| Trading Metrics calculated at close of trading on 09-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2024 |
09-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,385.30 |
2,358.94 |
-26.36 |
-1.1% |
2,326.66 |
| High |
2,389.75 |
2,368.21 |
-21.54 |
-0.9% |
2,392.29 |
| Low |
2,353.13 |
2,352.28 |
-0.85 |
0.0% |
2,319.98 |
| Close |
2,358.79 |
2,363.88 |
5.09 |
0.2% |
2,391.45 |
| Range |
36.62 |
15.93 |
-20.69 |
-56.5% |
72.31 |
| ATR |
30.05 |
29.04 |
-1.01 |
-3.4% |
0.00 |
| Volume |
5,240 |
5,385 |
145 |
2.8% |
20,894 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,409.25 |
2,402.49 |
2,372.64 |
|
| R3 |
2,393.32 |
2,386.56 |
2,368.26 |
|
| R2 |
2,377.39 |
2,377.39 |
2,366.80 |
|
| R1 |
2,370.63 |
2,370.63 |
2,365.34 |
2,374.01 |
| PP |
2,361.46 |
2,361.46 |
2,361.46 |
2,363.15 |
| S1 |
2,354.70 |
2,354.70 |
2,362.42 |
2,358.08 |
| S2 |
2,345.53 |
2,345.53 |
2,360.96 |
|
| S3 |
2,329.60 |
2,338.77 |
2,359.50 |
|
| S4 |
2,313.67 |
2,322.84 |
2,355.12 |
|
|
| 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 |
2,320.72 |
71.57 |
3.0% |
28.01 |
1.2% |
60% |
False |
False |
5,250 |
| 10 |
2,392.29 |
2,295.86 |
96.43 |
4.1% |
25.32 |
1.1% |
71% |
False |
False |
5,310 |
| 20 |
2,392.29 |
2,289.43 |
102.86 |
4.4% |
26.71 |
1.1% |
72% |
False |
False |
5,308 |
| 40 |
2,449.34 |
2,287.64 |
161.70 |
6.8% |
30.70 |
1.3% |
47% |
False |
False |
5,235 |
| 60 |
2,449.34 |
2,281.97 |
167.37 |
7.1% |
32.83 |
1.4% |
49% |
False |
False |
5,160 |
| 80 |
2,449.34 |
2,146.66 |
302.68 |
12.8% |
32.21 |
1.4% |
72% |
False |
False |
5,164 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.6% |
29.92 |
1.3% |
82% |
False |
False |
5,237 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.6% |
28.15 |
1.2% |
82% |
False |
False |
5,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,435.91 |
|
2.618 |
2,409.91 |
|
1.618 |
2,393.98 |
|
1.000 |
2,384.14 |
|
0.618 |
2,378.05 |
|
HIGH |
2,368.21 |
|
0.618 |
2,362.12 |
|
0.500 |
2,360.25 |
|
0.382 |
2,358.37 |
|
LOW |
2,352.28 |
|
0.618 |
2,342.44 |
|
1.000 |
2,336.35 |
|
1.618 |
2,326.51 |
|
2.618 |
2,310.58 |
|
4.250 |
2,284.58 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,362.67 |
2,372.29 |
| PP |
2,361.46 |
2,369.48 |
| S1 |
2,360.25 |
2,366.68 |
|