Trading Metrics calculated at close of trading on 10-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
20,681.00 |
20,686.00 |
5.00 |
0.0% |
19,970.00 |
High |
20,771.75 |
20,916.75 |
145.00 |
0.7% |
20,639.50 |
Low |
20,615.75 |
20,684.50 |
68.75 |
0.3% |
19,811.75 |
Close |
20,678.50 |
20,899.75 |
221.25 |
1.1% |
20,620.75 |
Range |
156.00 |
232.25 |
76.25 |
48.9% |
827.75 |
ATR |
245.64 |
245.11 |
-0.53 |
-0.2% |
0.00 |
Volume |
569,689 |
576,694 |
7,005 |
1.2% |
2,256,154 |
|
Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,530.50 |
21,447.25 |
21,027.50 |
|
R3 |
21,298.25 |
21,215.00 |
20,963.50 |
|
R2 |
21,066.00 |
21,066.00 |
20,942.25 |
|
R1 |
20,982.75 |
20,982.75 |
20,921.00 |
21,024.50 |
PP |
20,833.75 |
20,833.75 |
20,833.75 |
20,854.50 |
S1 |
20,750.50 |
20,750.50 |
20,878.50 |
20,792.00 |
S2 |
20,601.50 |
20,601.50 |
20,857.25 |
|
S3 |
20,369.25 |
20,518.25 |
20,836.00 |
|
S4 |
20,137.00 |
20,286.00 |
20,772.00 |
|
|
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 |
20,916.75 |
20,205.00 |
711.75 |
3.4% |
201.25 |
1.0% |
98% |
True |
False |
527,765 |
10 |
20,916.75 |
19,811.75 |
1,105.00 |
5.3% |
239.50 |
1.1% |
98% |
True |
False |
582,979 |
20 |
20,916.75 |
19,248.25 |
1,668.50 |
8.0% |
254.00 |
1.2% |
99% |
True |
False |
509,094 |
40 |
20,916.75 |
18,406.50 |
2,510.25 |
12.0% |
240.25 |
1.1% |
99% |
True |
False |
255,813 |
60 |
20,916.75 |
17,333.50 |
3,583.25 |
17.1% |
259.75 |
1.2% |
100% |
True |
False |
170,877 |
80 |
20,916.75 |
17,333.50 |
3,583.25 |
17.1% |
260.75 |
1.2% |
100% |
True |
False |
128,330 |
100 |
20,916.75 |
17,333.50 |
3,583.25 |
17.1% |
260.25 |
1.2% |
100% |
True |
False |
102,685 |
120 |
20,916.75 |
17,236.75 |
3,680.00 |
17.6% |
251.00 |
1.2% |
100% |
True |
False |
85,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,903.75 |
2.618 |
21,524.75 |
1.618 |
21,292.50 |
1.000 |
21,149.00 |
0.618 |
21,060.25 |
HIGH |
20,916.75 |
0.618 |
20,828.00 |
0.500 |
20,800.50 |
0.382 |
20,773.25 |
LOW |
20,684.50 |
0.618 |
20,541.00 |
1.000 |
20,452.25 |
1.618 |
20,308.75 |
2.618 |
20,076.50 |
4.250 |
19,697.50 |
|
|
Fisher Pivots for day following 10-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,866.75 |
20,849.25 |
PP |
20,833.75 |
20,798.50 |
S1 |
20,800.50 |
20,748.00 |
|