| 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 |
2,449.7 |
2,488.7 |
39.0 |
1.6% |
2,464.8 |
| High |
2,500.0 |
2,493.2 |
-6.8 |
-0.3% |
2,500.0 |
| Low |
2,449.2 |
2,468.4 |
19.2 |
0.8% |
2,428.4 |
| Close |
2,493.0 |
2,492.0 |
-1.0 |
0.0% |
2,492.0 |
| Range |
50.8 |
24.8 |
-26.0 |
-51.2% |
71.6 |
| ATR |
32.4 |
31.8 |
-0.5 |
-1.7% |
0.0 |
| Volume |
5,708 |
2,883 |
-2,825 |
-49.5% |
19,314 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.9 |
2,550.3 |
2,505.6 |
|
| R3 |
2,534.1 |
2,525.5 |
2,498.8 |
|
| R2 |
2,509.3 |
2,509.3 |
2,496.5 |
|
| R1 |
2,500.7 |
2,500.7 |
2,494.3 |
2,505.0 |
| PP |
2,484.5 |
2,484.5 |
2,484.5 |
2,486.7 |
| S1 |
2,475.9 |
2,475.9 |
2,489.7 |
2,480.2 |
| S2 |
2,459.7 |
2,459.7 |
2,487.5 |
|
| S3 |
2,434.9 |
2,451.1 |
2,485.2 |
|
| S4 |
2,410.1 |
2,426.3 |
2,478.4 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,688.3 |
2,661.7 |
2,531.4 |
|
| R3 |
2,616.7 |
2,590.1 |
2,511.7 |
|
| R2 |
2,545.1 |
2,545.1 |
2,505.1 |
|
| R1 |
2,518.5 |
2,518.5 |
2,498.6 |
2,531.8 |
| PP |
2,473.5 |
2,473.5 |
2,473.5 |
2,480.1 |
| S1 |
2,446.9 |
2,446.9 |
2,485.4 |
2,460.2 |
| S2 |
2,401.9 |
2,401.9 |
2,478.9 |
|
| S3 |
2,330.3 |
2,375.3 |
2,472.3 |
|
| S4 |
2,258.7 |
2,303.7 |
2,452.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,500.0 |
2,428.4 |
71.6 |
2.9% |
30.2 |
1.2% |
89% |
False |
False |
3,862 |
| 10 |
2,500.0 |
2,396.8 |
103.2 |
4.1% |
28.6 |
1.1% |
92% |
False |
False |
2,442 |
| 20 |
2,500.0 |
2,372.6 |
127.4 |
5.1% |
29.0 |
1.2% |
94% |
False |
False |
1,645 |
| 40 |
2,547.2 |
2,372.6 |
174.6 |
7.0% |
32.2 |
1.3% |
68% |
False |
False |
1,068 |
| 60 |
2,547.2 |
2,372.6 |
174.6 |
7.0% |
31.2 |
1.3% |
68% |
False |
False |
863 |
| 80 |
2,547.2 |
2,249.3 |
297.9 |
12.0% |
32.7 |
1.3% |
81% |
False |
False |
734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.6 |
|
2.618 |
2,558.1 |
|
1.618 |
2,533.3 |
|
1.000 |
2,518.0 |
|
0.618 |
2,508.5 |
|
HIGH |
2,493.2 |
|
0.618 |
2,483.7 |
|
0.500 |
2,480.8 |
|
0.382 |
2,477.9 |
|
LOW |
2,468.4 |
|
0.618 |
2,453.1 |
|
1.000 |
2,443.6 |
|
1.618 |
2,428.3 |
|
2.618 |
2,403.5 |
|
4.250 |
2,363.0 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,488.3 |
2,485.2 |
| PP |
2,484.5 |
2,478.4 |
| S1 |
2,480.8 |
2,471.7 |
|