| 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 |
2,058.1 |
2,048.5 |
-9.6 |
-0.5% |
2,068.4 |
| High |
2,064.9 |
2,070.9 |
6.0 |
0.3% |
2,079.4 |
| Low |
2,039.3 |
2,047.6 |
8.3 |
0.4% |
2,032.8 |
| Close |
2,047.8 |
2,069.3 |
21.5 |
1.0% |
2,042.7 |
| Range |
25.6 |
23.3 |
-2.3 |
-9.0% |
46.6 |
| ATR |
31.2 |
30.6 |
-0.6 |
-1.8% |
0.0 |
| Volume |
134,115 |
123,554 |
-10,561 |
-7.9% |
633,635 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,132.5 |
2,124.2 |
2,082.1 |
|
| R3 |
2,109.2 |
2,100.9 |
2,075.7 |
|
| R2 |
2,085.9 |
2,085.9 |
2,073.6 |
|
| R1 |
2,077.6 |
2,077.6 |
2,071.4 |
2,081.8 |
| PP |
2,062.6 |
2,062.6 |
2,062.6 |
2,064.7 |
| S1 |
2,054.3 |
2,054.3 |
2,067.2 |
2,058.5 |
| S2 |
2,039.3 |
2,039.3 |
2,065.0 |
|
| S3 |
2,016.0 |
2,031.0 |
2,062.9 |
|
| S4 |
1,992.7 |
2,007.7 |
2,056.5 |
|
|
| 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% |
26.4 |
1.3% |
92% |
False |
False |
143,360 |
| 10 |
2,084.9 |
2,026.5 |
58.4 |
2.8% |
28.2 |
1.4% |
73% |
False |
False |
162,945 |
| 20 |
2,118.2 |
2,015.2 |
103.0 |
5.0% |
31.8 |
1.5% |
53% |
False |
False |
157,192 |
| 40 |
2,153.2 |
2,015.2 |
138.0 |
6.7% |
31.4 |
1.5% |
39% |
False |
False |
78,939 |
| 60 |
2,153.2 |
1,937.1 |
216.1 |
10.4% |
33.3 |
1.6% |
61% |
False |
False |
52,680 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
34.5 |
1.7% |
53% |
False |
False |
39,543 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
29.5 |
1.4% |
53% |
False |
False |
31,635 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
24.6 |
1.2% |
53% |
False |
False |
26,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,169.9 |
|
2.618 |
2,131.9 |
|
1.618 |
2,108.6 |
|
1.000 |
2,094.2 |
|
0.618 |
2,085.3 |
|
HIGH |
2,070.9 |
|
0.618 |
2,062.0 |
|
0.500 |
2,059.3 |
|
0.382 |
2,056.5 |
|
LOW |
2,047.6 |
|
0.618 |
2,033.2 |
|
1.000 |
2,024.3 |
|
1.618 |
2,009.9 |
|
2.618 |
1,986.6 |
|
4.250 |
1,948.6 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.0 |
2,064.4 |
| PP |
2,062.6 |
2,059.4 |
| S1 |
2,059.3 |
2,054.5 |
|