| Trading Metrics calculated at close of trading on 10-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,413.9 |
2,418.0 |
4.1 |
0.2% |
2,381.5 |
| High |
2,425.6 |
2,440.7 |
15.1 |
0.6% |
2,448.8 |
| Low |
2,403.6 |
2,417.2 |
13.6 |
0.6% |
2,374.0 |
| Close |
2,415.2 |
2,427.2 |
12.0 |
0.5% |
2,445.0 |
| Range |
22.0 |
23.5 |
1.5 |
6.8% |
74.8 |
| ATR |
33.2 |
32.6 |
-0.5 |
-1.6% |
0.0 |
| Volume |
98,375 |
49,969 |
-48,406 |
-49.2% |
112,810 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,498.9 |
2,486.5 |
2,440.1 |
|
| R3 |
2,475.4 |
2,463.0 |
2,433.7 |
|
| R2 |
2,451.9 |
2,451.9 |
2,431.5 |
|
| R1 |
2,439.5 |
2,439.5 |
2,429.4 |
2,445.7 |
| PP |
2,428.4 |
2,428.4 |
2,428.4 |
2,431.5 |
| S1 |
2,416.0 |
2,416.0 |
2,425.0 |
2,422.2 |
| S2 |
2,404.9 |
2,404.9 |
2,422.9 |
|
| S3 |
2,381.4 |
2,392.5 |
2,420.7 |
|
| S4 |
2,357.9 |
2,369.0 |
2,414.3 |
|
|
| 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 |
2,382.6 |
66.2 |
2.7% |
33.9 |
1.4% |
67% |
False |
False |
61,798 |
| 10 |
2,448.8 |
2,350.5 |
98.3 |
4.0% |
29.4 |
1.2% |
78% |
False |
False |
36,211 |
| 20 |
2,448.8 |
2,350.5 |
98.3 |
4.0% |
29.8 |
1.2% |
78% |
False |
False |
20,192 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.2% |
33.9 |
1.4% |
44% |
False |
False |
11,892 |
| 60 |
2,524.0 |
2,349.8 |
174.2 |
7.2% |
35.3 |
1.5% |
44% |
False |
False |
8,701 |
| 80 |
2,524.0 |
2,229.2 |
294.8 |
12.1% |
35.9 |
1.5% |
67% |
False |
False |
7,095 |
| 100 |
2,524.0 |
2,075.9 |
448.1 |
18.5% |
33.2 |
1.4% |
78% |
False |
False |
5,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,540.6 |
|
2.618 |
2,502.2 |
|
1.618 |
2,478.7 |
|
1.000 |
2,464.2 |
|
0.618 |
2,455.2 |
|
HIGH |
2,440.7 |
|
0.618 |
2,431.7 |
|
0.500 |
2,429.0 |
|
0.382 |
2,426.2 |
|
LOW |
2,417.2 |
|
0.618 |
2,402.7 |
|
1.000 |
2,393.7 |
|
1.618 |
2,379.2 |
|
2.618 |
2,355.7 |
|
4.250 |
2,317.3 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,429.0 |
2,426.4 |
| PP |
2,428.4 |
2,425.5 |
| S1 |
2,427.8 |
2,424.7 |
|