| 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 |
2,390.3 |
2,393.9 |
3.6 |
0.2% |
2,356.3 |
| High |
2,401.4 |
2,416.7 |
15.3 |
0.6% |
2,424.8 |
| Low |
2,380.0 |
2,393.3 |
13.3 |
0.6% |
2,350.8 |
| Close |
2,391.2 |
2,403.2 |
12.0 |
0.5% |
2,421.1 |
| Range |
21.4 |
23.4 |
2.0 |
9.3% |
74.0 |
| ATR |
32.8 |
32.3 |
-0.5 |
-1.6% |
0.0 |
| Volume |
7,638 |
5,835 |
-1,803 |
-23.6% |
19,509 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,474.6 |
2,462.3 |
2,416.1 |
|
| R3 |
2,451.2 |
2,438.9 |
2,409.6 |
|
| R2 |
2,427.8 |
2,427.8 |
2,407.5 |
|
| R1 |
2,415.5 |
2,415.5 |
2,405.3 |
2,421.7 |
| PP |
2,404.4 |
2,404.4 |
2,404.4 |
2,407.5 |
| S1 |
2,392.1 |
2,392.1 |
2,401.1 |
2,398.3 |
| S2 |
2,381.0 |
2,381.0 |
2,398.9 |
|
| S3 |
2,357.6 |
2,368.7 |
2,396.8 |
|
| S4 |
2,334.2 |
2,345.3 |
2,390.3 |
|
|
| 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 |
2,360.0 |
64.8 |
2.7% |
33.4 |
1.4% |
67% |
False |
False |
7,025 |
| 10 |
2,424.8 |
2,327.5 |
97.3 |
4.0% |
29.1 |
1.2% |
78% |
False |
False |
5,352 |
| 20 |
2,424.8 |
2,327.5 |
97.3 |
4.0% |
29.3 |
1.2% |
78% |
False |
False |
3,514 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.2% |
33.4 |
1.4% |
44% |
False |
False |
2,842 |
| 60 |
2,500.2 |
2,326.9 |
173.3 |
7.2% |
34.8 |
1.4% |
44% |
False |
False |
2,224 |
| 80 |
2,500.2 |
2,210.4 |
289.8 |
12.1% |
35.1 |
1.5% |
67% |
False |
False |
1,941 |
| 100 |
2,500.2 |
2,058.9 |
441.3 |
18.4% |
32.5 |
1.4% |
78% |
False |
False |
1,674 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.6% |
30.3 |
1.3% |
78% |
False |
False |
1,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,516.2 |
|
2.618 |
2,478.0 |
|
1.618 |
2,454.6 |
|
1.000 |
2,440.1 |
|
0.618 |
2,431.2 |
|
HIGH |
2,416.7 |
|
0.618 |
2,407.8 |
|
0.500 |
2,405.0 |
|
0.382 |
2,402.2 |
|
LOW |
2,393.3 |
|
0.618 |
2,378.8 |
|
1.000 |
2,369.9 |
|
1.618 |
2,355.4 |
|
2.618 |
2,332.0 |
|
4.250 |
2,293.9 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,405.0 |
2,402.5 |
| PP |
2,404.4 |
2,401.8 |
| S1 |
2,403.8 |
2,401.1 |
|