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 |
8,185.0 |
8,225.0 |
40.0 |
0.5% |
8,203.0 |
High |
8,237.0 |
8,255.5 |
18.5 |
0.2% |
8,310.0 |
Low |
8,164.5 |
8,209.5 |
45.0 |
0.6% |
8,135.5 |
Close |
8,217.5 |
8,248.5 |
31.0 |
0.4% |
8,219.5 |
Range |
72.5 |
46.0 |
-26.5 |
-36.6% |
174.5 |
ATR |
79.9 |
77.5 |
-2.4 |
-3.0% |
0.0 |
Volume |
60,969 |
64,498 |
3,529 |
5.8% |
407,974 |
|
Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,376.0 |
8,358.0 |
8,274.0 |
|
R3 |
8,330.0 |
8,312.0 |
8,261.0 |
|
R2 |
8,284.0 |
8,284.0 |
8,257.0 |
|
R1 |
8,266.0 |
8,266.0 |
8,252.5 |
8,275.0 |
PP |
8,238.0 |
8,238.0 |
8,238.0 |
8,242.0 |
S1 |
8,220.0 |
8,220.0 |
8,244.5 |
8,229.0 |
S2 |
8,192.0 |
8,192.0 |
8,240.0 |
|
S3 |
8,146.0 |
8,174.0 |
8,236.0 |
|
S4 |
8,100.0 |
8,128.0 |
8,223.0 |
|
|
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% |
74.0 |
0.9% |
60% |
False |
False |
71,291 |
10 |
8,310.0 |
8,135.5 |
174.5 |
2.1% |
75.0 |
0.9% |
65% |
False |
False |
79,226 |
20 |
8,356.0 |
8,135.5 |
220.5 |
2.7% |
80.0 |
1.0% |
51% |
False |
False |
102,222 |
40 |
8,492.0 |
8,135.5 |
356.5 |
4.3% |
68.0 |
0.8% |
32% |
False |
False |
52,520 |
60 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
56.0 |
0.7% |
65% |
False |
False |
35,015 |
80 |
8,492.0 |
7,756.0 |
736.0 |
8.9% |
54.0 |
0.7% |
67% |
False |
False |
26,264 |
100 |
8,492.0 |
7,655.0 |
837.0 |
10.1% |
43.0 |
0.5% |
71% |
False |
False |
21,012 |
120 |
8,492.0 |
7,509.0 |
983.0 |
11.9% |
36.5 |
0.4% |
75% |
False |
False |
17,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,451.0 |
2.618 |
8,376.0 |
1.618 |
8,330.0 |
1.000 |
8,301.5 |
0.618 |
8,284.0 |
HIGH |
8,255.5 |
0.618 |
8,238.0 |
0.500 |
8,232.5 |
0.382 |
8,227.0 |
LOW |
8,209.5 |
0.618 |
8,181.0 |
1.000 |
8,163.5 |
1.618 |
8,135.0 |
2.618 |
8,089.0 |
4.250 |
8,014.0 |
|
|
Fisher Pivots for day following 11-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
8,243.0 |
8,234.0 |
PP |
8,238.0 |
8,219.5 |
S1 |
8,232.5 |
8,205.0 |
|