| Trading Metrics calculated at close of trading on 08-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,055.1 |
2,040.8 |
-14.3 |
-0.7% |
2,068.4 |
| High |
2,061.8 |
2,072.3 |
10.5 |
0.5% |
2,079.4 |
| Low |
2,032.8 |
2,036.7 |
3.9 |
0.2% |
2,032.8 |
| Close |
2,042.7 |
2,056.7 |
14.0 |
0.7% |
2,042.7 |
| Range |
29.0 |
35.6 |
6.6 |
22.8% |
46.6 |
| ATR |
31.3 |
31.6 |
0.3 |
1.0% |
0.0 |
| Volume |
172,276 |
176,796 |
4,520 |
2.6% |
633,635 |
|
| Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,162.0 |
2,145.0 |
2,076.3 |
|
| R3 |
2,126.4 |
2,109.4 |
2,066.5 |
|
| R2 |
2,090.8 |
2,090.8 |
2,063.2 |
|
| R1 |
2,073.8 |
2,073.8 |
2,060.0 |
2,082.3 |
| PP |
2,055.2 |
2,055.2 |
2,055.2 |
2,059.5 |
| S1 |
2,038.2 |
2,038.2 |
2,053.4 |
2,046.7 |
| S2 |
2,019.6 |
2,019.6 |
2,050.2 |
|
| S3 |
1,984.0 |
2,002.6 |
2,046.9 |
|
| S4 |
1,948.4 |
1,967.0 |
2,037.1 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.4 |
2,163.7 |
2,068.3 |
|
| R3 |
2,144.8 |
2,117.1 |
2,055.5 |
|
| R2 |
2,098.2 |
2,098.2 |
2,051.2 |
|
| R1 |
2,070.5 |
2,070.5 |
2,047.0 |
2,061.1 |
| PP |
2,051.6 |
2,051.6 |
2,051.6 |
2,046.9 |
| S1 |
2,023.9 |
2,023.9 |
2,038.4 |
2,014.5 |
| S2 |
2,005.0 |
2,005.0 |
2,034.2 |
|
| S3 |
1,958.4 |
1,977.3 |
2,029.9 |
|
| S4 |
1,911.8 |
1,930.7 |
2,017.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,079.4 |
2,032.8 |
46.6 |
2.3% |
29.0 |
1.4% |
51% |
False |
False |
162,086 |
| 10 |
2,084.9 |
2,026.5 |
58.4 |
2.8% |
28.8 |
1.4% |
52% |
False |
False |
164,876 |
| 20 |
2,118.2 |
2,015.2 |
103.0 |
5.0% |
32.9 |
1.6% |
40% |
False |
False |
144,589 |
| 40 |
2,153.2 |
2,015.2 |
138.0 |
6.7% |
31.8 |
1.5% |
30% |
False |
False |
72,507 |
| 60 |
2,153.2 |
1,937.1 |
216.1 |
10.5% |
34.0 |
1.7% |
55% |
False |
False |
48,392 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
35.0 |
1.7% |
48% |
False |
False |
36,322 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
29.0 |
1.4% |
48% |
False |
False |
29,058 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
24.2 |
1.2% |
48% |
False |
False |
24,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,223.6 |
|
2.618 |
2,165.5 |
|
1.618 |
2,129.9 |
|
1.000 |
2,107.9 |
|
0.618 |
2,094.3 |
|
HIGH |
2,072.3 |
|
0.618 |
2,058.7 |
|
0.500 |
2,054.5 |
|
0.382 |
2,050.3 |
|
LOW |
2,036.7 |
|
0.618 |
2,014.7 |
|
1.000 |
2,001.1 |
|
1.618 |
1,979.1 |
|
2.618 |
1,943.5 |
|
4.250 |
1,885.4 |
|
|
| Fisher Pivots for day following 08-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,056.0 |
2,055.3 |
| PP |
2,055.2 |
2,053.9 |
| S1 |
2,054.5 |
2,052.6 |
|