| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,393.9 |
2,401.2 |
7.3 |
0.3% |
2,356.3 |
| High |
2,416.7 |
2,453.8 |
37.1 |
1.5% |
2,424.8 |
| Low |
2,393.3 |
2,400.9 |
7.6 |
0.3% |
2,350.8 |
| Close |
2,403.2 |
2,445.6 |
42.4 |
1.8% |
2,421.1 |
| Range |
23.4 |
52.9 |
29.5 |
126.1% |
74.0 |
| ATR |
32.3 |
33.8 |
1.5 |
4.6% |
0.0 |
| Volume |
5,835 |
9,843 |
4,008 |
68.7% |
19,509 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,592.1 |
2,571.8 |
2,474.7 |
|
| R3 |
2,539.2 |
2,518.9 |
2,460.1 |
|
| R2 |
2,486.3 |
2,486.3 |
2,455.3 |
|
| R1 |
2,466.0 |
2,466.0 |
2,450.4 |
2,476.2 |
| PP |
2,433.4 |
2,433.4 |
2,433.4 |
2,438.5 |
| S1 |
2,413.1 |
2,413.1 |
2,440.8 |
2,423.3 |
| S2 |
2,380.5 |
2,380.5 |
2,435.9 |
|
| S3 |
2,327.6 |
2,360.2 |
2,431.1 |
|
| S4 |
2,274.7 |
2,307.3 |
2,416.5 |
|
|
| 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 |
2,453.8 |
2,380.0 |
73.8 |
3.0% |
36.5 |
1.5% |
89% |
True |
False |
7,696 |
| 10 |
2,453.8 |
2,330.0 |
123.8 |
5.1% |
31.3 |
1.3% |
93% |
True |
False |
5,960 |
| 20 |
2,453.8 |
2,327.5 |
126.3 |
5.2% |
30.9 |
1.3% |
94% |
True |
False |
3,950 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.1% |
33.9 |
1.4% |
68% |
False |
False |
3,074 |
| 60 |
2,500.2 |
2,326.9 |
173.3 |
7.1% |
34.6 |
1.4% |
68% |
False |
False |
2,372 |
| 80 |
2,500.2 |
2,210.4 |
289.8 |
11.8% |
35.6 |
1.5% |
81% |
False |
False |
2,060 |
| 100 |
2,500.2 |
2,064.0 |
436.2 |
17.8% |
32.8 |
1.3% |
87% |
False |
False |
1,771 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.2% |
30.6 |
1.2% |
88% |
False |
False |
1,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,678.6 |
|
2.618 |
2,592.3 |
|
1.618 |
2,539.4 |
|
1.000 |
2,506.7 |
|
0.618 |
2,486.5 |
|
HIGH |
2,453.8 |
|
0.618 |
2,433.6 |
|
0.500 |
2,427.4 |
|
0.382 |
2,421.1 |
|
LOW |
2,400.9 |
|
0.618 |
2,368.2 |
|
1.000 |
2,348.0 |
|
1.618 |
2,315.3 |
|
2.618 |
2,262.4 |
|
4.250 |
2,176.1 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,439.5 |
2,436.0 |
| PP |
2,433.4 |
2,426.5 |
| S1 |
2,427.4 |
2,416.9 |
|