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 |
5,748.00 |
5,699.00 |
-49.00 |
-0.9% |
5,674.75 |
High |
5,770.50 |
5,772.25 |
1.75 |
0.0% |
5,772.25 |
Low |
5,692.25 |
5,689.25 |
-3.00 |
-0.1% |
5,674.00 |
Close |
5,702.25 |
5,728.25 |
26.00 |
0.5% |
5,728.25 |
Range |
78.25 |
83.00 |
4.75 |
6.1% |
98.25 |
ATR |
47.62 |
50.15 |
2.53 |
5.3% |
0.00 |
Volume |
2,225 |
1,107 |
-1,118 |
-50.2% |
7,287 |
|
Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,979.00 |
5,936.50 |
5,774.00 |
|
R3 |
5,896.00 |
5,853.50 |
5,751.00 |
|
R2 |
5,813.00 |
5,813.00 |
5,743.50 |
|
R1 |
5,770.50 |
5,770.50 |
5,735.75 |
5,791.75 |
PP |
5,730.00 |
5,730.00 |
5,730.00 |
5,740.50 |
S1 |
5,687.50 |
5,687.50 |
5,720.75 |
5,708.75 |
S2 |
5,647.00 |
5,647.00 |
5,713.00 |
|
S3 |
5,564.00 |
5,604.50 |
5,705.50 |
|
S4 |
5,481.00 |
5,521.50 |
5,682.50 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,019.50 |
5,972.25 |
5,782.25 |
|
R3 |
5,921.25 |
5,874.00 |
5,755.25 |
|
R2 |
5,823.00 |
5,823.00 |
5,746.25 |
|
R1 |
5,775.75 |
5,775.75 |
5,737.25 |
5,799.50 |
PP |
5,724.75 |
5,724.75 |
5,724.75 |
5,736.75 |
S1 |
5,677.50 |
5,677.50 |
5,719.25 |
5,701.00 |
S2 |
5,626.50 |
5,626.50 |
5,710.25 |
|
S3 |
5,528.25 |
5,579.25 |
5,701.25 |
|
S4 |
5,430.00 |
5,481.00 |
5,674.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,772.25 |
5,674.00 |
98.25 |
1.7% |
52.75 |
0.9% |
55% |
True |
False |
1,457 |
10 |
5,772.25 |
5,565.75 |
206.50 |
3.6% |
51.50 |
0.9% |
79% |
True |
False |
1,452 |
20 |
5,772.25 |
5,524.00 |
248.25 |
4.3% |
46.75 |
0.8% |
82% |
True |
False |
1,167 |
40 |
5,772.25 |
5,327.75 |
444.50 |
7.8% |
47.50 |
0.8% |
90% |
True |
False |
684 |
60 |
5,772.25 |
5,075.00 |
697.25 |
12.2% |
51.00 |
0.9% |
94% |
True |
False |
508 |
80 |
5,772.25 |
5,075.00 |
697.25 |
12.2% |
52.50 |
0.9% |
94% |
True |
False |
415 |
100 |
5,772.25 |
5,075.00 |
697.25 |
12.2% |
50.00 |
0.9% |
94% |
True |
False |
361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,125.00 |
2.618 |
5,989.50 |
1.618 |
5,906.50 |
1.000 |
5,855.25 |
0.618 |
5,823.50 |
HIGH |
5,772.25 |
0.618 |
5,740.50 |
0.500 |
5,730.75 |
0.382 |
5,721.00 |
LOW |
5,689.25 |
0.618 |
5,638.00 |
1.000 |
5,606.25 |
1.618 |
5,555.00 |
2.618 |
5,472.00 |
4.250 |
5,336.50 |
|
|
Fisher Pivots for day following 12-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,730.75 |
5,730.75 |
PP |
5,730.00 |
5,730.00 |
S1 |
5,729.00 |
5,729.00 |
|