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 |
18,623.0 |
18,660.0 |
37.0 |
0.2% |
18,567.0 |
High |
18,722.0 |
18,928.0 |
206.0 |
1.1% |
18,928.0 |
Low |
18,558.0 |
18,660.0 |
102.0 |
0.5% |
18,362.0 |
Close |
18,685.0 |
18,917.0 |
232.0 |
1.2% |
18,917.0 |
Range |
164.0 |
268.0 |
104.0 |
63.4% |
566.0 |
ATR |
224.3 |
227.4 |
3.1 |
1.4% |
0.0 |
Volume |
36,446 |
39,705 |
3,259 |
8.9% |
184,358 |
|
Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,639.0 |
19,546.0 |
19,064.4 |
|
R3 |
19,371.0 |
19,278.0 |
18,990.7 |
|
R2 |
19,103.0 |
19,103.0 |
18,966.1 |
|
R1 |
19,010.0 |
19,010.0 |
18,941.6 |
19,056.5 |
PP |
18,835.0 |
18,835.0 |
18,835.0 |
18,858.3 |
S1 |
18,742.0 |
18,742.0 |
18,892.4 |
18,788.5 |
S2 |
18,567.0 |
18,567.0 |
18,867.9 |
|
S3 |
18,299.0 |
18,474.0 |
18,843.3 |
|
S4 |
18,031.0 |
18,206.0 |
18,769.6 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,433.7 |
20,241.3 |
19,228.3 |
|
R3 |
19,867.7 |
19,675.3 |
19,072.7 |
|
R2 |
19,301.7 |
19,301.7 |
19,020.8 |
|
R1 |
19,109.3 |
19,109.3 |
18,968.9 |
19,205.5 |
PP |
18,735.7 |
18,735.7 |
18,735.7 |
18,783.8 |
S1 |
18,543.3 |
18,543.3 |
18,865.1 |
18,639.5 |
S2 |
18,169.7 |
18,169.7 |
18,813.2 |
|
S3 |
17,603.7 |
17,977.3 |
18,761.4 |
|
S4 |
17,037.7 |
17,411.3 |
18,605.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,928.0 |
18,362.0 |
566.0 |
3.0% |
236.8 |
1.3% |
98% |
True |
False |
36,871 |
10 |
18,928.0 |
18,191.0 |
737.0 |
3.9% |
233.5 |
1.2% |
99% |
True |
False |
39,828 |
20 |
18,928.0 |
18,162.0 |
766.0 |
4.0% |
236.2 |
1.2% |
99% |
True |
False |
34,970 |
40 |
19,180.0 |
18,162.0 |
1,018.0 |
5.4% |
178.1 |
0.9% |
74% |
False |
False |
17,697 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.0% |
149.1 |
0.8% |
77% |
False |
False |
11,804 |
80 |
19,180.0 |
18,051.0 |
1,129.0 |
6.0% |
134.6 |
0.7% |
77% |
False |
False |
8,855 |
100 |
19,180.0 |
17,545.0 |
1,635.0 |
8.6% |
109.1 |
0.6% |
84% |
False |
False |
7,084 |
120 |
19,180.0 |
17,063.0 |
2,117.0 |
11.2% |
90.9 |
0.5% |
88% |
False |
False |
5,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,067.0 |
2.618 |
19,629.6 |
1.618 |
19,361.6 |
1.000 |
19,196.0 |
0.618 |
19,093.6 |
HIGH |
18,928.0 |
0.618 |
18,825.6 |
0.500 |
18,794.0 |
0.382 |
18,762.4 |
LOW |
18,660.0 |
0.618 |
18,494.4 |
1.000 |
18,392.0 |
1.618 |
18,226.4 |
2.618 |
17,958.4 |
4.250 |
17,521.0 |
|
|
Fisher Pivots for day following 12-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
18,876.0 |
18,827.8 |
PP |
18,835.0 |
18,738.7 |
S1 |
18,794.0 |
18,649.5 |
|