| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,418.0 |
2,424.8 |
6.8 |
0.3% |
2,381.5 |
| High |
2,440.7 |
2,478.0 |
37.3 |
1.5% |
2,448.8 |
| Low |
2,417.2 |
2,424.7 |
7.5 |
0.3% |
2,374.0 |
| Close |
2,427.2 |
2,469.9 |
42.7 |
1.8% |
2,445.0 |
| Range |
23.5 |
53.3 |
29.8 |
126.8% |
74.8 |
| ATR |
32.6 |
34.1 |
1.5 |
4.5% |
0.0 |
| Volume |
49,969 |
89,235 |
39,266 |
78.6% |
112,810 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.4 |
2,597.0 |
2,499.2 |
|
| R3 |
2,564.1 |
2,543.7 |
2,484.6 |
|
| R2 |
2,510.8 |
2,510.8 |
2,479.7 |
|
| R1 |
2,490.4 |
2,490.4 |
2,474.8 |
2,500.6 |
| PP |
2,457.5 |
2,457.5 |
2,457.5 |
2,462.7 |
| S1 |
2,437.1 |
2,437.1 |
2,465.0 |
2,447.3 |
| S2 |
2,404.2 |
2,404.2 |
2,460.1 |
|
| S3 |
2,350.9 |
2,383.8 |
2,455.2 |
|
| S4 |
2,297.6 |
2,330.5 |
2,440.6 |
|
|
| 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 |
2,478.0 |
2,403.2 |
74.8 |
3.0% |
36.9 |
1.5% |
89% |
True |
False |
73,155 |
| 10 |
2,478.0 |
2,352.4 |
125.6 |
5.1% |
31.7 |
1.3% |
94% |
True |
False |
44,478 |
| 20 |
2,478.0 |
2,350.5 |
127.5 |
5.2% |
31.3 |
1.3% |
94% |
True |
False |
24,476 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.1% |
34.5 |
1.4% |
69% |
False |
False |
14,059 |
| 60 |
2,524.0 |
2,349.8 |
174.2 |
7.1% |
35.2 |
1.4% |
69% |
False |
False |
10,158 |
| 80 |
2,524.0 |
2,229.2 |
294.8 |
11.9% |
36.4 |
1.5% |
82% |
False |
False |
8,189 |
| 100 |
2,524.0 |
2,080.0 |
444.0 |
18.0% |
33.6 |
1.4% |
88% |
False |
False |
6,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,704.5 |
|
2.618 |
2,617.5 |
|
1.618 |
2,564.2 |
|
1.000 |
2,531.3 |
|
0.618 |
2,510.9 |
|
HIGH |
2,478.0 |
|
0.618 |
2,457.6 |
|
0.500 |
2,451.4 |
|
0.382 |
2,445.1 |
|
LOW |
2,424.7 |
|
0.618 |
2,391.8 |
|
1.000 |
2,371.4 |
|
1.618 |
2,338.5 |
|
2.618 |
2,285.2 |
|
4.250 |
2,198.2 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,463.7 |
2,460.2 |
| PP |
2,457.5 |
2,450.5 |
| S1 |
2,451.4 |
2,440.8 |
|