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 |
20,591.50 |
20,681.00 |
89.50 |
0.4% |
19,970.00 |
High |
20,688.00 |
20,771.75 |
83.75 |
0.4% |
20,639.50 |
Low |
20,579.25 |
20,615.75 |
36.50 |
0.2% |
19,811.75 |
Close |
20,659.75 |
20,678.50 |
18.75 |
0.1% |
20,620.75 |
Range |
108.75 |
156.00 |
47.25 |
43.4% |
827.75 |
ATR |
252.54 |
245.64 |
-6.90 |
-2.7% |
0.00 |
Volume |
497,107 |
569,689 |
72,582 |
14.6% |
2,256,154 |
|
Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,156.75 |
21,073.50 |
20,764.25 |
|
R3 |
21,000.75 |
20,917.50 |
20,721.50 |
|
R2 |
20,844.75 |
20,844.75 |
20,707.00 |
|
R1 |
20,761.50 |
20,761.50 |
20,692.75 |
20,725.00 |
PP |
20,688.75 |
20,688.75 |
20,688.75 |
20,670.50 |
S1 |
20,605.50 |
20,605.50 |
20,664.25 |
20,569.00 |
S2 |
20,532.75 |
20,532.75 |
20,650.00 |
|
S3 |
20,376.75 |
20,449.50 |
20,635.50 |
|
S4 |
20,220.75 |
20,293.50 |
20,592.75 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,840.50 |
22,558.50 |
21,076.00 |
|
R3 |
22,012.75 |
21,730.75 |
20,848.50 |
|
R2 |
21,185.00 |
21,185.00 |
20,772.50 |
|
R1 |
20,903.00 |
20,903.00 |
20,696.75 |
21,044.00 |
PP |
20,357.25 |
20,357.25 |
20,357.25 |
20,428.00 |
S1 |
20,075.25 |
20,075.25 |
20,544.75 |
20,216.25 |
S2 |
19,529.50 |
19,529.50 |
20,469.00 |
|
S3 |
18,701.75 |
19,247.50 |
20,393.00 |
|
S4 |
17,874.00 |
18,419.75 |
20,165.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,771.75 |
19,910.00 |
861.75 |
4.2% |
224.50 |
1.1% |
89% |
True |
False |
536,721 |
10 |
20,771.75 |
19,726.00 |
1,045.75 |
5.1% |
242.00 |
1.2% |
91% |
True |
False |
582,761 |
20 |
20,771.75 |
19,227.75 |
1,544.00 |
7.5% |
250.00 |
1.2% |
94% |
True |
False |
480,587 |
40 |
20,771.75 |
18,406.50 |
2,365.25 |
11.4% |
238.25 |
1.2% |
96% |
True |
False |
241,413 |
60 |
20,771.75 |
17,333.50 |
3,438.25 |
16.6% |
262.25 |
1.3% |
97% |
True |
False |
161,279 |
80 |
20,771.75 |
17,333.50 |
3,438.25 |
16.6% |
261.25 |
1.3% |
97% |
True |
False |
121,124 |
100 |
20,771.75 |
17,333.50 |
3,438.25 |
16.6% |
259.25 |
1.3% |
97% |
True |
False |
96,918 |
120 |
20,771.75 |
17,093.00 |
3,678.75 |
17.8% |
250.50 |
1.2% |
97% |
True |
False |
80,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,434.75 |
2.618 |
21,180.25 |
1.618 |
21,024.25 |
1.000 |
20,927.75 |
0.618 |
20,868.25 |
HIGH |
20,771.75 |
0.618 |
20,712.25 |
0.500 |
20,693.75 |
0.382 |
20,675.25 |
LOW |
20,615.75 |
0.618 |
20,519.25 |
1.000 |
20,459.75 |
1.618 |
20,363.25 |
2.618 |
20,207.25 |
4.250 |
19,952.75 |
|
|
Fisher Pivots for day following 09-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,693.75 |
20,641.00 |
PP |
20,688.75 |
20,603.75 |
S1 |
20,683.50 |
20,566.50 |
|