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 |
5,697.00 |
5,697.50 |
0.50 |
0.0% |
5,596.75 |
High |
5,708.75 |
5,753.50 |
44.75 |
0.8% |
5,688.75 |
Low |
5,692.00 |
5,694.50 |
2.50 |
0.0% |
5,565.75 |
Close |
5,694.50 |
5,751.75 |
57.25 |
1.0% |
5,684.75 |
Range |
16.75 |
59.00 |
42.25 |
252.2% |
123.00 |
ATR |
44.21 |
45.27 |
1.06 |
2.4% |
0.00 |
Volume |
968 |
1,317 |
349 |
36.1% |
4,192 |
|
Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,910.25 |
5,890.00 |
5,784.25 |
|
R3 |
5,851.25 |
5,831.00 |
5,768.00 |
|
R2 |
5,792.25 |
5,792.25 |
5,762.50 |
|
R1 |
5,772.00 |
5,772.00 |
5,757.25 |
5,782.00 |
PP |
5,733.25 |
5,733.25 |
5,733.25 |
5,738.25 |
S1 |
5,713.00 |
5,713.00 |
5,746.25 |
5,723.00 |
S2 |
5,674.25 |
5,674.25 |
5,741.00 |
|
S3 |
5,615.25 |
5,654.00 |
5,735.50 |
|
S4 |
5,556.25 |
5,595.00 |
5,719.25 |
|
|
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 |
5,753.50 |
5,623.25 |
130.25 |
2.3% |
35.50 |
0.6% |
99% |
True |
False |
1,183 |
10 |
5,753.50 |
5,565.75 |
187.75 |
3.3% |
42.75 |
0.7% |
99% |
True |
False |
1,337 |
20 |
5,753.50 |
5,461.00 |
292.50 |
5.1% |
44.75 |
0.8% |
99% |
True |
False |
1,026 |
40 |
5,753.50 |
5,327.75 |
425.75 |
7.4% |
45.25 |
0.8% |
100% |
True |
False |
603 |
60 |
5,753.50 |
5,075.00 |
678.50 |
11.8% |
51.00 |
0.9% |
100% |
True |
False |
457 |
80 |
5,753.50 |
5,075.00 |
678.50 |
11.8% |
51.50 |
0.9% |
100% |
True |
False |
375 |
100 |
5,753.50 |
5,075.00 |
678.50 |
11.8% |
48.75 |
0.8% |
100% |
True |
False |
331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,004.25 |
2.618 |
5,908.00 |
1.618 |
5,849.00 |
1.000 |
5,812.50 |
0.618 |
5,790.00 |
HIGH |
5,753.50 |
0.618 |
5,731.00 |
0.500 |
5,724.00 |
0.382 |
5,717.00 |
LOW |
5,694.50 |
0.618 |
5,658.00 |
1.000 |
5,635.50 |
1.618 |
5,599.00 |
2.618 |
5,540.00 |
4.250 |
5,443.75 |
|
|
Fisher Pivots for day following 10-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,742.50 |
5,739.00 |
PP |
5,733.25 |
5,726.50 |
S1 |
5,724.00 |
5,713.75 |
|