| Trading Metrics calculated at close of trading on 08-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,411.3 |
2,443.8 |
32.5 |
1.3% |
2,381.5 |
| High |
2,448.8 |
2,445.7 |
-3.1 |
-0.1% |
2,448.8 |
| Low |
2,403.2 |
2,405.7 |
2.5 |
0.1% |
2,374.0 |
| Close |
2,445.0 |
2,411.0 |
-34.0 |
-1.4% |
2,445.0 |
| Range |
45.6 |
40.0 |
-5.6 |
-12.3% |
74.8 |
| ATR |
33.6 |
34.0 |
0.5 |
1.4% |
0.0 |
| Volume |
49,129 |
79,069 |
29,940 |
60.9% |
112,810 |
|
| Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,540.8 |
2,515.9 |
2,433.0 |
|
| R3 |
2,500.8 |
2,475.9 |
2,422.0 |
|
| R2 |
2,460.8 |
2,460.8 |
2,418.3 |
|
| R1 |
2,435.9 |
2,435.9 |
2,414.7 |
2,428.4 |
| PP |
2,420.8 |
2,420.8 |
2,420.8 |
2,417.0 |
| S1 |
2,395.9 |
2,395.9 |
2,407.3 |
2,388.4 |
| S2 |
2,380.8 |
2,380.8 |
2,403.7 |
|
| S3 |
2,340.8 |
2,355.9 |
2,400.0 |
|
| S4 |
2,300.8 |
2,315.9 |
2,389.0 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.0 |
2,620.8 |
2,486.1 |
|
| R3 |
2,572.2 |
2,546.0 |
2,465.6 |
|
| R2 |
2,497.4 |
2,497.4 |
2,458.7 |
|
| R1 |
2,471.2 |
2,471.2 |
2,451.9 |
2,484.3 |
| PP |
2,422.6 |
2,422.6 |
2,422.6 |
2,429.2 |
| S1 |
2,396.4 |
2,396.4 |
2,438.1 |
2,409.5 |
| S2 |
2,347.8 |
2,347.8 |
2,431.3 |
|
| S3 |
2,273.0 |
2,321.6 |
2,424.4 |
|
| S4 |
2,198.2 |
2,246.8 |
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 |
2,448.8 |
2,374.0 |
74.8 |
3.1% |
32.5 |
1.3% |
49% |
False |
False |
38,375 |
| 10 |
2,448.8 |
2,350.5 |
98.3 |
4.1% |
28.8 |
1.2% |
62% |
False |
False |
22,442 |
| 20 |
2,452.0 |
2,349.8 |
102.2 |
4.2% |
33.9 |
1.4% |
60% |
False |
False |
13,318 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.2% |
34.6 |
1.4% |
35% |
False |
False |
8,316 |
| 60 |
2,524.0 |
2,349.8 |
174.2 |
7.2% |
37.1 |
1.5% |
35% |
False |
False |
6,372 |
| 80 |
2,524.0 |
2,229.2 |
294.8 |
12.2% |
35.9 |
1.5% |
62% |
False |
False |
5,266 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
18.8% |
33.3 |
1.4% |
75% |
False |
False |
4,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,615.7 |
|
2.618 |
2,550.4 |
|
1.618 |
2,510.4 |
|
1.000 |
2,485.7 |
|
0.618 |
2,470.4 |
|
HIGH |
2,445.7 |
|
0.618 |
2,430.4 |
|
0.500 |
2,425.7 |
|
0.382 |
2,421.0 |
|
LOW |
2,405.7 |
|
0.618 |
2,381.0 |
|
1.000 |
2,365.7 |
|
1.618 |
2,341.0 |
|
2.618 |
2,301.0 |
|
4.250 |
2,235.7 |
|
|
| Fisher Pivots for day following 08-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,425.7 |
2,415.7 |
| PP |
2,420.8 |
2,414.1 |
| S1 |
2,415.9 |
2,412.6 |
|