| 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 |
3,096.1720 |
3,108.7610 |
12.5890 |
0.4% |
2,974.0350 |
| High |
3,210.7570 |
3,153.7990 |
-56.9580 |
-1.8% |
3,210.7570 |
| Low |
3,068.6080 |
3,061.0780 |
-7.5300 |
-0.2% |
2,837.4360 |
| Close |
3,105.7840 |
3,110.4940 |
4.7100 |
0.2% |
3,110.4940 |
| Range |
142.1490 |
92.7210 |
-49.4280 |
-34.8% |
373.3210 |
| ATR |
164.2899 |
159.1778 |
-5.1121 |
-3.1% |
0.0000 |
| Volume |
118,356 |
85,129 |
-33,227 |
-28.1% |
415,535 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,386.6200 |
3,341.2780 |
3,161.4906 |
|
| R3 |
3,293.8990 |
3,248.5570 |
3,135.9923 |
|
| R2 |
3,201.1780 |
3,201.1780 |
3,127.4929 |
|
| R1 |
3,155.8360 |
3,155.8360 |
3,118.9934 |
3,178.5070 |
| PP |
3,108.4570 |
3,108.4570 |
3,108.4570 |
3,119.7925 |
| S1 |
3,063.1150 |
3,063.1150 |
3,101.9946 |
3,085.7860 |
| S2 |
3,015.7360 |
3,015.7360 |
3,093.4952 |
|
| S3 |
2,923.0150 |
2,970.3940 |
3,084.9957 |
|
| S4 |
2,830.2940 |
2,877.6730 |
3,059.4975 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,172.8587 |
4,014.9973 |
3,315.8206 |
|
| R3 |
3,799.5377 |
3,641.6763 |
3,213.1573 |
|
| R2 |
3,426.2167 |
3,426.2167 |
3,178.9362 |
|
| R1 |
3,268.3553 |
3,268.3553 |
3,144.7151 |
3,347.2860 |
| PP |
3,052.8957 |
3,052.8957 |
3,052.8957 |
3,092.3610 |
| S1 |
2,895.0343 |
2,895.0343 |
3,076.2729 |
2,973.9650 |
| S2 |
2,679.5747 |
2,679.5747 |
3,042.0518 |
|
| S3 |
2,306.2537 |
2,521.7133 |
3,007.8307 |
|
| S4 |
1,932.9327 |
2,148.3923 |
2,905.1675 |
|
|
| 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 |
2,837.4360 |
373.3210 |
12.0% |
139.4816 |
4.5% |
73% |
False |
False |
83,107 |
| 10 |
3,509.8230 |
2,827.1400 |
682.6830 |
21.9% |
154.9723 |
5.0% |
42% |
False |
False |
112,882 |
| 20 |
3,649.6480 |
2,827.1400 |
822.5080 |
26.4% |
152.9140 |
4.9% |
34% |
False |
False |
107,541 |
| 40 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
35.8% |
164.3537 |
5.3% |
25% |
False |
False |
137,274 |
| 60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
35.8% |
161.6833 |
5.2% |
25% |
False |
False |
129,611 |
| 80 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
35.8% |
181.3985 |
5.8% |
25% |
False |
False |
135,748 |
| 100 |
4,090.3060 |
2,827.1400 |
1,263.1660 |
40.6% |
192.3444 |
6.2% |
22% |
False |
False |
155,261 |
| 120 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
61.7% |
176.6008 |
5.7% |
49% |
False |
False |
153,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,547.8633 |
|
2.618 |
3,396.5426 |
|
1.618 |
3,303.8216 |
|
1.000 |
3,246.5200 |
|
0.618 |
3,211.1006 |
|
HIGH |
3,153.7990 |
|
0.618 |
3,118.3796 |
|
0.500 |
3,107.4385 |
|
0.382 |
3,096.4974 |
|
LOW |
3,061.0780 |
|
0.618 |
3,003.7764 |
|
1.000 |
2,968.3570 |
|
1.618 |
2,911.0554 |
|
2.618 |
2,818.3344 |
|
4.250 |
2,667.0138 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,109.4755 |
3,118.8560 |
| PP |
3,108.4570 |
3,116.0687 |
| S1 |
3,107.4385 |
3,113.2813 |
|