| 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 |
2,371.36 |
2,414.88 |
43.52 |
1.8% |
2,385.30 |
| High |
2,422.91 |
2,417.93 |
-4.98 |
-0.2% |
2,422.91 |
| Low |
2,371.16 |
2,394.20 |
23.04 |
1.0% |
2,352.28 |
| Close |
2,414.83 |
2,411.66 |
-3.17 |
-0.1% |
2,411.66 |
| Range |
51.75 |
23.73 |
-28.02 |
-54.1% |
70.63 |
| ATR |
30.17 |
29.71 |
-0.46 |
-1.5% |
0.00 |
| Volume |
5,434 |
5,413 |
-21 |
-0.4% |
27,002 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,479.12 |
2,469.12 |
2,424.71 |
|
| R3 |
2,455.39 |
2,445.39 |
2,418.19 |
|
| R2 |
2,431.66 |
2,431.66 |
2,416.01 |
|
| R1 |
2,421.66 |
2,421.66 |
2,413.84 |
2,414.80 |
| PP |
2,407.93 |
2,407.93 |
2,407.93 |
2,404.50 |
| S1 |
2,397.93 |
2,397.93 |
2,409.48 |
2,391.07 |
| S2 |
2,384.20 |
2,384.20 |
2,407.31 |
|
| S3 |
2,360.47 |
2,374.20 |
2,405.13 |
|
| S4 |
2,336.74 |
2,350.47 |
2,398.61 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,607.51 |
2,580.21 |
2,450.51 |
|
| R3 |
2,536.88 |
2,509.58 |
2,431.08 |
|
| R2 |
2,466.25 |
2,466.25 |
2,424.61 |
|
| R1 |
2,438.95 |
2,438.95 |
2,418.13 |
2,452.60 |
| PP |
2,395.62 |
2,395.62 |
2,395.62 |
2,402.44 |
| S1 |
2,368.32 |
2,368.32 |
2,405.19 |
2,381.97 |
| S2 |
2,324.99 |
2,324.99 |
2,398.71 |
|
| S3 |
2,254.36 |
2,297.69 |
2,392.24 |
|
| S4 |
2,183.73 |
2,227.06 |
2,372.81 |
|
|
| 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% |
29.94 |
1.2% |
84% |
False |
False |
5,400 |
| 10 |
2,422.91 |
2,319.85 |
103.06 |
4.3% |
27.33 |
1.1% |
89% |
False |
False |
5,334 |
| 20 |
2,422.91 |
2,295.86 |
127.05 |
5.3% |
27.95 |
1.2% |
91% |
False |
False |
5,338 |
| 40 |
2,449.34 |
2,287.64 |
161.70 |
6.7% |
31.00 |
1.3% |
77% |
False |
False |
5,250 |
| 60 |
2,449.34 |
2,281.97 |
167.37 |
6.9% |
31.52 |
1.3% |
77% |
False |
False |
5,200 |
| 80 |
2,449.34 |
2,149.44 |
299.90 |
12.4% |
32.76 |
1.4% |
87% |
False |
False |
5,162 |
| 100 |
2,449.34 |
2,015.17 |
434.17 |
18.0% |
30.45 |
1.3% |
91% |
False |
False |
5,230 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.2% |
28.43 |
1.2% |
92% |
False |
False |
5,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,518.78 |
|
2.618 |
2,480.06 |
|
1.618 |
2,456.33 |
|
1.000 |
2,441.66 |
|
0.618 |
2,432.60 |
|
HIGH |
2,417.93 |
|
0.618 |
2,408.87 |
|
0.500 |
2,406.07 |
|
0.382 |
2,403.26 |
|
LOW |
2,394.20 |
|
0.618 |
2,379.53 |
|
1.000 |
2,370.47 |
|
1.618 |
2,355.80 |
|
2.618 |
2,332.07 |
|
4.250 |
2,293.35 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,409.80 |
2,405.47 |
| PP |
2,407.93 |
2,399.27 |
| S1 |
2,406.07 |
2,393.08 |
|