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 |
5,650.25 |
5,674.75 |
24.50 |
0.4% |
5,596.75 |
High |
5,688.75 |
5,700.75 |
12.00 |
0.2% |
5,688.75 |
Low |
5,648.75 |
5,674.00 |
25.25 |
0.4% |
5,565.75 |
Close |
5,684.75 |
5,688.75 |
4.00 |
0.1% |
5,684.75 |
Range |
40.00 |
26.75 |
-13.25 |
-33.1% |
123.00 |
ATR |
47.56 |
46.07 |
-1.49 |
-3.1% |
0.00 |
Volume |
1,026 |
1,670 |
644 |
62.8% |
4,192 |
|
Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,768.00 |
5,755.25 |
5,703.50 |
|
R3 |
5,741.25 |
5,728.50 |
5,696.00 |
|
R2 |
5,714.50 |
5,714.50 |
5,693.75 |
|
R1 |
5,701.75 |
5,701.75 |
5,691.25 |
5,708.00 |
PP |
5,687.75 |
5,687.75 |
5,687.75 |
5,691.00 |
S1 |
5,675.00 |
5,675.00 |
5,686.25 |
5,681.50 |
S2 |
5,661.00 |
5,661.00 |
5,683.75 |
|
S3 |
5,634.25 |
5,648.25 |
5,681.50 |
|
S4 |
5,607.50 |
5,621.50 |
5,674.00 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,015.50 |
5,973.00 |
5,752.50 |
|
R3 |
5,892.50 |
5,850.00 |
5,718.50 |
|
R2 |
5,769.50 |
5,769.50 |
5,707.25 |
|
R1 |
5,727.00 |
5,727.00 |
5,696.00 |
5,748.25 |
PP |
5,646.50 |
5,646.50 |
5,646.50 |
5,657.00 |
S1 |
5,604.00 |
5,604.00 |
5,673.50 |
5,625.25 |
S2 |
5,523.50 |
5,523.50 |
5,662.25 |
|
S3 |
5,400.50 |
5,481.00 |
5,651.00 |
|
S4 |
5,277.50 |
5,358.00 |
5,617.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,700.75 |
5,565.75 |
135.00 |
2.4% |
41.00 |
0.7% |
91% |
True |
False |
1,172 |
10 |
5,700.75 |
5,565.75 |
135.00 |
2.4% |
42.75 |
0.8% |
91% |
True |
False |
1,269 |
20 |
5,700.75 |
5,454.50 |
246.25 |
4.3% |
45.75 |
0.8% |
95% |
True |
False |
926 |
40 |
5,700.75 |
5,311.00 |
389.75 |
6.9% |
45.50 |
0.8% |
97% |
True |
False |
549 |
60 |
5,700.75 |
5,075.00 |
625.75 |
11.0% |
52.75 |
0.9% |
98% |
True |
False |
428 |
80 |
5,700.75 |
5,075.00 |
625.75 |
11.0% |
51.50 |
0.9% |
98% |
True |
False |
348 |
100 |
5,700.75 |
5,075.00 |
625.75 |
11.0% |
48.25 |
0.8% |
98% |
True |
False |
310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,814.50 |
2.618 |
5,770.75 |
1.618 |
5,744.00 |
1.000 |
5,727.50 |
0.618 |
5,717.25 |
HIGH |
5,700.75 |
0.618 |
5,690.50 |
0.500 |
5,687.50 |
0.382 |
5,684.25 |
LOW |
5,674.00 |
0.618 |
5,657.50 |
1.000 |
5,647.25 |
1.618 |
5,630.75 |
2.618 |
5,604.00 |
4.250 |
5,560.25 |
|
|
Fisher Pivots for day following 08-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,688.25 |
5,679.75 |
PP |
5,687.75 |
5,671.00 |
S1 |
5,687.50 |
5,662.00 |
|