| 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 |
2,443.8 |
2,413.9 |
-29.9 |
-1.2% |
2,381.5 |
| High |
2,445.7 |
2,425.6 |
-20.1 |
-0.8% |
2,448.8 |
| Low |
2,405.7 |
2,403.6 |
-2.1 |
-0.1% |
2,374.0 |
| Close |
2,411.0 |
2,415.2 |
4.2 |
0.2% |
2,445.0 |
| Range |
40.0 |
22.0 |
-18.0 |
-45.0% |
74.8 |
| ATR |
34.0 |
33.2 |
-0.9 |
-2.5% |
0.0 |
| Volume |
79,069 |
98,375 |
19,306 |
24.4% |
112,810 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.8 |
2,470.0 |
2,427.3 |
|
| R3 |
2,458.8 |
2,448.0 |
2,421.3 |
|
| R2 |
2,436.8 |
2,436.8 |
2,419.2 |
|
| R1 |
2,426.0 |
2,426.0 |
2,417.2 |
2,431.4 |
| PP |
2,414.8 |
2,414.8 |
2,414.8 |
2,417.5 |
| S1 |
2,404.0 |
2,404.0 |
2,413.2 |
2,409.4 |
| S2 |
2,392.8 |
2,392.8 |
2,411.2 |
|
| S3 |
2,370.8 |
2,382.0 |
2,409.2 |
|
| S4 |
2,348.8 |
2,360.0 |
2,403.1 |
|
|
| 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% |
32.9 |
1.4% |
55% |
False |
False |
55,981 |
| 10 |
2,448.8 |
2,350.5 |
98.3 |
4.1% |
29.3 |
1.2% |
66% |
False |
False |
31,934 |
| 20 |
2,448.8 |
2,349.8 |
99.0 |
4.1% |
29.9 |
1.2% |
66% |
False |
False |
17,876 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.2% |
34.2 |
1.4% |
38% |
False |
False |
10,706 |
| 60 |
2,524.0 |
2,349.8 |
174.2 |
7.2% |
36.6 |
1.5% |
38% |
False |
False |
7,946 |
| 80 |
2,524.0 |
2,229.2 |
294.8 |
12.2% |
35.9 |
1.5% |
63% |
False |
False |
6,478 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
18.8% |
33.1 |
1.4% |
76% |
False |
False |
5,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,519.1 |
|
2.618 |
2,483.2 |
|
1.618 |
2,461.2 |
|
1.000 |
2,447.6 |
|
0.618 |
2,439.2 |
|
HIGH |
2,425.6 |
|
0.618 |
2,417.2 |
|
0.500 |
2,414.6 |
|
0.382 |
2,412.0 |
|
LOW |
2,403.6 |
|
0.618 |
2,390.0 |
|
1.000 |
2,381.6 |
|
1.618 |
2,368.0 |
|
2.618 |
2,346.0 |
|
4.250 |
2,310.1 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,415.0 |
2,426.0 |
| PP |
2,414.8 |
2,422.4 |
| S1 |
2,414.6 |
2,418.8 |
|