Trading Metrics calculated at close of trading on 02-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
3,384.3260 |
3,463.1050 |
78.7790 |
2.3% |
3,519.5590 |
High |
3,509.8230 |
3,464.7860 |
-45.0370 |
-1.3% |
3,524.9200 |
Low |
3,352.2900 |
3,399.1000 |
46.8100 |
1.4% |
3,243.6820 |
Close |
3,463.2980 |
3,414.1460 |
-49.1520 |
-1.4% |
3,384.3260 |
Range |
157.5330 |
65.6860 |
-91.8470 |
-58.3% |
281.2380 |
ATR |
154.2790 |
147.9510 |
-6.3281 |
-4.1% |
0.0000 |
Volume |
1,010 |
69,448 |
68,438 |
6,776.0% |
389,675 |
|
Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,623.0687 |
3,584.2933 |
3,450.2733 |
|
R3 |
3,557.3827 |
3,518.6073 |
3,432.2097 |
|
R2 |
3,491.6967 |
3,491.6967 |
3,426.1884 |
|
R1 |
3,452.9213 |
3,452.9213 |
3,420.1672 |
3,439.4660 |
PP |
3,426.0107 |
3,426.0107 |
3,426.0107 |
3,419.2830 |
S1 |
3,387.2353 |
3,387.2353 |
3,408.1248 |
3,373.7800 |
S2 |
3,360.3247 |
3,360.3247 |
3,402.1036 |
|
S3 |
3,294.6387 |
3,321.5493 |
3,396.0824 |
|
S4 |
3,228.9527 |
3,255.8633 |
3,378.0187 |
|
|
Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,228.0233 |
4,087.4127 |
3,539.0069 |
|
R3 |
3,946.7853 |
3,806.1747 |
3,461.6665 |
|
R2 |
3,665.5473 |
3,665.5473 |
3,435.8863 |
|
R1 |
3,524.9367 |
3,524.9367 |
3,410.1062 |
3,454.6230 |
PP |
3,384.3093 |
3,384.3093 |
3,384.3093 |
3,349.1525 |
S1 |
3,243.6987 |
3,243.6987 |
3,358.5459 |
3,173.3850 |
S2 |
3,103.0713 |
3,103.0713 |
3,332.7657 |
|
S3 |
2,821.8333 |
2,962.4607 |
3,306.9856 |
|
S4 |
2,540.5953 |
2,681.2227 |
3,229.6451 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,509.8230 |
3,327.2390 |
182.5840 |
5.3% |
107.4026 |
3.1% |
48% |
False |
False |
91,208 |
10 |
3,619.5530 |
3,243.6820 |
375.8710 |
11.0% |
130.4827 |
3.8% |
45% |
False |
False |
95,565 |
20 |
3,883.2880 |
3,243.6820 |
639.6060 |
18.7% |
142.0757 |
4.2% |
27% |
False |
False |
102,460 |
40 |
3,940.4060 |
2,864.3480 |
1,076.0580 |
31.5% |
154.9182 |
4.5% |
51% |
False |
False |
127,905 |
60 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
32.0% |
171.8923 |
5.0% |
52% |
False |
False |
129,536 |
80 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
36.4% |
189.0940 |
5.5% |
46% |
False |
False |
142,175 |
100 |
4,090.3060 |
2,413.8710 |
1,676.4350 |
49.1% |
187.8660 |
5.5% |
60% |
False |
False |
159,019 |
120 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
56.2% |
174.8887 |
5.1% |
65% |
False |
False |
158,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,743.9515 |
2.618 |
3,636.7519 |
1.618 |
3,571.0659 |
1.000 |
3,530.4720 |
0.618 |
3,505.3799 |
HIGH |
3,464.7860 |
0.618 |
3,439.6939 |
0.500 |
3,431.9430 |
0.382 |
3,424.1921 |
LOW |
3,399.1000 |
0.618 |
3,358.5061 |
1.000 |
3,333.4140 |
1.618 |
3,292.8201 |
2.618 |
3,227.1341 |
4.250 |
3,119.9345 |
|
|
Fisher Pivots for day following 02-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
3,431.9430 |
3,431.0565 |
PP |
3,426.0107 |
3,425.4197 |
S1 |
3,420.0783 |
3,419.7828 |
|