| 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 |
39,272.45 |
39,695.18 |
422.73 |
1.1% |
39,186.20 |
| High |
39,736.20 |
39,875.60 |
139.40 |
0.4% |
39,438.36 |
| Low |
39,256.72 |
39,623.12 |
366.40 |
0.9% |
39,037.94 |
| Close |
39,721.36 |
39,753.75 |
32.39 |
0.1% |
39,375.87 |
| Range |
479.48 |
252.48 |
-227.00 |
-47.3% |
400.42 |
| ATR |
346.02 |
339.34 |
-6.68 |
-1.9% |
0.00 |
| Volume |
336,924,793 |
363,850,306 |
26,925,513 |
8.0% |
1,211,965,383 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40,508.26 |
40,383.49 |
39,892.61 |
|
| R3 |
40,255.78 |
40,131.01 |
39,823.18 |
|
| R2 |
40,003.30 |
40,003.30 |
39,800.04 |
|
| R1 |
39,878.53 |
39,878.53 |
39,776.89 |
39,940.92 |
| PP |
39,750.82 |
39,750.82 |
39,750.82 |
39,782.02 |
| S1 |
39,626.05 |
39,626.05 |
39,730.61 |
39,688.44 |
| S2 |
39,498.34 |
39,498.34 |
39,707.46 |
|
| S3 |
39,245.86 |
39,373.57 |
39,684.32 |
|
| S4 |
38,993.38 |
39,121.09 |
39,614.89 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40,485.32 |
40,331.01 |
39,596.10 |
|
| R3 |
40,084.90 |
39,930.59 |
39,485.99 |
|
| R2 |
39,684.48 |
39,684.48 |
39,449.28 |
|
| R1 |
39,530.17 |
39,530.17 |
39,412.58 |
39,607.33 |
| PP |
39,284.06 |
39,284.06 |
39,284.06 |
39,322.63 |
| S1 |
39,129.75 |
39,129.75 |
39,339.16 |
39,206.91 |
| S2 |
38,883.64 |
38,883.64 |
39,302.46 |
|
| S3 |
38,483.22 |
38,729.33 |
39,265.75 |
|
| S4 |
38,082.80 |
38,328.91 |
39,155.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
39,875.60 |
39,146.60 |
729.00 |
1.8% |
337.02 |
0.8% |
83% |
True |
False |
352,376,170 |
| 10 |
39,875.60 |
38,937.15 |
938.45 |
2.4% |
325.10 |
0.8% |
87% |
True |
False |
368,346,146 |
| 20 |
39,875.60 |
38,305.85 |
1,569.75 |
3.9% |
334.90 |
0.8% |
92% |
True |
False |
388,715,802 |
| 40 |
40,077.40 |
38,000.96 |
2,076.44 |
5.2% |
333.02 |
0.8% |
84% |
False |
False |
362,272,185 |
| 60 |
40,077.40 |
37,611.56 |
2,465.84 |
6.2% |
330.41 |
0.8% |
87% |
False |
False |
361,012,160 |
| 80 |
40,077.40 |
37,611.56 |
2,465.84 |
6.2% |
336.22 |
0.8% |
87% |
False |
False |
356,804,523 |
| 100 |
40,077.40 |
37,611.56 |
2,465.84 |
6.2% |
323.92 |
0.8% |
87% |
False |
False |
357,533,066 |
| 120 |
40,077.40 |
37,451.71 |
2,625.69 |
6.6% |
321.51 |
0.8% |
88% |
False |
False |
354,039,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
40,948.64 |
|
2.618 |
40,536.59 |
|
1.618 |
40,284.11 |
|
1.000 |
40,128.08 |
|
0.618 |
40,031.63 |
|
HIGH |
39,875.60 |
|
0.618 |
39,779.15 |
|
0.500 |
39,749.36 |
|
0.382 |
39,719.57 |
|
LOW |
39,623.12 |
|
0.618 |
39,467.09 |
|
1.000 |
39,370.64 |
|
1.618 |
39,214.61 |
|
2.618 |
38,962.13 |
|
4.250 |
38,550.08 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
39,752.29 |
39,672.87 |
| PP |
39,750.82 |
39,591.98 |
| S1 |
39,749.36 |
39,511.10 |
|