| 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 |
2,424.8 |
2,469.0 |
44.2 |
1.8% |
2,443.8 |
| High |
2,478.0 |
2,471.3 |
-6.7 |
-0.3% |
2,478.0 |
| Low |
2,424.7 |
2,444.1 |
19.4 |
0.8% |
2,403.6 |
| Close |
2,469.9 |
2,469.0 |
-0.9 |
0.0% |
2,469.0 |
| Range |
53.3 |
27.2 |
-26.1 |
-49.0% |
74.4 |
| ATR |
34.1 |
33.6 |
-0.5 |
-1.4% |
0.0 |
| Volume |
89,235 |
66,396 |
-22,839 |
-25.6% |
383,044 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,543.1 |
2,533.2 |
2,484.0 |
|
| R3 |
2,515.9 |
2,506.0 |
2,476.5 |
|
| R2 |
2,488.7 |
2,488.7 |
2,474.0 |
|
| R1 |
2,478.8 |
2,478.8 |
2,471.5 |
2,482.6 |
| PP |
2,461.5 |
2,461.5 |
2,461.5 |
2,463.4 |
| S1 |
2,451.6 |
2,451.6 |
2,466.5 |
2,455.4 |
| S2 |
2,434.3 |
2,434.3 |
2,464.0 |
|
| S3 |
2,407.1 |
2,424.4 |
2,461.5 |
|
| S4 |
2,379.9 |
2,397.2 |
2,454.0 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.4 |
2,645.6 |
2,509.9 |
|
| R3 |
2,599.0 |
2,571.2 |
2,489.5 |
|
| R2 |
2,524.6 |
2,524.6 |
2,482.6 |
|
| R1 |
2,496.8 |
2,496.8 |
2,475.8 |
2,510.7 |
| PP |
2,450.2 |
2,450.2 |
2,450.2 |
2,457.2 |
| S1 |
2,422.4 |
2,422.4 |
2,462.2 |
2,436.3 |
| S2 |
2,375.8 |
2,375.8 |
2,455.4 |
|
| S3 |
2,301.4 |
2,348.0 |
2,448.5 |
|
| S4 |
2,227.0 |
2,273.6 |
2,428.1 |
|
|
| 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 |
2,403.6 |
74.4 |
3.0% |
33.2 |
1.3% |
88% |
False |
False |
76,608 |
| 10 |
2,478.0 |
2,374.0 |
104.0 |
4.2% |
30.9 |
1.3% |
91% |
False |
False |
50,217 |
| 20 |
2,478.0 |
2,350.5 |
127.5 |
5.2% |
31.1 |
1.3% |
93% |
False |
False |
27,611 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.1% |
34.6 |
1.4% |
68% |
False |
False |
15,673 |
| 60 |
2,524.0 |
2,349.8 |
174.2 |
7.1% |
35.1 |
1.4% |
68% |
False |
False |
11,229 |
| 80 |
2,524.0 |
2,230.5 |
293.5 |
11.9% |
36.5 |
1.5% |
81% |
False |
False |
9,008 |
| 100 |
2,524.0 |
2,099.4 |
424.6 |
17.2% |
33.7 |
1.4% |
87% |
False |
False |
7,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.9 |
|
2.618 |
2,542.5 |
|
1.618 |
2,515.3 |
|
1.000 |
2,498.5 |
|
0.618 |
2,488.1 |
|
HIGH |
2,471.3 |
|
0.618 |
2,460.9 |
|
0.500 |
2,457.7 |
|
0.382 |
2,454.5 |
|
LOW |
2,444.1 |
|
0.618 |
2,427.3 |
|
1.000 |
2,416.9 |
|
1.618 |
2,400.1 |
|
2.618 |
2,372.9 |
|
4.250 |
2,328.5 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,465.2 |
2,461.9 |
| PP |
2,461.5 |
2,454.7 |
| S1 |
2,457.7 |
2,447.6 |
|