| Trading Metrics calculated at close of trading on 10-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,366.5 |
2,371.0 |
4.5 |
0.2% |
2,336.2 |
| High |
2,378.3 |
2,393.4 |
15.1 |
0.6% |
2,401.5 |
| Low |
2,356.0 |
2,369.7 |
13.7 |
0.6% |
2,327.4 |
| Close |
2,367.9 |
2,379.7 |
11.8 |
0.5% |
2,397.7 |
| Range |
22.3 |
23.7 |
1.4 |
6.3% |
74.1 |
| ATR |
33.7 |
33.1 |
-0.6 |
-1.7% |
0.0 |
| Volume |
252,489 |
163,900 |
-88,589 |
-35.1% |
783,206 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.0 |
2,439.6 |
2,392.7 |
|
| R3 |
2,428.3 |
2,415.9 |
2,386.2 |
|
| R2 |
2,404.6 |
2,404.6 |
2,384.0 |
|
| R1 |
2,392.2 |
2,392.2 |
2,381.9 |
2,398.4 |
| PP |
2,380.9 |
2,380.9 |
2,380.9 |
2,384.1 |
| S1 |
2,368.5 |
2,368.5 |
2,377.5 |
2,374.7 |
| S2 |
2,357.2 |
2,357.2 |
2,375.4 |
|
| S3 |
2,333.5 |
2,344.8 |
2,373.2 |
|
| S4 |
2,309.8 |
2,321.1 |
2,366.7 |
|
|
| 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 |
2,335.7 |
65.8 |
2.8% |
34.3 |
1.4% |
67% |
False |
False |
228,813 |
| 10 |
2,401.5 |
2,304.7 |
96.8 |
4.1% |
29.8 |
1.3% |
77% |
False |
False |
190,761 |
| 20 |
2,401.5 |
2,304.7 |
96.8 |
4.1% |
30.3 |
1.3% |
77% |
False |
False |
181,358 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.3% |
34.5 |
1.5% |
44% |
False |
False |
146,821 |
| 60 |
2,477.0 |
2,304.2 |
172.8 |
7.3% |
36.0 |
1.5% |
44% |
False |
False |
105,586 |
| 80 |
2,477.0 |
2,190.7 |
286.3 |
12.0% |
36.4 |
1.5% |
66% |
False |
False |
81,002 |
| 100 |
2,477.0 |
2,040.0 |
437.0 |
18.4% |
33.7 |
1.4% |
78% |
False |
False |
65,345 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.5% |
31.4 |
1.3% |
78% |
False |
False |
54,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,494.1 |
|
2.618 |
2,455.4 |
|
1.618 |
2,431.7 |
|
1.000 |
2,417.1 |
|
0.618 |
2,408.0 |
|
HIGH |
2,393.4 |
|
0.618 |
2,384.3 |
|
0.500 |
2,381.6 |
|
0.382 |
2,378.8 |
|
LOW |
2,369.7 |
|
0.618 |
2,355.1 |
|
1.000 |
2,346.0 |
|
1.618 |
2,331.4 |
|
2.618 |
2,307.7 |
|
4.250 |
2,269.0 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,381.6 |
2,379.0 |
| PP |
2,380.9 |
2,378.3 |
| S1 |
2,380.3 |
2,377.7 |
|