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 |
20,686.00 |
20,895.50 |
209.50 |
1.0% |
19,970.00 |
High |
20,916.75 |
20,983.75 |
67.00 |
0.3% |
20,639.50 |
Low |
20,684.50 |
20,377.25 |
-307.25 |
-1.5% |
19,811.75 |
Close |
20,899.75 |
20,441.75 |
-458.00 |
-2.2% |
20,620.75 |
Range |
232.25 |
606.50 |
374.25 |
161.1% |
827.75 |
ATR |
245.11 |
270.93 |
25.81 |
10.5% |
0.00 |
Volume |
576,694 |
906,128 |
329,434 |
57.1% |
2,256,154 |
|
Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,420.50 |
22,037.50 |
20,775.25 |
|
R3 |
21,814.00 |
21,431.00 |
20,608.50 |
|
R2 |
21,207.50 |
21,207.50 |
20,553.00 |
|
R1 |
20,824.50 |
20,824.50 |
20,497.25 |
20,712.75 |
PP |
20,601.00 |
20,601.00 |
20,601.00 |
20,545.00 |
S1 |
20,218.00 |
20,218.00 |
20,386.25 |
20,106.25 |
S2 |
19,994.50 |
19,994.50 |
20,330.50 |
|
S3 |
19,388.00 |
19,611.50 |
20,275.00 |
|
S4 |
18,781.50 |
19,005.00 |
20,108.25 |
|
|
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 |
20,983.75 |
20,361.00 |
622.75 |
3.0% |
276.50 |
1.4% |
13% |
True |
False |
629,965 |
10 |
20,983.75 |
19,811.75 |
1,172.00 |
5.7% |
283.25 |
1.4% |
54% |
True |
False |
614,574 |
20 |
20,983.75 |
19,488.75 |
1,495.00 |
7.3% |
271.25 |
1.3% |
64% |
True |
False |
553,892 |
40 |
20,983.75 |
18,406.50 |
2,577.25 |
12.6% |
252.75 |
1.2% |
79% |
True |
False |
278,445 |
60 |
20,983.75 |
17,333.50 |
3,650.25 |
17.9% |
261.50 |
1.3% |
85% |
True |
False |
185,953 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
17.9% |
264.50 |
1.3% |
85% |
True |
False |
139,643 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
17.9% |
264.50 |
1.3% |
85% |
True |
False |
111,746 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
17.9% |
253.75 |
1.2% |
85% |
True |
False |
93,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,561.50 |
2.618 |
22,571.50 |
1.618 |
21,965.00 |
1.000 |
21,590.25 |
0.618 |
21,358.50 |
HIGH |
20,983.75 |
0.618 |
20,752.00 |
0.500 |
20,680.50 |
0.382 |
20,609.00 |
LOW |
20,377.25 |
0.618 |
20,002.50 |
1.000 |
19,770.75 |
1.618 |
19,396.00 |
2.618 |
18,789.50 |
4.250 |
17,799.50 |
|
|
Fisher Pivots for day following 11-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,680.50 |
20,680.50 |
PP |
20,601.00 |
20,601.00 |
S1 |
20,521.25 |
20,521.25 |
|