| 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 |
2,068.6 |
2,148.3 |
79.7 |
3.9% |
2,040.8 |
| High |
2,149.0 |
2,186.4 |
37.4 |
1.7% |
2,186.4 |
| Low |
2,064.8 |
2,144.8 |
80.0 |
3.9% |
2,036.7 |
| Close |
2,145.6 |
2,167.0 |
21.4 |
1.0% |
2,167.0 |
| Range |
84.2 |
41.6 |
-42.6 |
-50.6% |
149.7 |
| ATR |
34.5 |
35.0 |
0.5 |
1.5% |
0.0 |
| Volume |
427,085 |
296,515 |
-130,570 |
-30.6% |
1,158,065 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,290.9 |
2,270.5 |
2,189.9 |
|
| R3 |
2,249.3 |
2,228.9 |
2,178.4 |
|
| R2 |
2,207.7 |
2,207.7 |
2,174.6 |
|
| R1 |
2,187.3 |
2,187.3 |
2,170.8 |
2,197.5 |
| PP |
2,166.1 |
2,166.1 |
2,166.1 |
2,171.2 |
| S1 |
2,145.7 |
2,145.7 |
2,163.2 |
2,155.9 |
| S2 |
2,124.5 |
2,124.5 |
2,159.4 |
|
| S3 |
2,082.9 |
2,104.1 |
2,155.6 |
|
| S4 |
2,041.3 |
2,062.5 |
2,144.1 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,579.1 |
2,522.8 |
2,249.3 |
|
| R3 |
2,429.4 |
2,373.1 |
2,208.2 |
|
| R2 |
2,279.7 |
2,279.7 |
2,194.4 |
|
| R1 |
2,223.4 |
2,223.4 |
2,180.7 |
2,251.6 |
| PP |
2,130.0 |
2,130.0 |
2,130.0 |
2,144.1 |
| S1 |
2,073.7 |
2,073.7 |
2,153.3 |
2,101.9 |
| S2 |
1,980.3 |
1,980.3 |
2,139.6 |
|
| S3 |
1,830.6 |
1,924.0 |
2,125.8 |
|
| S4 |
1,680.9 |
1,774.3 |
2,084.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,186.4 |
2,036.7 |
149.7 |
6.9% |
42.1 |
1.9% |
87% |
True |
False |
231,613 |
| 10 |
2,186.4 |
2,032.8 |
153.6 |
7.1% |
35.4 |
1.6% |
87% |
True |
False |
207,808 |
| 20 |
2,186.4 |
2,015.2 |
171.2 |
7.9% |
33.0 |
1.5% |
89% |
True |
False |
192,004 |
| 40 |
2,186.4 |
2,015.2 |
171.2 |
7.9% |
32.8 |
1.5% |
89% |
True |
False |
97,022 |
| 60 |
2,186.4 |
1,937.1 |
249.3 |
11.5% |
34.1 |
1.6% |
92% |
True |
False |
64,737 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
11.5% |
35.6 |
1.6% |
92% |
False |
False |
48,587 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
11.5% |
30.8 |
1.4% |
92% |
False |
False |
38,871 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
11.5% |
25.6 |
1.2% |
92% |
False |
False |
32,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,363.2 |
|
2.618 |
2,295.3 |
|
1.618 |
2,253.7 |
|
1.000 |
2,228.0 |
|
0.618 |
2,212.1 |
|
HIGH |
2,186.4 |
|
0.618 |
2,170.5 |
|
0.500 |
2,165.6 |
|
0.382 |
2,160.7 |
|
LOW |
2,144.8 |
|
0.618 |
2,119.1 |
|
1.000 |
2,103.2 |
|
1.618 |
2,077.5 |
|
2.618 |
2,035.9 |
|
4.250 |
1,968.0 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,166.5 |
2,150.3 |
| PP |
2,166.1 |
2,133.7 |
| S1 |
2,165.6 |
2,117.0 |
|