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 |
8,225.0 |
8,243.0 |
18.0 |
0.2% |
8,225.0 |
High |
8,255.5 |
8,299.0 |
43.5 |
0.5% |
8,299.0 |
Low |
8,209.5 |
8,243.0 |
33.5 |
0.4% |
8,154.5 |
Close |
8,248.5 |
8,276.0 |
27.5 |
0.3% |
8,276.0 |
Range |
46.0 |
56.0 |
10.0 |
21.7% |
144.5 |
ATR |
77.5 |
76.0 |
-1.5 |
-2.0% |
0.0 |
Volume |
64,498 |
67,703 |
3,205 |
5.0% |
340,965 |
|
Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,440.5 |
8,414.5 |
8,307.0 |
|
R3 |
8,384.5 |
8,358.5 |
8,291.5 |
|
R2 |
8,328.5 |
8,328.5 |
8,286.5 |
|
R1 |
8,302.5 |
8,302.5 |
8,281.0 |
8,315.5 |
PP |
8,272.5 |
8,272.5 |
8,272.5 |
8,279.0 |
S1 |
8,246.5 |
8,246.5 |
8,271.0 |
8,259.5 |
S2 |
8,216.5 |
8,216.5 |
8,265.5 |
|
S3 |
8,160.5 |
8,190.5 |
8,260.5 |
|
S4 |
8,104.5 |
8,134.5 |
8,245.0 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,676.5 |
8,621.0 |
8,355.5 |
|
R3 |
8,532.0 |
8,476.5 |
8,315.5 |
|
R2 |
8,387.5 |
8,387.5 |
8,302.5 |
|
R1 |
8,332.0 |
8,332.0 |
8,289.0 |
8,360.0 |
PP |
8,243.0 |
8,243.0 |
8,243.0 |
8,257.0 |
S1 |
8,187.5 |
8,187.5 |
8,263.0 |
8,215.0 |
S2 |
8,098.5 |
8,098.5 |
8,249.5 |
|
S3 |
7,954.0 |
8,043.0 |
8,236.5 |
|
S4 |
7,809.5 |
7,898.5 |
8,196.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,299.0 |
8,154.5 |
144.5 |
1.7% |
64.5 |
0.8% |
84% |
True |
False |
68,193 |
10 |
8,310.0 |
8,135.5 |
174.5 |
2.1% |
71.0 |
0.9% |
81% |
False |
False |
74,893 |
20 |
8,356.0 |
8,135.5 |
220.5 |
2.7% |
78.0 |
0.9% |
64% |
False |
False |
101,832 |
40 |
8,492.0 |
8,135.5 |
356.5 |
4.3% |
69.5 |
0.8% |
39% |
False |
False |
54,211 |
60 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
56.5 |
0.7% |
69% |
False |
False |
36,144 |
80 |
8,492.0 |
7,788.5 |
703.5 |
8.5% |
54.0 |
0.7% |
69% |
False |
False |
27,111 |
100 |
8,492.0 |
7,655.0 |
837.0 |
10.1% |
43.5 |
0.5% |
74% |
False |
False |
21,689 |
120 |
8,492.0 |
7,509.0 |
983.0 |
11.9% |
37.0 |
0.4% |
78% |
False |
False |
18,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,537.0 |
2.618 |
8,445.5 |
1.618 |
8,389.5 |
1.000 |
8,355.0 |
0.618 |
8,333.5 |
HIGH |
8,299.0 |
0.618 |
8,277.5 |
0.500 |
8,271.0 |
0.382 |
8,264.5 |
LOW |
8,243.0 |
0.618 |
8,208.5 |
1.000 |
8,187.0 |
1.618 |
8,152.5 |
2.618 |
8,096.5 |
4.250 |
8,005.0 |
|
|
Fisher Pivots for day following 12-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
8,274.5 |
8,261.0 |
PP |
8,272.5 |
8,246.5 |
S1 |
8,271.0 |
8,232.0 |
|