| 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 |
2,419.0 |
2,390.3 |
-28.7 |
-1.2% |
2,356.3 |
| High |
2,422.1 |
2,401.4 |
-20.7 |
-0.9% |
2,424.8 |
| Low |
2,382.0 |
2,380.0 |
-2.0 |
-0.1% |
2,350.8 |
| Close |
2,387.0 |
2,391.2 |
4.2 |
0.2% |
2,421.1 |
| Range |
40.1 |
21.4 |
-18.7 |
-46.6% |
74.0 |
| ATR |
33.7 |
32.8 |
-0.9 |
-2.6% |
0.0 |
| Volume |
10,242 |
7,638 |
-2,604 |
-25.4% |
19,509 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,455.1 |
2,444.5 |
2,403.0 |
|
| R3 |
2,433.7 |
2,423.1 |
2,397.1 |
|
| R2 |
2,412.3 |
2,412.3 |
2,395.1 |
|
| R1 |
2,401.7 |
2,401.7 |
2,393.2 |
2,407.0 |
| PP |
2,390.9 |
2,390.9 |
2,390.9 |
2,393.5 |
| S1 |
2,380.3 |
2,380.3 |
2,389.2 |
2,385.6 |
| S2 |
2,369.5 |
2,369.5 |
2,387.3 |
|
| S3 |
2,348.1 |
2,358.9 |
2,385.3 |
|
| S4 |
2,326.7 |
2,337.5 |
2,379.4 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.9 |
2,595.0 |
2,461.8 |
|
| R3 |
2,546.9 |
2,521.0 |
2,441.5 |
|
| R2 |
2,472.9 |
2,472.9 |
2,434.7 |
|
| R1 |
2,447.0 |
2,447.0 |
2,427.9 |
2,460.0 |
| PP |
2,398.9 |
2,398.9 |
2,398.9 |
2,405.4 |
| S1 |
2,373.0 |
2,373.0 |
2,414.3 |
2,386.0 |
| S2 |
2,324.9 |
2,324.9 |
2,407.5 |
|
| S3 |
2,250.9 |
2,299.0 |
2,400.8 |
|
| S4 |
2,176.9 |
2,225.0 |
2,380.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,424.8 |
2,350.8 |
74.0 |
3.1% |
32.4 |
1.4% |
55% |
False |
False |
7,017 |
| 10 |
2,424.8 |
2,327.5 |
97.3 |
4.1% |
29.0 |
1.2% |
65% |
False |
False |
4,951 |
| 20 |
2,424.8 |
2,327.2 |
97.6 |
4.1% |
29.5 |
1.2% |
66% |
False |
False |
3,278 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.2% |
33.5 |
1.4% |
37% |
False |
False |
2,735 |
| 60 |
2,500.2 |
2,326.9 |
173.3 |
7.2% |
36.0 |
1.5% |
37% |
False |
False |
2,155 |
| 80 |
2,500.2 |
2,210.4 |
289.8 |
12.1% |
35.1 |
1.5% |
62% |
False |
False |
1,874 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
32.3 |
1.4% |
76% |
False |
False |
1,619 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
30.3 |
1.3% |
76% |
False |
False |
1,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,492.4 |
|
2.618 |
2,457.4 |
|
1.618 |
2,436.0 |
|
1.000 |
2,422.8 |
|
0.618 |
2,414.6 |
|
HIGH |
2,401.4 |
|
0.618 |
2,393.2 |
|
0.500 |
2,390.7 |
|
0.382 |
2,388.2 |
|
LOW |
2,380.0 |
|
0.618 |
2,366.8 |
|
1.000 |
2,358.6 |
|
1.618 |
2,345.4 |
|
2.618 |
2,324.0 |
|
4.250 |
2,289.1 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,391.0 |
2,402.4 |
| PP |
2,390.9 |
2,398.7 |
| S1 |
2,390.7 |
2,394.9 |
|