Trading Metrics calculated at close of trading on 11-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
20,946.00 |
21,150.00 |
204.00 |
1.0% |
20,215.00 |
High |
21,174.75 |
21,240.25 |
65.50 |
0.3% |
20,893.75 |
Low |
20,945.75 |
20,634.00 |
-311.75 |
-1.5% |
20,065.75 |
Close |
21,159.50 |
20,695.25 |
-464.25 |
-2.2% |
20,875.75 |
Range |
229.00 |
606.25 |
377.25 |
164.7% |
828.00 |
ATR |
239.00 |
265.23 |
26.23 |
11.0% |
0.00 |
Volume |
1,056 |
1,804 |
748 |
70.8% |
3,478 |
|
Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,675.25 |
22,291.50 |
21,028.75 |
|
R3 |
22,069.00 |
21,685.25 |
20,862.00 |
|
R2 |
21,462.75 |
21,462.75 |
20,806.50 |
|
R1 |
21,079.00 |
21,079.00 |
20,750.75 |
20,967.75 |
PP |
20,856.50 |
20,856.50 |
20,856.50 |
20,801.00 |
S1 |
20,472.75 |
20,472.75 |
20,639.75 |
20,361.50 |
S2 |
20,250.25 |
20,250.25 |
20,584.00 |
|
S3 |
19,644.00 |
19,866.50 |
20,528.50 |
|
S4 |
19,037.75 |
19,260.25 |
20,361.75 |
|
|
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 |
21,240.25 |
20,617.00 |
623.25 |
3.0% |
274.50 |
1.3% |
13% |
True |
False |
1,038 |
10 |
21,240.25 |
20,065.75 |
1,174.50 |
5.7% |
281.25 |
1.4% |
54% |
True |
False |
1,005 |
20 |
21,240.25 |
19,728.75 |
1,511.50 |
7.3% |
266.25 |
1.3% |
64% |
True |
False |
762 |
40 |
21,240.25 |
18,666.00 |
2,574.25 |
12.4% |
241.75 |
1.2% |
79% |
True |
False |
412 |
60 |
21,240.25 |
17,555.75 |
3,684.50 |
17.8% |
247.25 |
1.2% |
85% |
True |
False |
287 |
80 |
21,240.25 |
17,555.75 |
3,684.50 |
17.8% |
247.75 |
1.2% |
85% |
True |
False |
220 |
100 |
21,240.25 |
17,555.75 |
3,684.50 |
17.8% |
204.00 |
1.0% |
85% |
True |
False |
176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,816.75 |
2.618 |
22,827.50 |
1.618 |
22,221.25 |
1.000 |
21,846.50 |
0.618 |
21,615.00 |
HIGH |
21,240.25 |
0.618 |
21,008.75 |
0.500 |
20,937.00 |
0.382 |
20,865.50 |
LOW |
20,634.00 |
0.618 |
20,259.25 |
1.000 |
20,027.75 |
1.618 |
19,653.00 |
2.618 |
19,046.75 |
4.250 |
18,057.50 |
|
|
Fisher Pivots for day following 11-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,937.00 |
20,937.00 |
PP |
20,856.50 |
20,856.50 |
S1 |
20,776.00 |
20,776.00 |
|