| 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 |
8,225.0 |
8,244.5 |
19.5 |
0.2% |
8,203.0 |
| High |
8,260.0 |
8,244.5 |
-15.5 |
-0.2% |
8,310.0 |
| Low |
8,201.0 |
8,154.5 |
-46.5 |
-0.6% |
8,135.5 |
| Close |
8,224.0 |
8,160.5 |
-63.5 |
-0.8% |
8,219.5 |
| Range |
59.0 |
90.0 |
31.0 |
52.5% |
174.5 |
| ATR |
79.5 |
80.2 |
0.8 |
0.9% |
0.0 |
| Volume |
60,052 |
87,743 |
27,691 |
46.1% |
407,974 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,456.5 |
8,398.5 |
8,210.0 |
|
| R3 |
8,366.5 |
8,308.5 |
8,185.0 |
|
| R2 |
8,276.5 |
8,276.5 |
8,177.0 |
|
| R1 |
8,218.5 |
8,218.5 |
8,169.0 |
8,202.5 |
| PP |
8,186.5 |
8,186.5 |
8,186.5 |
8,178.5 |
| S1 |
8,128.5 |
8,128.5 |
8,152.0 |
8,112.5 |
| S2 |
8,096.5 |
8,096.5 |
8,144.0 |
|
| S3 |
8,006.5 |
8,038.5 |
8,136.0 |
|
| S4 |
7,916.5 |
7,948.5 |
8,111.0 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,745.0 |
8,657.0 |
8,315.5 |
|
| R3 |
8,570.5 |
8,482.5 |
8,267.5 |
|
| R2 |
8,396.0 |
8,396.0 |
8,251.5 |
|
| R1 |
8,308.0 |
8,308.0 |
8,235.5 |
8,352.0 |
| PP |
8,221.5 |
8,221.5 |
8,221.5 |
8,244.0 |
| S1 |
8,133.5 |
8,133.5 |
8,203.5 |
8,177.5 |
| S2 |
8,047.0 |
8,047.0 |
8,187.5 |
|
| S3 |
7,872.5 |
7,959.0 |
8,171.5 |
|
| S4 |
7,698.0 |
7,784.5 |
8,123.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,310.0 |
8,154.5 |
155.5 |
1.9% |
78.5 |
1.0% |
4% |
False |
True |
70,307 |
| 10 |
8,341.5 |
8,135.5 |
206.0 |
2.5% |
80.5 |
1.0% |
12% |
False |
False |
83,646 |
| 20 |
8,356.0 |
8,135.5 |
220.5 |
2.7% |
81.0 |
1.0% |
11% |
False |
False |
98,351 |
| 40 |
8,492.0 |
8,135.5 |
356.5 |
4.4% |
65.0 |
0.8% |
7% |
False |
False |
49,384 |
| 60 |
8,492.0 |
7,801.0 |
691.0 |
8.5% |
57.5 |
0.7% |
52% |
False |
False |
32,925 |
| 80 |
8,492.0 |
7,756.0 |
736.0 |
9.0% |
52.5 |
0.6% |
55% |
False |
False |
24,696 |
| 100 |
8,492.0 |
7,655.0 |
837.0 |
10.3% |
42.0 |
0.5% |
60% |
False |
False |
19,757 |
| 120 |
8,492.0 |
7,489.0 |
1,003.0 |
12.3% |
35.5 |
0.4% |
67% |
False |
False |
16,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,627.0 |
|
2.618 |
8,480.0 |
|
1.618 |
8,390.0 |
|
1.000 |
8,334.5 |
|
0.618 |
8,300.0 |
|
HIGH |
8,244.5 |
|
0.618 |
8,210.0 |
|
0.500 |
8,199.5 |
|
0.382 |
8,189.0 |
|
LOW |
8,154.5 |
|
0.618 |
8,099.0 |
|
1.000 |
8,064.5 |
|
1.618 |
8,009.0 |
|
2.618 |
7,919.0 |
|
4.250 |
7,772.0 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,199.5 |
8,232.0 |
| PP |
8,186.5 |
8,208.5 |
| S1 |
8,173.5 |
8,184.5 |
|