |
3,122.9089 |
|
LOW |
3,068.6080 |
|
0.618 |
2,980.7599 |
|
1.000 |
2,926.4590 |
|
1.618 |
2,838.6109 |
|
2.618 |
2,696.4619 |
|
4.250 |
2,464.4748 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,139.6825 |
3,104.8983 |
| PP |
3,128.3830 |
3,104.0127 |
| S1 |
3,117.0835 |
3,103.1270 |
|