Trading Metrics calculated at close of trading on 09-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2024 |
09-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
20,857.75 |
20,942.00 |
84.25 |
0.4% |
20,215.00 |
High |
20,942.25 |
21,028.75 |
86.50 |
0.4% |
20,893.75 |
Low |
20,836.00 |
20,874.00 |
38.00 |
0.2% |
20,065.75 |
Close |
20,915.50 |
20,935.75 |
20.25 |
0.1% |
20,875.75 |
Range |
106.25 |
154.75 |
48.50 |
45.6% |
828.00 |
ATR |
245.48 |
239.00 |
-6.48 |
-2.6% |
0.00 |
Volume |
669 |
846 |
177 |
26.5% |
3,478 |
|
Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,410.50 |
21,327.75 |
21,020.75 |
|
R3 |
21,255.75 |
21,173.00 |
20,978.25 |
|
R2 |
21,101.00 |
21,101.00 |
20,964.00 |
|
R1 |
21,018.25 |
21,018.25 |
20,950.00 |
20,982.25 |
PP |
20,946.25 |
20,946.25 |
20,946.25 |
20,928.00 |
S1 |
20,863.50 |
20,863.50 |
20,921.50 |
20,827.50 |
S2 |
20,791.50 |
20,791.50 |
20,907.50 |
|
S3 |
20,636.75 |
20,708.75 |
20,893.25 |
|
S4 |
20,482.00 |
20,554.00 |
20,850.75 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,095.75 |
22,813.75 |
21,331.25 |
|
R3 |
22,267.75 |
21,985.75 |
21,103.50 |
|
R2 |
21,439.75 |
21,439.75 |
21,027.50 |
|
R1 |
21,157.75 |
21,157.75 |
20,951.75 |
21,298.75 |
PP |
20,611.75 |
20,611.75 |
20,611.75 |
20,682.25 |
S1 |
20,329.75 |
20,329.75 |
20,799.75 |
20,470.75 |
S2 |
19,783.75 |
19,783.75 |
20,724.00 |
|
S3 |
18,955.75 |
19,501.75 |
20,648.00 |
|
S4 |
18,127.75 |
18,673.75 |
20,420.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,028.75 |
20,163.00 |
865.75 |
4.1% |
222.75 |
1.1% |
89% |
True |
False |
798 |
10 |
21,028.75 |
19,977.50 |
1,051.25 |
5.0% |
239.75 |
1.1% |
91% |
True |
False |
888 |
20 |
21,028.75 |
19,465.50 |
1,563.25 |
7.5% |
244.50 |
1.2% |
94% |
True |
False |
624 |
40 |
21,028.75 |
18,635.75 |
2,393.00 |
11.4% |
226.75 |
1.1% |
96% |
True |
False |
342 |
60 |
21,028.75 |
17,555.75 |
3,473.00 |
16.6% |
247.75 |
1.2% |
97% |
True |
False |
240 |
80 |
21,028.75 |
17,555.75 |
3,473.00 |
16.6% |
237.75 |
1.1% |
97% |
True |
False |
185 |
100 |
21,028.75 |
17,555.75 |
3,473.00 |
16.6% |
196.25 |
0.9% |
97% |
True |
False |
148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,686.50 |
2.618 |
21,434.00 |
1.618 |
21,279.25 |
1.000 |
21,183.50 |
0.618 |
21,124.50 |
HIGH |
21,028.75 |
0.618 |
20,969.75 |
0.500 |
20,951.50 |
0.382 |
20,933.00 |
LOW |
20,874.00 |
0.618 |
20,778.25 |
1.000 |
20,719.25 |
1.618 |
20,623.50 |
2.618 |
20,468.75 |
4.250 |
20,216.25 |
|
|
Fisher Pivots for day following 09-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,951.50 |
20,898.00 |
PP |
20,946.25 |
20,860.50 |
S1 |
20,941.00 |
20,823.00 |
|