| 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 |
5,697.50 |
5,748.00 |
50.50 |
0.9% |
5,596.75 |
| High |
5,753.50 |
5,770.50 |
17.00 |
0.3% |
5,688.75 |
| Low |
5,694.50 |
5,692.25 |
-2.25 |
0.0% |
5,565.75 |
| Close |
5,751.75 |
5,702.25 |
-49.50 |
-0.9% |
5,684.75 |
| Range |
59.00 |
78.25 |
19.25 |
32.6% |
123.00 |
| ATR |
45.27 |
47.62 |
2.36 |
5.2% |
0.00 |
| Volume |
1,317 |
2,225 |
908 |
68.9% |
4,192 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,956.50 |
5,907.50 |
5,745.25 |
|
| R3 |
5,878.25 |
5,829.25 |
5,723.75 |
|
| R2 |
5,800.00 |
5,800.00 |
5,716.50 |
|
| R1 |
5,751.00 |
5,751.00 |
5,709.50 |
5,736.50 |
| PP |
5,721.75 |
5,721.75 |
5,721.75 |
5,714.25 |
| S1 |
5,672.75 |
5,672.75 |
5,695.00 |
5,658.00 |
| S2 |
5,643.50 |
5,643.50 |
5,688.00 |
|
| S3 |
5,565.25 |
5,594.50 |
5,680.75 |
|
| S4 |
5,487.00 |
5,516.25 |
5,659.25 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,015.50 |
5,973.00 |
5,752.50 |
|
| R3 |
5,892.50 |
5,850.00 |
5,718.50 |
|
| R2 |
5,769.50 |
5,769.50 |
5,707.25 |
|
| R1 |
5,727.00 |
5,727.00 |
5,696.00 |
5,748.25 |
| PP |
5,646.50 |
5,646.50 |
5,646.50 |
5,657.00 |
| S1 |
5,604.00 |
5,604.00 |
5,673.50 |
5,625.25 |
| S2 |
5,523.50 |
5,523.50 |
5,662.25 |
|
| S3 |
5,400.50 |
5,481.00 |
5,651.00 |
|
| S4 |
5,277.50 |
5,358.00 |
5,617.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,770.50 |
5,648.75 |
121.75 |
2.1% |
44.25 |
0.8% |
44% |
True |
False |
1,441 |
| 10 |
5,770.50 |
5,565.75 |
204.75 |
3.6% |
47.00 |
0.8% |
67% |
True |
False |
1,451 |
| 20 |
5,770.50 |
5,507.50 |
263.00 |
4.6% |
46.25 |
0.8% |
74% |
True |
False |
1,130 |
| 40 |
5,770.50 |
5,327.75 |
442.75 |
7.8% |
46.50 |
0.8% |
85% |
True |
False |
658 |
| 60 |
5,770.50 |
5,075.00 |
695.50 |
12.2% |
50.25 |
0.9% |
90% |
True |
False |
491 |
| 80 |
5,770.50 |
5,075.00 |
695.50 |
12.2% |
52.25 |
0.9% |
90% |
True |
False |
402 |
| 100 |
5,770.50 |
5,075.00 |
695.50 |
12.2% |
49.50 |
0.9% |
90% |
True |
False |
350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,103.00 |
|
2.618 |
5,975.25 |
|
1.618 |
5,897.00 |
|
1.000 |
5,848.75 |
|
0.618 |
5,818.75 |
|
HIGH |
5,770.50 |
|
0.618 |
5,740.50 |
|
0.500 |
5,731.50 |
|
0.382 |
5,722.25 |
|
LOW |
5,692.25 |
|
0.618 |
5,644.00 |
|
1.000 |
5,614.00 |
|
1.618 |
5,565.75 |
|
2.618 |
5,487.50 |
|
4.250 |
5,359.75 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,731.50 |
5,731.25 |
| PP |
5,721.75 |
5,721.50 |
| S1 |
5,712.00 |
5,712.00 |
|