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 |
39,695.18 |
39,783.28 |
88.10 |
0.2% |
39,391.98 |
High |
39,875.60 |
40,257.24 |
381.64 |
1.0% |
40,257.24 |
Low |
39,623.12 |
39,783.28 |
160.16 |
0.4% |
39,146.60 |
Close |
39,753.75 |
40,000.90 |
247.15 |
0.6% |
40,000.90 |
Range |
252.48 |
473.96 |
221.48 |
87.7% |
1,110.64 |
ATR |
339.34 |
351.06 |
11.73 |
3.5% |
0.00 |
Volume |
363,850,306 |
329,069,849 |
-34,780,457 |
-9.6% |
1,759,460,687 |
|
Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41,435.69 |
41,192.25 |
40,261.58 |
|
R3 |
40,961.73 |
40,718.29 |
40,131.24 |
|
R2 |
40,487.77 |
40,487.77 |
40,087.79 |
|
R1 |
40,244.33 |
40,244.33 |
40,044.35 |
40,366.05 |
PP |
40,013.81 |
40,013.81 |
40,013.81 |
40,074.67 |
S1 |
39,770.37 |
39,770.37 |
39,957.45 |
39,892.09 |
S2 |
39,539.85 |
39,539.85 |
39,914.01 |
|
S3 |
39,065.89 |
39,296.41 |
39,870.56 |
|
S4 |
38,591.93 |
38,822.45 |
39,740.22 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43,133.50 |
42,677.84 |
40,611.75 |
|
R3 |
42,022.86 |
41,567.20 |
40,306.33 |
|
R2 |
40,912.22 |
40,912.22 |
40,204.52 |
|
R1 |
40,456.56 |
40,456.56 |
40,102.71 |
40,684.39 |
PP |
39,801.58 |
39,801.58 |
39,801.58 |
39,915.50 |
S1 |
39,345.92 |
39,345.92 |
39,899.09 |
39,573.75 |
S2 |
38,690.94 |
38,690.94 |
39,797.28 |
|
S3 |
37,580.30 |
38,235.28 |
39,695.47 |
|
S4 |
36,469.66 |
37,124.64 |
39,390.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40,257.24 |
39,146.60 |
1,110.64 |
2.8% |
385.63 |
1.0% |
77% |
True |
False |
351,892,137 |
10 |
40,257.24 |
38,937.15 |
1,320.09 |
3.3% |
350.10 |
0.9% |
81% |
True |
False |
365,992,731 |
20 |
40,257.24 |
38,305.85 |
1,951.39 |
4.9% |
333.66 |
0.8% |
87% |
True |
False |
381,304,842 |
40 |
40,257.24 |
38,000.96 |
2,256.28 |
5.6% |
338.76 |
0.8% |
89% |
True |
False |
362,342,662 |
60 |
40,257.24 |
37,611.56 |
2,645.68 |
6.6% |
333.67 |
0.8% |
90% |
True |
False |
360,797,347 |
80 |
40,257.24 |
37,611.56 |
2,645.68 |
6.6% |
340.43 |
0.9% |
90% |
True |
False |
356,772,645 |
100 |
40,257.24 |
37,611.56 |
2,645.68 |
6.6% |
326.24 |
0.8% |
90% |
True |
False |
358,001,598 |
120 |
40,257.24 |
37,611.56 |
2,645.68 |
6.6% |
321.44 |
0.8% |
90% |
True |
False |
353,612,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42,271.57 |
2.618 |
41,498.07 |
1.618 |
41,024.11 |
1.000 |
40,731.20 |
0.618 |
40,550.15 |
HIGH |
40,257.24 |
0.618 |
40,076.19 |
0.500 |
40,020.26 |
0.382 |
39,964.33 |
LOW |
39,783.28 |
0.618 |
39,490.37 |
1.000 |
39,309.32 |
1.618 |
39,016.41 |
2.618 |
38,542.45 |
4.250 |
37,768.95 |
|
|
Fisher Pivots for day following 12-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
40,020.26 |
39,919.59 |
PP |
40,013.81 |
39,838.29 |
S1 |
40,007.35 |
39,756.98 |
|