Trading Metrics calculated at close of trading on 09-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2024 |
09-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
4,991.0 |
5,007.0 |
16.0 |
0.3% |
4,975.0 |
High |
5,067.0 |
5,010.0 |
-57.0 |
-1.1% |
5,057.0 |
Low |
4,985.0 |
4,928.0 |
-57.0 |
-1.1% |
4,903.0 |
Close |
5,012.0 |
4,931.0 |
-81.0 |
-1.6% |
5,010.0 |
Range |
82.0 |
82.0 |
0.0 |
0.0% |
154.0 |
ATR |
69.2 |
70.3 |
1.1 |
1.5% |
0.0 |
Volume |
604,832 |
773,684 |
168,852 |
27.9% |
2,920,048 |
|
Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,202.3 |
5,148.7 |
4,976.1 |
|
R3 |
5,120.3 |
5,066.7 |
4,953.6 |
|
R2 |
5,038.3 |
5,038.3 |
4,946.0 |
|
R1 |
4,984.7 |
4,984.7 |
4,938.5 |
4,970.5 |
PP |
4,956.3 |
4,956.3 |
4,956.3 |
4,949.3 |
S1 |
4,902.7 |
4,902.7 |
4,923.5 |
4,888.5 |
S2 |
4,874.3 |
4,874.3 |
4,916.0 |
|
S3 |
4,792.3 |
4,820.7 |
4,908.5 |
|
S4 |
4,710.3 |
4,738.7 |
4,885.9 |
|
|
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% |
72.4 |
1.5% |
17% |
False |
False |
713,784 |
10 |
5,067.0 |
4,903.0 |
164.0 |
3.3% |
64.8 |
1.3% |
17% |
False |
False |
705,680 |
20 |
5,092.0 |
4,860.0 |
232.0 |
4.7% |
73.0 |
1.5% |
31% |
False |
False |
631,365 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.9% |
58.7 |
1.2% |
24% |
False |
False |
320,223 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
57.8 |
1.2% |
28% |
False |
False |
213,846 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
51.3 |
1.0% |
28% |
False |
False |
160,426 |
100 |
5,151.0 |
4,687.0 |
464.0 |
9.4% |
41.6 |
0.8% |
53% |
False |
False |
128,356 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.3% |
34.7 |
0.7% |
71% |
False |
False |
106,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,358.5 |
2.618 |
5,224.7 |
1.618 |
5,142.7 |
1.000 |
5,092.0 |
0.618 |
5,060.7 |
HIGH |
5,010.0 |
0.618 |
4,978.7 |
0.500 |
4,969.0 |
0.382 |
4,959.3 |
LOW |
4,928.0 |
0.618 |
4,877.3 |
1.000 |
4,846.0 |
1.618 |
4,795.3 |
2.618 |
4,713.3 |
4.250 |
4,579.5 |
|
|
Fisher Pivots for day following 09-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
4,969.0 |
4,997.5 |
PP |
4,956.3 |
4,975.3 |
S1 |
4,943.7 |
4,953.2 |
|