| 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 |
2,396.2 |
2,366.5 |
-29.7 |
-1.2% |
2,336.2 |
| High |
2,399.3 |
2,378.3 |
-21.0 |
-0.9% |
2,401.5 |
| Low |
2,358.3 |
2,356.0 |
-2.3 |
-0.1% |
2,327.4 |
| Close |
2,363.5 |
2,367.9 |
4.4 |
0.2% |
2,397.7 |
| Range |
41.0 |
22.3 |
-18.7 |
-45.6% |
74.1 |
| ATR |
34.5 |
33.7 |
-0.9 |
-2.5% |
0.0 |
| Volume |
240,781 |
252,489 |
11,708 |
4.9% |
783,206 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.3 |
2,423.4 |
2,380.2 |
|
| R3 |
2,412.0 |
2,401.1 |
2,374.0 |
|
| R2 |
2,389.7 |
2,389.7 |
2,372.0 |
|
| R1 |
2,378.8 |
2,378.8 |
2,369.9 |
2,384.3 |
| PP |
2,367.4 |
2,367.4 |
2,367.4 |
2,370.1 |
| S1 |
2,356.5 |
2,356.5 |
2,365.9 |
2,362.0 |
| S2 |
2,345.1 |
2,345.1 |
2,363.8 |
|
| S3 |
2,322.8 |
2,334.2 |
2,361.8 |
|
| S4 |
2,300.5 |
2,311.9 |
2,355.6 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.8 |
2,571.9 |
2,438.5 |
|
| R3 |
2,523.7 |
2,497.8 |
2,418.1 |
|
| R2 |
2,449.6 |
2,449.6 |
2,411.3 |
|
| R1 |
2,423.7 |
2,423.7 |
2,404.5 |
2,436.7 |
| PP |
2,375.5 |
2,375.5 |
2,375.5 |
2,382.0 |
| S1 |
2,349.6 |
2,349.6 |
2,390.9 |
2,362.6 |
| S2 |
2,301.4 |
2,301.4 |
2,384.1 |
|
| S3 |
2,227.3 |
2,275.5 |
2,377.3 |
|
| S4 |
2,153.2 |
2,201.4 |
2,356.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,401.5 |
2,327.4 |
74.1 |
3.1% |
33.3 |
1.4% |
55% |
False |
False |
226,775 |
| 10 |
2,401.5 |
2,304.7 |
96.8 |
4.1% |
29.7 |
1.3% |
65% |
False |
False |
188,798 |
| 20 |
2,401.5 |
2,304.5 |
97.0 |
4.1% |
30.5 |
1.3% |
65% |
False |
False |
180,307 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.3% |
34.7 |
1.5% |
37% |
False |
False |
144,655 |
| 60 |
2,477.0 |
2,304.2 |
172.8 |
7.3% |
37.2 |
1.6% |
37% |
False |
False |
103,300 |
| 80 |
2,477.0 |
2,190.7 |
286.3 |
12.1% |
36.4 |
1.5% |
62% |
False |
False |
78,983 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
33.6 |
1.4% |
75% |
False |
False |
63,740 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
31.5 |
1.3% |
75% |
False |
False |
53,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,473.1 |
|
2.618 |
2,436.7 |
|
1.618 |
2,414.4 |
|
1.000 |
2,400.6 |
|
0.618 |
2,392.1 |
|
HIGH |
2,378.3 |
|
0.618 |
2,369.8 |
|
0.500 |
2,367.2 |
|
0.382 |
2,364.5 |
|
LOW |
2,356.0 |
|
0.618 |
2,342.2 |
|
1.000 |
2,333.7 |
|
1.618 |
2,319.9 |
|
2.618 |
2,297.6 |
|
4.250 |
2,261.2 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,367.7 |
2,378.8 |
| PP |
2,367.4 |
2,375.1 |
| S1 |
2,367.2 |
2,371.5 |
|