| 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 |
2,371.0 |
2,377.4 |
6.4 |
0.3% |
2,336.2 |
| High |
2,393.4 |
2,430.4 |
37.0 |
1.5% |
2,401.5 |
| Low |
2,369.7 |
2,376.8 |
7.1 |
0.3% |
2,327.4 |
| Close |
2,379.7 |
2,421.9 |
42.2 |
1.8% |
2,397.7 |
| Range |
23.7 |
53.6 |
29.9 |
126.2% |
74.1 |
| ATR |
33.1 |
34.5 |
1.5 |
4.4% |
0.0 |
| Volume |
163,900 |
303,520 |
139,620 |
85.2% |
783,206 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,570.5 |
2,549.8 |
2,451.4 |
|
| R3 |
2,516.9 |
2,496.2 |
2,436.6 |
|
| R2 |
2,463.3 |
2,463.3 |
2,431.7 |
|
| R1 |
2,442.6 |
2,442.6 |
2,426.8 |
2,453.0 |
| PP |
2,409.7 |
2,409.7 |
2,409.7 |
2,414.9 |
| S1 |
2,389.0 |
2,389.0 |
2,417.0 |
2,399.4 |
| S2 |
2,356.1 |
2,356.1 |
2,412.1 |
|
| S3 |
2,302.5 |
2,335.4 |
2,407.2 |
|
| S4 |
2,248.9 |
2,281.8 |
2,392.4 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.8 |
2,571.9 |
2,438.5 |
|
| R3 |
2,523.7 |
2,497.8 |
2,418.1 |
|
| R2 |
2,449.6 |
2,449.6 |
2,411.3 |
|
| R1 |
2,423.7 |
2,423.7 |
2,404.5 |
2,436.7 |
| PP |
2,375.5 |
2,375.5 |
2,375.5 |
2,382.0 |
| S1 |
2,349.6 |
2,349.6 |
2,390.9 |
2,362.6 |
| S2 |
2,301.4 |
2,301.4 |
2,384.1 |
|
| S3 |
2,227.3 |
2,275.5 |
2,377.3 |
|
| S4 |
2,153.2 |
2,201.4 |
2,356.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,430.4 |
2,356.0 |
74.4 |
3.1% |
37.2 |
1.5% |
89% |
True |
False |
250,788 |
| 10 |
2,430.4 |
2,306.8 |
123.6 |
5.1% |
32.0 |
1.3% |
93% |
True |
False |
201,950 |
| 20 |
2,430.4 |
2,304.7 |
125.7 |
5.2% |
31.9 |
1.3% |
93% |
True |
False |
189,259 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.1% |
35.0 |
1.4% |
68% |
False |
False |
152,933 |
| 60 |
2,477.0 |
2,304.2 |
172.8 |
7.1% |
35.8 |
1.5% |
68% |
False |
False |
110,471 |
| 80 |
2,477.0 |
2,190.7 |
286.3 |
11.8% |
36.9 |
1.5% |
81% |
False |
False |
84,775 |
| 100 |
2,477.0 |
2,045.2 |
431.8 |
17.8% |
34.1 |
1.4% |
87% |
False |
False |
68,359 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.2% |
31.7 |
1.3% |
88% |
False |
False |
57,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,658.2 |
|
2.618 |
2,570.7 |
|
1.618 |
2,517.1 |
|
1.000 |
2,484.0 |
|
0.618 |
2,463.5 |
|
HIGH |
2,430.4 |
|
0.618 |
2,409.9 |
|
0.500 |
2,403.6 |
|
0.382 |
2,397.3 |
|
LOW |
2,376.8 |
|
0.618 |
2,343.7 |
|
1.000 |
2,323.2 |
|
1.618 |
2,290.1 |
|
2.618 |
2,236.5 |
|
4.250 |
2,149.0 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,415.8 |
2,412.3 |
| PP |
2,409.7 |
2,402.8 |
| S1 |
2,403.6 |
2,393.2 |
|