| Trading Metrics calculated at close of trading on 08-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,387.9 |
2,419.0 |
31.1 |
1.3% |
2,356.3 |
| High |
2,424.8 |
2,422.1 |
-2.7 |
-0.1% |
2,424.8 |
| Low |
2,380.0 |
2,382.0 |
2.0 |
0.1% |
2,350.8 |
| Close |
2,421.1 |
2,387.0 |
-34.1 |
-1.4% |
2,421.1 |
| Range |
44.8 |
40.1 |
-4.7 |
-10.5% |
74.0 |
| ATR |
33.2 |
33.7 |
0.5 |
1.5% |
0.0 |
| Volume |
4,923 |
10,242 |
5,319 |
108.0% |
19,509 |
|
| Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,517.3 |
2,492.3 |
2,409.1 |
|
| R3 |
2,477.2 |
2,452.2 |
2,398.0 |
|
| R2 |
2,437.1 |
2,437.1 |
2,394.4 |
|
| R1 |
2,412.1 |
2,412.1 |
2,390.7 |
2,404.6 |
| PP |
2,397.0 |
2,397.0 |
2,397.0 |
2,393.3 |
| S1 |
2,372.0 |
2,372.0 |
2,383.3 |
2,364.5 |
| S2 |
2,356.9 |
2,356.9 |
2,379.6 |
|
| S3 |
2,316.8 |
2,331.9 |
2,376.0 |
|
| S4 |
2,276.7 |
2,291.8 |
2,364.9 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.9 |
2,595.0 |
2,461.8 |
|
| R3 |
2,546.9 |
2,521.0 |
2,441.5 |
|
| R2 |
2,472.9 |
2,472.9 |
2,434.7 |
|
| R1 |
2,447.0 |
2,447.0 |
2,427.9 |
2,460.0 |
| PP |
2,398.9 |
2,398.9 |
2,398.9 |
2,405.4 |
| S1 |
2,373.0 |
2,373.0 |
2,414.3 |
2,386.0 |
| S2 |
2,324.9 |
2,324.9 |
2,407.5 |
|
| S3 |
2,250.9 |
2,299.0 |
2,400.8 |
|
| S4 |
2,176.9 |
2,225.0 |
2,380.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,424.8 |
2,350.8 |
74.0 |
3.1% |
32.2 |
1.3% |
49% |
False |
False |
5,950 |
| 10 |
2,424.8 |
2,327.5 |
97.3 |
4.1% |
28.5 |
1.2% |
61% |
False |
False |
4,294 |
| 20 |
2,429.2 |
2,326.9 |
102.3 |
4.3% |
33.5 |
1.4% |
59% |
False |
False |
3,116 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.3% |
34.0 |
1.4% |
35% |
False |
False |
2,568 |
| 60 |
2,500.2 |
2,326.9 |
173.3 |
7.3% |
36.5 |
1.5% |
35% |
False |
False |
2,062 |
| 80 |
2,500.2 |
2,210.4 |
289.8 |
12.1% |
35.1 |
1.5% |
61% |
False |
False |
1,788 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
32.5 |
1.4% |
75% |
False |
False |
1,553 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
30.4 |
1.3% |
75% |
False |
False |
1,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,592.5 |
|
2.618 |
2,527.1 |
|
1.618 |
2,487.0 |
|
1.000 |
2,462.2 |
|
0.618 |
2,446.9 |
|
HIGH |
2,422.1 |
|
0.618 |
2,406.8 |
|
0.500 |
2,402.1 |
|
0.382 |
2,397.3 |
|
LOW |
2,382.0 |
|
0.618 |
2,357.2 |
|
1.000 |
2,341.9 |
|
1.618 |
2,317.1 |
|
2.618 |
2,277.0 |
|
4.250 |
2,211.6 |
|
|
| Fisher Pivots for day following 08-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,402.1 |
2,392.4 |
| PP |
2,397.0 |
2,390.6 |
| S1 |
2,392.0 |
2,388.8 |
|