| Trading Metrics calculated at close of trading on 08-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
5,031.0 |
4,991.0 |
-40.0 |
-0.8% |
4,975.0 |
| High |
5,057.0 |
5,067.0 |
10.0 |
0.2% |
5,057.0 |
| Low |
4,996.0 |
4,985.0 |
-11.0 |
-0.2% |
4,903.0 |
| Close |
5,010.0 |
5,012.0 |
2.0 |
0.0% |
5,010.0 |
| Range |
61.0 |
82.0 |
21.0 |
34.4% |
154.0 |
| ATR |
68.2 |
69.2 |
1.0 |
1.4% |
0.0 |
| Volume |
694,901 |
604,832 |
-90,069 |
-13.0% |
2,920,048 |
|
| Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,267.3 |
5,221.7 |
5,057.1 |
|
| R3 |
5,185.3 |
5,139.7 |
5,034.6 |
|
| R2 |
5,103.3 |
5,103.3 |
5,027.0 |
|
| R1 |
5,057.7 |
5,057.7 |
5,019.5 |
5,080.5 |
| PP |
5,021.3 |
5,021.3 |
5,021.3 |
5,032.8 |
| S1 |
4,975.7 |
4,975.7 |
5,004.5 |
4,998.5 |
| S2 |
4,939.3 |
4,939.3 |
4,997.0 |
|
| S3 |
4,857.3 |
4,893.7 |
4,989.5 |
|
| S4 |
4,775.3 |
4,811.7 |
4,966.9 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,452.0 |
5,385.0 |
5,094.7 |
|
| R3 |
5,298.0 |
5,231.0 |
5,052.4 |
|
| R2 |
5,144.0 |
5,144.0 |
5,038.2 |
|
| R1 |
5,077.0 |
5,077.0 |
5,024.1 |
5,110.5 |
| PP |
4,990.0 |
4,990.0 |
4,990.0 |
5,006.8 |
| S1 |
4,923.0 |
4,923.0 |
4,995.9 |
4,956.5 |
| S2 |
4,836.0 |
4,836.0 |
4,981.8 |
|
| S3 |
4,682.0 |
4,769.0 |
4,967.7 |
|
| S4 |
4,528.0 |
4,615.0 |
4,925.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,067.0 |
4,903.0 |
164.0 |
3.3% |
68.6 |
1.4% |
66% |
True |
False |
704,976 |
| 10 |
5,067.0 |
4,903.0 |
164.0 |
3.3% |
64.2 |
1.3% |
66% |
True |
False |
688,249 |
| 20 |
5,125.0 |
4,860.0 |
265.0 |
5.3% |
71.8 |
1.4% |
57% |
False |
False |
594,099 |
| 40 |
5,151.0 |
4,860.0 |
291.0 |
5.8% |
57.8 |
1.2% |
52% |
False |
False |
300,975 |
| 60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
57.5 |
1.1% |
54% |
False |
False |
200,953 |
| 80 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
50.2 |
1.0% |
54% |
False |
False |
150,755 |
| 100 |
5,151.0 |
4,687.0 |
464.0 |
9.3% |
40.8 |
0.8% |
70% |
False |
False |
120,619 |
| 120 |
5,151.0 |
4,397.0 |
754.0 |
15.0% |
34.0 |
0.7% |
82% |
False |
False |
100,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,415.5 |
|
2.618 |
5,281.7 |
|
1.618 |
5,199.7 |
|
1.000 |
5,149.0 |
|
0.618 |
5,117.7 |
|
HIGH |
5,067.0 |
|
0.618 |
5,035.7 |
|
0.500 |
5,026.0 |
|
0.382 |
5,016.3 |
|
LOW |
4,985.0 |
|
0.618 |
4,934.3 |
|
1.000 |
4,903.0 |
|
1.618 |
4,852.3 |
|
2.618 |
4,770.3 |
|
4.250 |
4,636.5 |
|
|
| Fisher Pivots for day following 08-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,026.0 |
5,011.0 |
| PP |
5,021.3 |
5,010.0 |
| S1 |
5,016.7 |
5,009.0 |
|