| 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 |
2,048.5 |
2,068.6 |
20.1 |
1.0% |
2,068.4 |
| High |
2,070.9 |
2,149.0 |
78.1 |
3.8% |
2,079.4 |
| Low |
2,047.6 |
2,064.8 |
17.2 |
0.8% |
2,032.8 |
| Close |
2,069.3 |
2,145.6 |
76.3 |
3.7% |
2,042.7 |
| Range |
23.3 |
84.2 |
60.9 |
261.4% |
46.6 |
| ATR |
30.6 |
34.5 |
3.8 |
12.5% |
0.0 |
| Volume |
123,554 |
427,085 |
303,531 |
245.7% |
633,635 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,372.4 |
2,343.2 |
2,191.9 |
|
| R3 |
2,288.2 |
2,259.0 |
2,168.8 |
|
| R2 |
2,204.0 |
2,204.0 |
2,161.0 |
|
| R1 |
2,174.8 |
2,174.8 |
2,153.3 |
2,189.4 |
| PP |
2,119.8 |
2,119.8 |
2,119.8 |
2,127.1 |
| S1 |
2,090.6 |
2,090.6 |
2,137.9 |
2,105.2 |
| S2 |
2,035.6 |
2,035.6 |
2,130.2 |
|
| S3 |
1,951.4 |
2,006.4 |
2,122.4 |
|
| S4 |
1,867.2 |
1,922.2 |
2,099.3 |
|
|
| 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 |
2,149.0 |
2,032.8 |
116.2 |
5.4% |
39.5 |
1.8% |
97% |
True |
False |
206,765 |
| 10 |
2,149.0 |
2,030.4 |
118.6 |
5.5% |
34.6 |
1.6% |
97% |
True |
False |
192,398 |
| 20 |
2,149.0 |
2,015.2 |
133.8 |
6.2% |
34.4 |
1.6% |
97% |
True |
False |
178,219 |
| 40 |
2,153.2 |
2,015.2 |
138.0 |
6.4% |
32.9 |
1.5% |
94% |
False |
False |
89,613 |
| 60 |
2,153.2 |
1,937.1 |
216.1 |
10.1% |
33.9 |
1.6% |
96% |
False |
False |
59,796 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
11.7% |
35.4 |
1.6% |
83% |
False |
False |
44,881 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
11.7% |
30.4 |
1.4% |
83% |
False |
False |
35,905 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
11.7% |
25.3 |
1.2% |
83% |
False |
False |
29,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,506.9 |
|
2.618 |
2,369.4 |
|
1.618 |
2,285.2 |
|
1.000 |
2,233.2 |
|
0.618 |
2,201.0 |
|
HIGH |
2,149.0 |
|
0.618 |
2,116.8 |
|
0.500 |
2,106.9 |
|
0.382 |
2,097.0 |
|
LOW |
2,064.8 |
|
0.618 |
2,012.8 |
|
1.000 |
1,980.6 |
|
1.618 |
1,928.6 |
|
2.618 |
1,844.4 |
|
4.250 |
1,707.0 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,132.7 |
2,128.5 |
| PP |
2,119.8 |
2,111.3 |
| S1 |
2,106.9 |
2,094.2 |
|