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 |
5,014.0 |
5,002.0 |
-12.0 |
-0.2% |
4,991.0 |
High |
5,042.0 |
5,087.0 |
45.0 |
0.9% |
5,087.0 |
Low |
4,996.0 |
5,002.0 |
6.0 |
0.1% |
4,928.0 |
Close |
5,015.0 |
5,085.0 |
70.0 |
1.4% |
5,085.0 |
Range |
46.0 |
85.0 |
39.0 |
84.8% |
159.0 |
ATR |
69.4 |
70.5 |
1.1 |
1.6% |
0.0 |
Volume |
642,446 |
684,631 |
42,185 |
6.6% |
3,353,006 |
|
Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,313.0 |
5,284.0 |
5,131.8 |
|
R3 |
5,228.0 |
5,199.0 |
5,108.4 |
|
R2 |
5,143.0 |
5,143.0 |
5,100.6 |
|
R1 |
5,114.0 |
5,114.0 |
5,092.8 |
5,128.5 |
PP |
5,058.0 |
5,058.0 |
5,058.0 |
5,065.3 |
S1 |
5,029.0 |
5,029.0 |
5,077.2 |
5,043.5 |
S2 |
4,973.0 |
4,973.0 |
5,069.4 |
|
S3 |
4,888.0 |
4,944.0 |
5,061.6 |
|
S4 |
4,803.0 |
4,859.0 |
5,038.3 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,510.3 |
5,456.7 |
5,172.5 |
|
R3 |
5,351.3 |
5,297.7 |
5,128.7 |
|
R2 |
5,192.3 |
5,192.3 |
5,114.2 |
|
R1 |
5,138.7 |
5,138.7 |
5,099.6 |
5,165.5 |
PP |
5,033.3 |
5,033.3 |
5,033.3 |
5,046.8 |
S1 |
4,979.7 |
4,979.7 |
5,070.4 |
5,006.5 |
S2 |
4,874.3 |
4,874.3 |
5,055.9 |
|
S3 |
4,715.3 |
4,820.7 |
5,041.3 |
|
S4 |
4,556.3 |
4,661.7 |
4,997.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,087.0 |
4,928.0 |
159.0 |
3.1% |
75.6 |
1.5% |
99% |
True |
False |
670,601 |
10 |
5,087.0 |
4,903.0 |
184.0 |
3.6% |
69.1 |
1.4% |
99% |
True |
False |
711,665 |
20 |
5,087.0 |
4,860.0 |
227.0 |
4.5% |
72.6 |
1.4% |
99% |
True |
False |
718,603 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.7% |
62.0 |
1.2% |
77% |
False |
False |
369,217 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
57.7 |
1.1% |
78% |
False |
False |
246,748 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
53.2 |
1.0% |
78% |
False |
False |
185,106 |
100 |
5,151.0 |
4,761.0 |
390.0 |
7.7% |
43.7 |
0.9% |
83% |
False |
False |
148,101 |
120 |
5,151.0 |
4,442.0 |
709.0 |
13.9% |
36.5 |
0.7% |
91% |
False |
False |
123,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,448.3 |
2.618 |
5,309.5 |
1.618 |
5,224.5 |
1.000 |
5,172.0 |
0.618 |
5,139.5 |
HIGH |
5,087.0 |
0.618 |
5,054.5 |
0.500 |
5,044.5 |
0.382 |
5,034.5 |
LOW |
5,002.0 |
0.618 |
4,949.5 |
1.000 |
4,917.0 |
1.618 |
4,864.5 |
2.618 |
4,779.5 |
4.250 |
4,640.8 |
|
|
Fisher Pivots for day following 12-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,071.5 |
5,059.5 |
PP |
5,058.0 |
5,034.0 |
S1 |
5,044.5 |
5,008.5 |
|