| 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 |
8,244.5 |
8,185.0 |
-59.5 |
-0.7% |
8,203.0 |
| High |
8,244.5 |
8,237.0 |
-7.5 |
-0.1% |
8,310.0 |
| Low |
8,154.5 |
8,164.5 |
10.0 |
0.1% |
8,135.5 |
| Close |
8,160.5 |
8,217.5 |
57.0 |
0.7% |
8,219.5 |
| Range |
90.0 |
72.5 |
-17.5 |
-19.4% |
174.5 |
| ATR |
80.2 |
79.9 |
-0.3 |
-0.3% |
0.0 |
| Volume |
87,743 |
60,969 |
-26,774 |
-30.5% |
407,974 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,424.0 |
8,393.0 |
8,257.5 |
|
| R3 |
8,351.5 |
8,320.5 |
8,237.5 |
|
| R2 |
8,279.0 |
8,279.0 |
8,231.0 |
|
| R1 |
8,248.0 |
8,248.0 |
8,224.0 |
8,263.5 |
| PP |
8,206.5 |
8,206.5 |
8,206.5 |
8,214.0 |
| S1 |
8,175.5 |
8,175.5 |
8,211.0 |
8,191.0 |
| S2 |
8,134.0 |
8,134.0 |
8,204.0 |
|
| S3 |
8,061.5 |
8,103.0 |
8,197.5 |
|
| S4 |
7,989.0 |
8,030.5 |
8,177.5 |
|
|
| 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% |
81.5 |
1.0% |
41% |
False |
False |
68,477 |
| 10 |
8,310.0 |
8,135.5 |
174.5 |
2.1% |
78.0 |
0.9% |
47% |
False |
False |
81,374 |
| 20 |
8,356.0 |
8,135.5 |
220.5 |
2.7% |
81.0 |
1.0% |
37% |
False |
False |
100,902 |
| 40 |
8,492.0 |
8,135.5 |
356.5 |
4.3% |
67.0 |
0.8% |
23% |
False |
False |
50,908 |
| 60 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
57.0 |
0.7% |
60% |
False |
False |
33,940 |
| 80 |
8,492.0 |
7,756.0 |
736.0 |
9.0% |
53.0 |
0.6% |
63% |
False |
False |
25,458 |
| 100 |
8,492.0 |
7,655.0 |
837.0 |
10.2% |
42.5 |
0.5% |
67% |
False |
False |
20,367 |
| 120 |
8,492.0 |
7,509.0 |
983.0 |
12.0% |
36.0 |
0.4% |
72% |
False |
False |
16,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,545.0 |
|
2.618 |
8,427.0 |
|
1.618 |
8,354.5 |
|
1.000 |
8,309.5 |
|
0.618 |
8,282.0 |
|
HIGH |
8,237.0 |
|
0.618 |
8,209.5 |
|
0.500 |
8,201.0 |
|
0.382 |
8,192.0 |
|
LOW |
8,164.5 |
|
0.618 |
8,119.5 |
|
1.000 |
8,092.0 |
|
1.618 |
8,047.0 |
|
2.618 |
7,974.5 |
|
4.250 |
7,856.5 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,212.0 |
8,214.0 |
| PP |
8,206.5 |
8,210.5 |
| S1 |
8,201.0 |
8,207.0 |
|