| 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 |
2,377.4 |
2,421.0 |
43.6 |
1.8% |
2,396.2 |
| High |
2,430.4 |
2,423.2 |
-7.2 |
-0.3% |
2,430.4 |
| Low |
2,376.8 |
2,396.1 |
19.3 |
0.8% |
2,356.0 |
| Close |
2,421.9 |
2,420.7 |
-1.2 |
0.0% |
2,420.7 |
| Range |
53.6 |
27.1 |
-26.5 |
-49.4% |
74.4 |
| ATR |
34.5 |
34.0 |
-0.5 |
-1.5% |
0.0 |
| Volume |
303,520 |
220,933 |
-82,587 |
-27.2% |
1,181,623 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.6 |
2,484.8 |
2,435.6 |
|
| R3 |
2,467.5 |
2,457.7 |
2,428.2 |
|
| R2 |
2,440.4 |
2,440.4 |
2,425.7 |
|
| R1 |
2,430.6 |
2,430.6 |
2,423.2 |
2,422.0 |
| PP |
2,413.3 |
2,413.3 |
2,413.3 |
2,409.0 |
| S1 |
2,403.5 |
2,403.5 |
2,418.2 |
2,394.9 |
| S2 |
2,386.2 |
2,386.2 |
2,415.7 |
|
| S3 |
2,359.1 |
2,376.4 |
2,413.2 |
|
| S4 |
2,332.0 |
2,349.3 |
2,405.8 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,625.6 |
2,597.5 |
2,461.6 |
|
| R3 |
2,551.2 |
2,523.1 |
2,441.2 |
|
| R2 |
2,476.8 |
2,476.8 |
2,434.3 |
|
| R1 |
2,448.7 |
2,448.7 |
2,427.5 |
2,462.8 |
| PP |
2,402.4 |
2,402.4 |
2,402.4 |
2,409.4 |
| S1 |
2,374.3 |
2,374.3 |
2,413.9 |
2,388.4 |
| S2 |
2,328.0 |
2,328.0 |
2,407.1 |
|
| S3 |
2,253.6 |
2,299.9 |
2,400.2 |
|
| S4 |
2,179.2 |
2,225.5 |
2,379.8 |
|
|
| 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% |
33.5 |
1.4% |
87% |
False |
False |
236,324 |
| 10 |
2,430.4 |
2,327.4 |
103.0 |
4.3% |
31.2 |
1.3% |
91% |
False |
False |
210,021 |
| 20 |
2,430.4 |
2,304.7 |
125.7 |
5.2% |
31.7 |
1.3% |
92% |
False |
False |
188,222 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.1% |
35.1 |
1.5% |
67% |
False |
False |
157,882 |
| 60 |
2,477.0 |
2,304.2 |
172.8 |
7.1% |
35.7 |
1.5% |
67% |
False |
False |
114,059 |
| 80 |
2,477.0 |
2,191.7 |
285.3 |
11.8% |
37.0 |
1.5% |
80% |
False |
False |
87,509 |
| 100 |
2,477.0 |
2,063.7 |
413.3 |
17.1% |
34.2 |
1.4% |
86% |
False |
False |
70,551 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.2% |
31.8 |
1.3% |
87% |
False |
False |
59,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,538.4 |
|
2.618 |
2,494.1 |
|
1.618 |
2,467.0 |
|
1.000 |
2,450.3 |
|
0.618 |
2,439.9 |
|
HIGH |
2,423.2 |
|
0.618 |
2,412.8 |
|
0.500 |
2,409.7 |
|
0.382 |
2,406.5 |
|
LOW |
2,396.1 |
|
0.618 |
2,379.4 |
|
1.000 |
2,369.0 |
|
1.618 |
2,352.3 |
|
2.618 |
2,325.2 |
|
4.250 |
2,280.9 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,417.0 |
2,413.8 |
| PP |
2,413.3 |
2,406.9 |
| S1 |
2,409.7 |
2,400.1 |
|