Trading Metrics calculated at close of trading on 10-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
5,007.0 |
4,947.0 |
-60.0 |
-1.2% |
4,975.0 |
High |
5,010.0 |
5,013.0 |
3.0 |
0.1% |
5,057.0 |
Low |
4,928.0 |
4,930.0 |
2.0 |
0.0% |
4,903.0 |
Close |
4,931.0 |
4,996.0 |
65.0 |
1.3% |
5,010.0 |
Range |
82.0 |
83.0 |
1.0 |
1.2% |
154.0 |
ATR |
70.3 |
71.2 |
0.9 |
1.3% |
0.0 |
Volume |
773,684 |
647,413 |
-126,271 |
-16.3% |
2,920,048 |
|
Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,228.7 |
5,195.3 |
5,041.7 |
|
R3 |
5,145.7 |
5,112.3 |
5,018.8 |
|
R2 |
5,062.7 |
5,062.7 |
5,011.2 |
|
R1 |
5,029.3 |
5,029.3 |
5,003.6 |
5,046.0 |
PP |
4,979.7 |
4,979.7 |
4,979.7 |
4,988.0 |
S1 |
4,946.3 |
4,946.3 |
4,988.4 |
4,963.0 |
S2 |
4,896.7 |
4,896.7 |
4,980.8 |
|
S3 |
4,813.7 |
4,863.3 |
4,973.2 |
|
S4 |
4,730.7 |
4,780.3 |
4,950.4 |
|
|
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 |
4,928.0 |
139.0 |
2.8% |
74.2 |
1.5% |
49% |
False |
False |
691,448 |
10 |
5,067.0 |
4,903.0 |
164.0 |
3.3% |
69.0 |
1.4% |
57% |
False |
False |
708,752 |
20 |
5,092.0 |
4,860.0 |
232.0 |
4.6% |
74.1 |
1.5% |
59% |
False |
False |
662,243 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.8% |
59.8 |
1.2% |
47% |
False |
False |
336,041 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
58.3 |
1.2% |
49% |
False |
False |
224,635 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
52.3 |
1.0% |
49% |
False |
False |
168,519 |
100 |
5,151.0 |
4,709.0 |
442.0 |
8.8% |
42.4 |
0.8% |
65% |
False |
False |
134,830 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.1% |
35.4 |
0.7% |
79% |
False |
False |
112,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,365.8 |
2.618 |
5,230.3 |
1.618 |
5,147.3 |
1.000 |
5,096.0 |
0.618 |
5,064.3 |
HIGH |
5,013.0 |
0.618 |
4,981.3 |
0.500 |
4,971.5 |
0.382 |
4,961.7 |
LOW |
4,930.0 |
0.618 |
4,878.7 |
1.000 |
4,847.0 |
1.618 |
4,795.7 |
2.618 |
4,712.7 |
4.250 |
4,577.3 |
|
|
Fisher Pivots for day following 10-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
4,987.8 |
4,997.5 |
PP |
4,979.7 |
4,997.0 |
S1 |
4,971.5 |
4,996.5 |
|