| 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 |
2,401.2 |
2,444.8 |
43.6 |
1.8% |
2,419.0 |
| High |
2,453.8 |
2,447.0 |
-6.8 |
-0.3% |
2,453.8 |
| Low |
2,400.9 |
2,420.0 |
19.1 |
0.8% |
2,380.0 |
| Close |
2,445.6 |
2,444.5 |
-1.1 |
0.0% |
2,444.5 |
| Range |
52.9 |
27.0 |
-25.9 |
-49.0% |
73.8 |
| ATR |
33.8 |
33.3 |
-0.5 |
-1.4% |
0.0 |
| Volume |
9,843 |
7,068 |
-2,775 |
-28.2% |
40,626 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,518.2 |
2,508.3 |
2,459.4 |
|
| R3 |
2,491.2 |
2,481.3 |
2,451.9 |
|
| R2 |
2,464.2 |
2,464.2 |
2,449.5 |
|
| R1 |
2,454.3 |
2,454.3 |
2,447.0 |
2,445.8 |
| PP |
2,437.2 |
2,437.2 |
2,437.2 |
2,432.9 |
| S1 |
2,427.3 |
2,427.3 |
2,442.0 |
2,418.8 |
| S2 |
2,410.2 |
2,410.2 |
2,439.6 |
|
| S3 |
2,383.2 |
2,400.3 |
2,437.1 |
|
| S4 |
2,356.2 |
2,373.3 |
2,429.7 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.5 |
2,619.8 |
2,485.1 |
|
| R3 |
2,573.7 |
2,546.0 |
2,464.8 |
|
| R2 |
2,499.9 |
2,499.9 |
2,458.0 |
|
| R1 |
2,472.2 |
2,472.2 |
2,451.3 |
2,486.1 |
| PP |
2,426.1 |
2,426.1 |
2,426.1 |
2,433.0 |
| S1 |
2,398.4 |
2,398.4 |
2,437.7 |
2,412.3 |
| S2 |
2,352.3 |
2,352.3 |
2,431.0 |
|
| S3 |
2,278.5 |
2,324.6 |
2,424.2 |
|
| S4 |
2,204.7 |
2,250.8 |
2,403.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,453.8 |
2,380.0 |
73.8 |
3.0% |
33.0 |
1.3% |
87% |
False |
False |
8,125 |
| 10 |
2,453.8 |
2,350.8 |
103.0 |
4.2% |
30.6 |
1.3% |
91% |
False |
False |
6,311 |
| 20 |
2,453.8 |
2,327.5 |
126.3 |
5.2% |
30.7 |
1.3% |
93% |
False |
False |
4,181 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.1% |
34.0 |
1.4% |
68% |
False |
False |
3,219 |
| 60 |
2,500.2 |
2,326.9 |
173.3 |
7.1% |
34.5 |
1.4% |
68% |
False |
False |
2,473 |
| 80 |
2,500.2 |
2,212.8 |
287.4 |
11.8% |
35.7 |
1.5% |
81% |
False |
False |
2,146 |
| 100 |
2,500.2 |
2,082.4 |
417.8 |
17.1% |
32.9 |
1.3% |
87% |
False |
False |
1,838 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.3% |
30.6 |
1.3% |
88% |
False |
False |
1,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,561.8 |
|
2.618 |
2,517.7 |
|
1.618 |
2,490.7 |
|
1.000 |
2,474.0 |
|
0.618 |
2,463.7 |
|
HIGH |
2,447.0 |
|
0.618 |
2,436.7 |
|
0.500 |
2,433.5 |
|
0.382 |
2,430.3 |
|
LOW |
2,420.0 |
|
0.618 |
2,403.3 |
|
1.000 |
2,393.0 |
|
1.618 |
2,376.3 |
|
2.618 |
2,349.3 |
|
4.250 |
2,305.3 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,440.8 |
2,437.5 |
| PP |
2,437.2 |
2,430.5 |
| S1 |
2,433.5 |
2,423.6 |
|