| 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 |
2,363.86 |
2,371.36 |
7.50 |
0.3% |
2,326.66 |
| High |
2,384.90 |
2,422.91 |
38.01 |
1.6% |
2,392.29 |
| Low |
2,363.24 |
2,371.16 |
7.92 |
0.3% |
2,319.98 |
| Close |
2,371.35 |
2,414.83 |
43.48 |
1.8% |
2,391.45 |
| Range |
21.66 |
51.75 |
30.09 |
138.9% |
72.31 |
| ATR |
28.51 |
30.17 |
1.66 |
5.8% |
0.00 |
| Volume |
5,530 |
5,434 |
-96 |
-1.7% |
20,894 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.22 |
2,538.27 |
2,443.29 |
|
| R3 |
2,506.47 |
2,486.52 |
2,429.06 |
|
| R2 |
2,454.72 |
2,454.72 |
2,424.32 |
|
| R1 |
2,434.77 |
2,434.77 |
2,419.57 |
2,444.75 |
| PP |
2,402.97 |
2,402.97 |
2,402.97 |
2,407.95 |
| S1 |
2,383.02 |
2,383.02 |
2,410.09 |
2,393.00 |
| S2 |
2,351.22 |
2,351.22 |
2,405.34 |
|
| S3 |
2,299.47 |
2,331.27 |
2,400.60 |
|
| S4 |
2,247.72 |
2,279.52 |
2,386.37 |
|
|
| 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 |
2,422.91 |
2,352.28 |
70.63 |
2.9% |
32.64 |
1.4% |
89% |
True |
False |
5,401 |
| 10 |
2,422.91 |
2,297.52 |
125.39 |
5.2% |
28.20 |
1.2% |
94% |
True |
False |
5,338 |
| 20 |
2,422.91 |
2,295.86 |
127.05 |
5.3% |
28.17 |
1.2% |
94% |
True |
False |
5,332 |
| 40 |
2,449.34 |
2,287.64 |
161.70 |
6.7% |
30.99 |
1.3% |
79% |
False |
False |
5,249 |
| 60 |
2,449.34 |
2,281.97 |
167.37 |
6.9% |
31.63 |
1.3% |
79% |
False |
False |
5,190 |
| 80 |
2,449.34 |
2,146.66 |
302.68 |
12.5% |
32.66 |
1.4% |
89% |
False |
False |
5,162 |
| 100 |
2,449.34 |
1,996.67 |
452.67 |
18.7% |
30.40 |
1.3% |
92% |
False |
False |
5,232 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.2% |
28.37 |
1.2% |
93% |
False |
False |
5,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,642.85 |
|
2.618 |
2,558.39 |
|
1.618 |
2,506.64 |
|
1.000 |
2,474.66 |
|
0.618 |
2,454.89 |
|
HIGH |
2,422.91 |
|
0.618 |
2,403.14 |
|
0.500 |
2,397.04 |
|
0.382 |
2,390.93 |
|
LOW |
2,371.16 |
|
0.618 |
2,339.18 |
|
1.000 |
2,319.41 |
|
1.618 |
2,287.43 |
|
2.618 |
2,235.68 |
|
4.250 |
2,151.22 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,408.90 |
2,405.75 |
| PP |
2,402.97 |
2,396.67 |
| S1 |
2,397.04 |
2,387.60 |
|