| 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 |
2,040.8 |
2,058.1 |
17.3 |
0.8% |
2,068.4 |
| High |
2,072.3 |
2,064.9 |
-7.4 |
-0.4% |
2,079.4 |
| Low |
2,036.7 |
2,039.3 |
2.6 |
0.1% |
2,032.8 |
| Close |
2,056.7 |
2,047.8 |
-8.9 |
-0.4% |
2,042.7 |
| Range |
35.6 |
25.6 |
-10.0 |
-28.1% |
46.6 |
| ATR |
31.6 |
31.2 |
-0.4 |
-1.4% |
0.0 |
| Volume |
176,796 |
134,115 |
-42,681 |
-24.1% |
633,635 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.5 |
2,113.2 |
2,061.9 |
|
| R3 |
2,101.9 |
2,087.6 |
2,054.8 |
|
| R2 |
2,076.3 |
2,076.3 |
2,052.5 |
|
| R1 |
2,062.0 |
2,062.0 |
2,050.1 |
2,056.4 |
| PP |
2,050.7 |
2,050.7 |
2,050.7 |
2,047.8 |
| S1 |
2,036.4 |
2,036.4 |
2,045.5 |
2,030.8 |
| S2 |
2,025.1 |
2,025.1 |
2,043.1 |
|
| S3 |
1,999.5 |
2,010.8 |
2,040.8 |
|
| S4 |
1,973.9 |
1,985.2 |
2,033.7 |
|
|
| 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 |
2,072.3 |
2,032.8 |
39.5 |
1.9% |
26.5 |
1.3% |
38% |
False |
False |
146,777 |
| 10 |
2,084.9 |
2,026.5 |
58.4 |
2.9% |
28.1 |
1.4% |
36% |
False |
False |
162,678 |
| 20 |
2,118.2 |
2,015.2 |
103.0 |
5.0% |
32.3 |
1.6% |
32% |
False |
False |
151,179 |
| 40 |
2,153.2 |
2,015.2 |
138.0 |
6.7% |
31.7 |
1.5% |
24% |
False |
False |
75,856 |
| 60 |
2,153.2 |
1,937.1 |
216.1 |
10.6% |
33.8 |
1.6% |
51% |
False |
False |
50,625 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
35.1 |
1.7% |
44% |
False |
False |
37,999 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
29.3 |
1.4% |
44% |
False |
False |
30,399 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
24.4 |
1.2% |
44% |
False |
False |
25,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,173.7 |
|
2.618 |
2,131.9 |
|
1.618 |
2,106.3 |
|
1.000 |
2,090.5 |
|
0.618 |
2,080.7 |
|
HIGH |
2,064.9 |
|
0.618 |
2,055.1 |
|
0.500 |
2,052.1 |
|
0.382 |
2,049.1 |
|
LOW |
2,039.3 |
|
0.618 |
2,023.5 |
|
1.000 |
2,013.7 |
|
1.618 |
1,997.9 |
|
2.618 |
1,972.3 |
|
4.250 |
1,930.5 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.1 |
2,052.6 |
| PP |
2,050.7 |
2,051.0 |
| S1 |
2,049.2 |
2,049.4 |
|