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 |
5,612.00 |
5,627.75 |
15.75 |
0.3% |
5,534.25 |
High |
5,637.50 |
5,645.75 |
8.25 |
0.1% |
5,626.00 |
Low |
5,610.75 |
5,626.25 |
15.50 |
0.3% |
5,502.75 |
Close |
5,625.25 |
5,631.25 |
6.00 |
0.1% |
5,621.50 |
Range |
26.75 |
19.50 |
-7.25 |
-27.1% |
123.25 |
ATR |
47.06 |
45.17 |
-1.90 |
-4.0% |
0.00 |
Volume |
981,186 |
1,063,568 |
82,382 |
8.4% |
4,789,591 |
|
Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,693.00 |
5,681.50 |
5,642.00 |
|
R3 |
5,673.50 |
5,662.00 |
5,636.50 |
|
R2 |
5,654.00 |
5,654.00 |
5,634.75 |
|
R1 |
5,642.50 |
5,642.50 |
5,633.00 |
5,648.25 |
PP |
5,634.50 |
5,634.50 |
5,634.50 |
5,637.25 |
S1 |
5,623.00 |
5,623.00 |
5,629.50 |
5,628.75 |
S2 |
5,615.00 |
5,615.00 |
5,627.75 |
|
S3 |
5,595.50 |
5,603.50 |
5,626.00 |
|
S4 |
5,576.00 |
5,584.00 |
5,620.50 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,953.25 |
5,910.50 |
5,689.25 |
|
R3 |
5,830.00 |
5,787.25 |
5,655.50 |
|
R2 |
5,706.75 |
5,706.75 |
5,644.00 |
|
R1 |
5,664.00 |
5,664.00 |
5,632.75 |
5,685.50 |
PP |
5,583.50 |
5,583.50 |
5,583.50 |
5,594.00 |
S1 |
5,540.75 |
5,540.75 |
5,610.25 |
5,562.00 |
S2 |
5,460.25 |
5,460.25 |
5,599.00 |
|
S3 |
5,337.00 |
5,417.50 |
5,587.50 |
|
S4 |
5,213.75 |
5,294.25 |
5,553.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,645.75 |
5,502.75 |
143.00 |
2.5% |
38.00 |
0.7% |
90% |
True |
False |
1,080,398 |
10 |
5,645.75 |
5,502.75 |
143.00 |
2.5% |
40.50 |
0.7% |
90% |
True |
False |
1,228,579 |
20 |
5,645.75 |
5,398.50 |
247.25 |
4.4% |
44.75 |
0.8% |
94% |
True |
False |
1,120,744 |
40 |
5,645.75 |
5,267.25 |
378.50 |
6.7% |
46.75 |
0.8% |
96% |
True |
False |
565,819 |
60 |
5,645.75 |
5,019.75 |
626.00 |
11.1% |
54.00 |
1.0% |
98% |
True |
False |
378,058 |
80 |
5,645.75 |
5,019.75 |
626.00 |
11.1% |
54.25 |
1.0% |
98% |
True |
False |
283,973 |
100 |
5,645.75 |
5,019.75 |
626.00 |
11.1% |
53.50 |
0.9% |
98% |
True |
False |
227,299 |
120 |
5,645.75 |
4,845.00 |
800.75 |
14.2% |
52.00 |
0.9% |
98% |
True |
False |
189,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,728.50 |
2.618 |
5,696.75 |
1.618 |
5,677.25 |
1.000 |
5,665.25 |
0.618 |
5,657.75 |
HIGH |
5,645.75 |
0.618 |
5,638.25 |
0.500 |
5,636.00 |
0.382 |
5,633.75 |
LOW |
5,626.25 |
0.618 |
5,614.25 |
1.000 |
5,606.75 |
1.618 |
5,594.75 |
2.618 |
5,575.25 |
4.250 |
5,543.50 |
|
|
Fisher Pivots for day following 09-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,636.00 |
5,626.00 |
PP |
5,634.50 |
5,620.75 |
S1 |
5,632.75 |
5,615.50 |
|