| 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 |
2,357.31 |
2,385.30 |
27.99 |
1.2% |
2,326.66 |
| High |
2,392.29 |
2,389.75 |
-2.54 |
-0.1% |
2,392.29 |
| Low |
2,355.03 |
2,353.13 |
-1.90 |
-0.1% |
2,319.98 |
| Close |
2,391.45 |
2,358.79 |
-32.66 |
-1.4% |
2,391.45 |
| Range |
37.26 |
36.62 |
-0.64 |
-1.7% |
72.31 |
| ATR |
29.41 |
30.05 |
0.64 |
2.2% |
0.00 |
| Volume |
5,416 |
5,240 |
-176 |
-3.2% |
20,894 |
|
| Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,477.08 |
2,454.56 |
2,378.93 |
|
| R3 |
2,440.46 |
2,417.94 |
2,368.86 |
|
| R2 |
2,403.84 |
2,403.84 |
2,365.50 |
|
| R1 |
2,381.32 |
2,381.32 |
2,362.15 |
2,374.27 |
| PP |
2,367.22 |
2,367.22 |
2,367.22 |
2,363.70 |
| S1 |
2,344.70 |
2,344.70 |
2,355.43 |
2,337.65 |
| S2 |
2,330.60 |
2,330.60 |
2,352.08 |
|
| S3 |
2,293.98 |
2,308.08 |
2,348.72 |
|
| S4 |
2,257.36 |
2,271.46 |
2,338.65 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.84 |
2,560.45 |
2,431.22 |
|
| R3 |
2,512.53 |
2,488.14 |
2,411.34 |
|
| R2 |
2,440.22 |
2,440.22 |
2,404.71 |
|
| R1 |
2,415.83 |
2,415.83 |
2,398.08 |
2,428.03 |
| PP |
2,367.91 |
2,367.91 |
2,367.91 |
2,374.00 |
| S1 |
2,343.52 |
2,343.52 |
2,384.82 |
2,355.72 |
| S2 |
2,295.60 |
2,295.60 |
2,378.19 |
|
| S3 |
2,223.29 |
2,271.21 |
2,371.56 |
|
| S4 |
2,150.98 |
2,198.90 |
2,351.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,392.29 |
2,319.98 |
72.31 |
3.1% |
28.41 |
1.2% |
54% |
False |
False |
5,226 |
| 10 |
2,392.29 |
2,295.86 |
96.43 |
4.1% |
25.34 |
1.1% |
65% |
False |
False |
5,303 |
| 20 |
2,392.29 |
2,287.64 |
104.65 |
4.4% |
30.88 |
1.3% |
68% |
False |
False |
5,282 |
| 40 |
2,449.34 |
2,287.64 |
161.70 |
6.9% |
31.27 |
1.3% |
44% |
False |
False |
5,235 |
| 60 |
2,449.34 |
2,281.97 |
167.37 |
7.1% |
33.39 |
1.4% |
46% |
False |
False |
5,154 |
| 80 |
2,449.34 |
2,146.66 |
302.68 |
12.8% |
32.27 |
1.4% |
70% |
False |
False |
5,165 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.6% |
30.14 |
1.3% |
80% |
False |
False |
5,240 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.6% |
28.27 |
1.2% |
80% |
False |
False |
5,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,545.39 |
|
2.618 |
2,485.62 |
|
1.618 |
2,449.00 |
|
1.000 |
2,426.37 |
|
0.618 |
2,412.38 |
|
HIGH |
2,389.75 |
|
0.618 |
2,375.76 |
|
0.500 |
2,371.44 |
|
0.382 |
2,367.12 |
|
LOW |
2,353.13 |
|
0.618 |
2,330.50 |
|
1.000 |
2,316.51 |
|
1.618 |
2,293.88 |
|
2.618 |
2,257.26 |
|
4.250 |
2,197.50 |
|
|
| Fisher Pivots for day following 08-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,371.44 |
2,360.08 |
| PP |
2,367.22 |
2,359.65 |
| S1 |
2,363.01 |
2,359.22 |
|