| 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 |
2,358.94 |
2,363.86 |
4.92 |
0.2% |
2,326.66 |
| High |
2,368.21 |
2,384.90 |
16.69 |
0.7% |
2,392.29 |
| Low |
2,352.28 |
2,363.24 |
10.96 |
0.5% |
2,319.98 |
| Close |
2,363.88 |
2,371.35 |
7.47 |
0.3% |
2,391.45 |
| Range |
15.93 |
21.66 |
5.73 |
36.0% |
72.31 |
| ATR |
29.04 |
28.51 |
-0.53 |
-1.8% |
0.00 |
| Volume |
5,385 |
5,530 |
145 |
2.7% |
20,894 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.14 |
2,426.41 |
2,383.26 |
|
| R3 |
2,416.48 |
2,404.75 |
2,377.31 |
|
| R2 |
2,394.82 |
2,394.82 |
2,375.32 |
|
| R1 |
2,383.09 |
2,383.09 |
2,373.34 |
2,388.96 |
| PP |
2,373.16 |
2,373.16 |
2,373.16 |
2,376.10 |
| S1 |
2,361.43 |
2,361.43 |
2,369.36 |
2,367.30 |
| S2 |
2,351.50 |
2,351.50 |
2,367.38 |
|
| S3 |
2,329.84 |
2,339.77 |
2,365.39 |
|
| S4 |
2,308.18 |
2,318.11 |
2,359.44 |
|
|
| 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 |
2,327.87 |
64.42 |
2.7% |
29.55 |
1.2% |
67% |
False |
False |
5,256 |
| 10 |
2,392.29 |
2,295.86 |
96.43 |
4.1% |
25.55 |
1.1% |
78% |
False |
False |
5,325 |
| 20 |
2,392.29 |
2,295.86 |
96.43 |
4.1% |
26.61 |
1.1% |
78% |
False |
False |
5,327 |
| 40 |
2,449.34 |
2,287.64 |
161.70 |
6.8% |
30.45 |
1.3% |
52% |
False |
False |
5,244 |
| 60 |
2,449.34 |
2,281.97 |
167.37 |
7.1% |
31.68 |
1.3% |
53% |
False |
False |
5,175 |
| 80 |
2,449.34 |
2,146.66 |
302.68 |
12.8% |
32.21 |
1.4% |
74% |
False |
False |
5,164 |
| 100 |
2,449.34 |
1,990.62 |
458.72 |
19.3% |
30.04 |
1.3% |
83% |
False |
False |
5,235 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.5% |
28.08 |
1.2% |
83% |
False |
False |
5,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,476.96 |
|
2.618 |
2,441.61 |
|
1.618 |
2,419.95 |
|
1.000 |
2,406.56 |
|
0.618 |
2,398.29 |
|
HIGH |
2,384.90 |
|
0.618 |
2,376.63 |
|
0.500 |
2,374.07 |
|
0.382 |
2,371.51 |
|
LOW |
2,363.24 |
|
0.618 |
2,349.85 |
|
1.000 |
2,341.58 |
|
1.618 |
2,328.19 |
|
2.618 |
2,306.53 |
|
4.250 |
2,271.19 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,374.07 |
2,371.24 |
| PP |
2,373.16 |
2,371.13 |
| S1 |
2,372.26 |
2,371.02 |
|