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 |
4,947.0 |
5,014.0 |
67.0 |
1.4% |
4,975.0 |
High |
5,013.0 |
5,042.0 |
29.0 |
0.6% |
5,057.0 |
Low |
4,930.0 |
4,996.0 |
66.0 |
1.3% |
4,903.0 |
Close |
4,996.0 |
5,015.0 |
19.0 |
0.4% |
5,010.0 |
Range |
83.0 |
46.0 |
-37.0 |
-44.6% |
154.0 |
ATR |
71.2 |
69.4 |
-1.8 |
-2.5% |
0.0 |
Volume |
647,413 |
642,446 |
-4,967 |
-0.8% |
2,920,048 |
|
Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,155.7 |
5,131.3 |
5,040.3 |
|
R3 |
5,109.7 |
5,085.3 |
5,027.7 |
|
R2 |
5,063.7 |
5,063.7 |
5,023.4 |
|
R1 |
5,039.3 |
5,039.3 |
5,019.2 |
5,051.5 |
PP |
5,017.7 |
5,017.7 |
5,017.7 |
5,023.8 |
S1 |
4,993.3 |
4,993.3 |
5,010.8 |
5,005.5 |
S2 |
4,971.7 |
4,971.7 |
5,006.6 |
|
S3 |
4,925.7 |
4,947.3 |
5,002.4 |
|
S4 |
4,879.7 |
4,901.3 |
4,989.7 |
|
|
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% |
70.8 |
1.4% |
63% |
False |
False |
672,655 |
10 |
5,067.0 |
4,903.0 |
164.0 |
3.3% |
64.7 |
1.3% |
68% |
False |
False |
703,274 |
20 |
5,092.0 |
4,860.0 |
232.0 |
4.6% |
71.6 |
1.4% |
67% |
False |
False |
691,626 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.8% |
60.6 |
1.2% |
53% |
False |
False |
352,101 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
57.7 |
1.2% |
55% |
False |
False |
235,339 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
52.8 |
1.1% |
55% |
False |
False |
176,549 |
100 |
5,151.0 |
4,739.0 |
412.0 |
8.2% |
42.9 |
0.9% |
67% |
False |
False |
141,255 |
120 |
5,151.0 |
4,442.0 |
709.0 |
14.1% |
35.8 |
0.7% |
81% |
False |
False |
117,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,237.5 |
2.618 |
5,162.4 |
1.618 |
5,116.4 |
1.000 |
5,088.0 |
0.618 |
5,070.4 |
HIGH |
5,042.0 |
0.618 |
5,024.4 |
0.500 |
5,019.0 |
0.382 |
5,013.6 |
LOW |
4,996.0 |
0.618 |
4,967.6 |
1.000 |
4,950.0 |
1.618 |
4,921.6 |
2.618 |
4,875.6 |
4.250 |
4,800.5 |
|
|
Fisher Pivots for day following 11-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,019.0 |
5,005.0 |
PP |
5,017.7 |
4,995.0 |
S1 |
5,016.3 |
4,985.0 |
|