Trading Metrics calculated at close of trading on 12-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
20,895.50 |
20,432.75 |
-462.75 |
-2.2% |
20,591.50 |
High |
20,983.75 |
20,741.00 |
-242.75 |
-1.2% |
20,983.75 |
Low |
20,377.25 |
20,335.00 |
-42.25 |
-0.2% |
20,335.00 |
Close |
20,441.75 |
20,524.00 |
82.25 |
0.4% |
20,524.00 |
Range |
606.50 |
406.00 |
-200.50 |
-33.1% |
648.75 |
ATR |
270.93 |
280.58 |
9.65 |
3.6% |
0.00 |
Volume |
906,128 |
724,343 |
-181,785 |
-20.1% |
3,273,961 |
|
Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,751.25 |
21,543.75 |
20,747.25 |
|
R3 |
21,345.25 |
21,137.75 |
20,635.75 |
|
R2 |
20,939.25 |
20,939.25 |
20,598.50 |
|
R1 |
20,731.75 |
20,731.75 |
20,561.25 |
20,835.50 |
PP |
20,533.25 |
20,533.25 |
20,533.25 |
20,585.25 |
S1 |
20,325.75 |
20,325.75 |
20,486.75 |
20,429.50 |
S2 |
20,127.25 |
20,127.25 |
20,449.50 |
|
S3 |
19,721.25 |
19,919.75 |
20,412.25 |
|
S4 |
19,315.25 |
19,513.75 |
20,300.75 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,560.50 |
22,191.00 |
20,880.75 |
|
R3 |
21,911.75 |
21,542.25 |
20,702.50 |
|
R2 |
21,263.00 |
21,263.00 |
20,643.00 |
|
R1 |
20,893.50 |
20,893.50 |
20,583.50 |
20,754.00 |
PP |
20,614.25 |
20,614.25 |
20,614.25 |
20,544.50 |
S1 |
20,244.75 |
20,244.75 |
20,464.50 |
20,105.00 |
S2 |
19,965.50 |
19,965.50 |
20,405.00 |
|
S3 |
19,316.75 |
19,596.00 |
20,345.50 |
|
S4 |
18,668.00 |
18,947.25 |
20,167.25 |
|
|
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 |
20,335.00 |
648.75 |
3.2% |
302.00 |
1.5% |
29% |
False |
True |
654,792 |
10 |
20,983.75 |
19,811.75 |
1,172.00 |
5.7% |
299.75 |
1.5% |
61% |
False |
False |
628,043 |
20 |
20,983.75 |
19,726.00 |
1,257.75 |
6.1% |
272.25 |
1.3% |
63% |
False |
False |
588,812 |
40 |
20,983.75 |
18,482.75 |
2,501.00 |
12.2% |
256.50 |
1.3% |
82% |
False |
False |
296,529 |
60 |
20,983.75 |
17,333.50 |
3,650.25 |
17.8% |
265.00 |
1.3% |
87% |
False |
False |
198,009 |
80 |
20,983.75 |
17,333.50 |
3,650.25 |
17.8% |
265.50 |
1.3% |
87% |
False |
False |
148,688 |
100 |
20,983.75 |
17,333.50 |
3,650.25 |
17.8% |
265.50 |
1.3% |
87% |
False |
False |
118,989 |
120 |
20,983.75 |
17,333.50 |
3,650.25 |
17.8% |
254.25 |
1.2% |
87% |
False |
False |
99,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,466.50 |
2.618 |
21,804.00 |
1.618 |
21,398.00 |
1.000 |
21,147.00 |
0.618 |
20,992.00 |
HIGH |
20,741.00 |
0.618 |
20,586.00 |
0.500 |
20,538.00 |
0.382 |
20,490.00 |
LOW |
20,335.00 |
0.618 |
20,084.00 |
1.000 |
19,929.00 |
1.618 |
19,678.00 |
2.618 |
19,272.00 |
4.250 |
18,609.50 |
|
|
Fisher Pivots for day following 12-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,538.00 |
20,659.50 |
PP |
20,533.25 |
20,614.25 |
S1 |
20,528.75 |
20,569.00 |
|