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 |
5,631.75 |
5,684.25 |
52.50 |
0.9% |
5,534.25 |
High |
5,690.50 |
5,707.75 |
17.25 |
0.3% |
5,626.00 |
Low |
5,630.75 |
5,630.00 |
-0.75 |
0.0% |
5,502.75 |
Close |
5,688.00 |
5,639.75 |
-48.25 |
-0.8% |
5,621.50 |
Range |
59.75 |
77.75 |
18.00 |
30.1% |
123.25 |
ATR |
46.21 |
48.46 |
2.25 |
4.9% |
0.00 |
Volume |
1,200,224 |
1,970,766 |
770,542 |
64.2% |
4,789,591 |
|
Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,892.50 |
5,843.75 |
5,682.50 |
|
R3 |
5,814.75 |
5,766.00 |
5,661.25 |
|
R2 |
5,737.00 |
5,737.00 |
5,654.00 |
|
R1 |
5,688.25 |
5,688.25 |
5,647.00 |
5,673.75 |
PP |
5,659.25 |
5,659.25 |
5,659.25 |
5,652.00 |
S1 |
5,610.50 |
5,610.50 |
5,632.50 |
5,596.00 |
S2 |
5,581.50 |
5,581.50 |
5,625.50 |
|
S3 |
5,503.75 |
5,532.75 |
5,618.25 |
|
S4 |
5,426.00 |
5,455.00 |
5,597.00 |
|
|
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 |
5,707.75 |
5,585.00 |
122.75 |
2.2% |
45.00 |
0.8% |
45% |
True |
False |
1,289,783 |
10 |
5,707.75 |
5,502.75 |
205.00 |
3.6% |
47.75 |
0.8% |
67% |
True |
False |
1,311,823 |
20 |
5,707.75 |
5,444.75 |
263.00 |
4.7% |
47.00 |
0.8% |
74% |
True |
False |
1,274,835 |
40 |
5,707.75 |
5,267.25 |
440.50 |
7.8% |
48.75 |
0.9% |
85% |
True |
False |
645,012 |
60 |
5,707.75 |
5,019.75 |
688.00 |
12.2% |
52.50 |
0.9% |
90% |
True |
False |
430,786 |
80 |
5,707.75 |
5,019.75 |
688.00 |
12.2% |
54.50 |
1.0% |
90% |
True |
False |
323,550 |
100 |
5,707.75 |
5,019.75 |
688.00 |
12.2% |
54.00 |
1.0% |
90% |
True |
False |
259,003 |
120 |
5,707.75 |
4,915.00 |
792.75 |
14.1% |
52.50 |
0.9% |
91% |
True |
False |
215,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,038.25 |
2.618 |
5,911.25 |
1.618 |
5,833.50 |
1.000 |
5,785.50 |
0.618 |
5,755.75 |
HIGH |
5,707.75 |
0.618 |
5,678.00 |
0.500 |
5,669.00 |
0.382 |
5,659.75 |
LOW |
5,630.00 |
0.618 |
5,582.00 |
1.000 |
5,552.25 |
1.618 |
5,504.25 |
2.618 |
5,426.50 |
4.250 |
5,299.50 |
|
|
Fisher Pivots for day following 11-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,669.00 |
5,667.00 |
PP |
5,659.25 |
5,658.00 |
S1 |
5,649.50 |
5,648.75 |
|