| Trading Metrics calculated at close of trading on 12-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
21,150.00 |
20,682.00 |
-468.00 |
-2.2% |
20,857.75 |
| High |
21,240.25 |
20,996.75 |
-243.50 |
-1.1% |
21,240.25 |
| Low |
20,634.00 |
20,600.00 |
-34.00 |
-0.2% |
20,600.00 |
| Close |
20,695.25 |
20,777.75 |
82.50 |
0.4% |
20,777.75 |
| Range |
606.25 |
396.75 |
-209.50 |
-34.6% |
640.25 |
| ATR |
265.23 |
274.63 |
9.39 |
3.5% |
0.00 |
| Volume |
1,804 |
1,391 |
-413 |
-22.9% |
5,766 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,981.75 |
21,776.50 |
20,996.00 |
|
| R3 |
21,585.00 |
21,379.75 |
20,886.75 |
|
| R2 |
21,188.25 |
21,188.25 |
20,850.50 |
|
| R1 |
20,983.00 |
20,983.00 |
20,814.00 |
21,085.50 |
| PP |
20,791.50 |
20,791.50 |
20,791.50 |
20,842.75 |
| S1 |
20,586.25 |
20,586.25 |
20,741.50 |
20,689.00 |
| S2 |
20,394.75 |
20,394.75 |
20,705.00 |
|
| S3 |
19,998.00 |
20,189.50 |
20,668.75 |
|
| S4 |
19,601.25 |
19,792.75 |
20,559.50 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,793.50 |
22,425.75 |
21,130.00 |
|
| R3 |
22,153.25 |
21,785.50 |
20,953.75 |
|
| R2 |
21,513.00 |
21,513.00 |
20,895.25 |
|
| R1 |
21,145.25 |
21,145.25 |
20,836.50 |
21,009.00 |
| PP |
20,872.75 |
20,872.75 |
20,872.75 |
20,804.50 |
| S1 |
20,505.00 |
20,505.00 |
20,719.00 |
20,368.75 |
| S2 |
20,232.50 |
20,232.50 |
20,660.25 |
|
| S3 |
19,592.25 |
19,864.75 |
20,601.75 |
|
| S4 |
18,952.00 |
19,224.50 |
20,425.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,240.25 |
20,600.00 |
640.25 |
3.1% |
298.50 |
1.4% |
28% |
False |
True |
1,153 |
| 10 |
21,240.25 |
20,065.75 |
1,174.50 |
5.7% |
297.00 |
1.4% |
61% |
False |
False |
1,065 |
| 20 |
21,240.25 |
19,977.50 |
1,262.75 |
6.1% |
267.00 |
1.3% |
63% |
False |
False |
822 |
| 40 |
21,240.25 |
18,724.75 |
2,515.50 |
12.1% |
246.50 |
1.2% |
82% |
False |
False |
446 |
| 60 |
21,240.25 |
17,555.75 |
3,684.50 |
17.7% |
251.00 |
1.2% |
87% |
False |
False |
310 |
| 80 |
21,240.25 |
17,555.75 |
3,684.50 |
17.7% |
250.25 |
1.2% |
87% |
False |
False |
238 |
| 100 |
21,240.25 |
17,555.75 |
3,684.50 |
17.7% |
208.00 |
1.0% |
87% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,683.00 |
|
2.618 |
22,035.50 |
|
1.618 |
21,638.75 |
|
1.000 |
21,393.50 |
|
0.618 |
21,242.00 |
|
HIGH |
20,996.75 |
|
0.618 |
20,845.25 |
|
0.500 |
20,798.50 |
|
0.382 |
20,751.50 |
|
LOW |
20,600.00 |
|
0.618 |
20,354.75 |
|
1.000 |
20,203.25 |
|
1.618 |
19,958.00 |
|
2.618 |
19,561.25 |
|
4.250 |
18,913.75 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,798.50 |
20,920.00 |
| PP |
20,791.50 |
20,872.75 |
| S1 |
20,784.50 |
20,825.25 |
|