Trading Metrics calculated at close of trading on 03-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
3,463.1050 |
3,413.4440 |
-49.6610 |
-1.4% |
3,519.5590 |
High |
3,464.7860 |
3,426.7930 |
-37.9930 |
-1.1% |
3,524.9200 |
Low |
3,399.1000 |
3,254.7240 |
-144.3760 |
-4.2% |
3,243.6820 |
Close |
3,414.1460 |
3,256.4560 |
-157.6900 |
-4.6% |
3,384.3260 |
Range |
65.6860 |
172.0690 |
106.3830 |
162.0% |
281.2380 |
ATR |
147.9510 |
149.6737 |
1.7227 |
1.2% |
0.0000 |
Volume |
69,448 |
130,506 |
61,058 |
87.9% |
389,675 |
|
Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,828.8647 |
3,714.7293 |
3,351.0940 |
|
R3 |
3,656.7957 |
3,542.6603 |
3,303.7750 |
|
R2 |
3,484.7267 |
3,484.7267 |
3,288.0020 |
|
R1 |
3,370.5913 |
3,370.5913 |
3,272.2290 |
3,341.6245 |
PP |
3,312.6577 |
3,312.6577 |
3,312.6577 |
3,298.1743 |
S1 |
3,198.5223 |
3,198.5223 |
3,240.6830 |
3,169.5555 |
S2 |
3,140.5887 |
3,140.5887 |
3,224.9100 |
|
S3 |
2,968.5197 |
3,026.4533 |
3,209.1370 |
|
S4 |
2,796.4507 |
2,854.3843 |
3,161.8181 |
|
|
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 |
3,254.7240 |
255.0990 |
7.8% |
123.5656 |
3.8% |
1% |
False |
True |
94,112 |
10 |
3,619.5530 |
3,243.6820 |
375.8710 |
11.5% |
132.0906 |
4.1% |
3% |
False |
False |
89,791 |
20 |
3,883.2880 |
3,243.6820 |
639.6060 |
19.6% |
146.5689 |
4.5% |
2% |
False |
False |
103,964 |
40 |
3,940.4060 |
2,864.3480 |
1,076.0580 |
33.0% |
155.0649 |
4.8% |
36% |
False |
False |
131,139 |
60 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
33.6% |
168.0788 |
5.2% |
37% |
False |
False |
131,675 |
80 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
38.2% |
189.2466 |
5.8% |
33% |
False |
False |
140,409 |
100 |
4,090.3060 |
2,419.2580 |
1,671.0480 |
51.3% |
189.1296 |
5.8% |
50% |
False |
False |
158,262 |
120 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
58.9% |
174.5358 |
5.4% |
57% |
False |
False |
155,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,158.0863 |
2.618 |
3,877.2696 |
1.618 |
3,705.2006 |
1.000 |
3,598.8620 |
0.618 |
3,533.1316 |
HIGH |
3,426.7930 |
0.618 |
3,361.0626 |
0.500 |
3,340.7585 |
0.382 |
3,320.4544 |
LOW |
3,254.7240 |
0.618 |
3,148.3854 |
1.000 |
3,082.6550 |
1.618 |
2,976.3164 |
2.618 |
2,804.2474 |
4.250 |
2,523.4308 |
|
|
Fisher Pivots for day following 03-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
3,340.7585 |
3,382.2735 |
PP |
3,312.6577 |
3,340.3343 |
S1 |
3,284.5568 |
3,298.3952 |
|