Trading Metrics calculated at close of trading on 05-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
3,413.4440 |
3,139.7410 |
-273.7030 |
-8.0% |
3,384.3260 |
High |
3,426.7930 |
3,167.9370 |
-258.8560 |
-7.6% |
3,509.8230 |
Low |
3,254.7240 |
2,827.1400 |
-427.5840 |
-13.1% |
2,827.1400 |
Close |
3,256.4560 |
2,975.1020 |
-281.3540 |
-8.6% |
2,975.1020 |
Range |
172.0690 |
340.7970 |
168.7280 |
98.1% |
682.6830 |
ATR |
149.6737 |
169.6481 |
19.9745 |
13.3% |
0.0000 |
Volume |
130,506 |
371,965 |
241,459 |
185.0% |
572,929 |
|
Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,012.4507 |
3,834.5733 |
3,162.5404 |
|
R3 |
3,671.6537 |
3,493.7763 |
3,068.8212 |
|
R2 |
3,330.8567 |
3,330.8567 |
3,037.5815 |
|
R1 |
3,152.9793 |
3,152.9793 |
3,006.3417 |
3,071.5195 |
PP |
2,990.0597 |
2,990.0597 |
2,990.0597 |
2,949.3298 |
S1 |
2,812.1823 |
2,812.1823 |
2,943.8623 |
2,730.7225 |
S2 |
2,649.2627 |
2,649.2627 |
2,912.6226 |
|
S3 |
2,308.4657 |
2,471.3853 |
2,881.3828 |
|
S4 |
1,967.6687 |
2,130.5883 |
2,787.6637 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,152.0707 |
4,746.2693 |
3,350.5777 |
|
R3 |
4,469.3877 |
4,063.5863 |
3,162.8398 |
|
R2 |
3,786.7047 |
3,786.7047 |
3,100.2606 |
|
R1 |
3,380.9033 |
3,380.9033 |
3,037.6813 |
3,242.4625 |
PP |
3,104.0217 |
3,104.0217 |
3,104.0217 |
3,034.8013 |
S1 |
2,698.2203 |
2,698.2203 |
2,912.5227 |
2,559.7795 |
S2 |
2,421.3387 |
2,421.3387 |
2,849.9435 |
|
S3 |
1,738.6557 |
2,015.5373 |
2,787.3642 |
|
S4 |
1,055.9727 |
1,332.8543 |
2,599.6264 |
|
|
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 |
2,827.1400 |
682.6830 |
22.9% |
170.4630 |
5.7% |
22% |
False |
True |
142,657 |
10 |
3,536.5090 |
2,827.1400 |
709.3690 |
23.8% |
152.8502 |
5.1% |
21% |
False |
True |
111,241 |
20 |
3,877.1480 |
2,827.1400 |
1,050.0080 |
35.3% |
158.4685 |
5.3% |
14% |
False |
True |
117,038 |
40 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
37.4% |
161.1866 |
5.4% |
13% |
False |
True |
138,145 |
60 |
3,940.4060 |
2,827.1400 |
1,113.2660 |
37.4% |
169.4138 |
5.7% |
13% |
False |
True |
134,585 |
80 |
4,090.3060 |
2,827.1400 |
1,263.1660 |
42.5% |
189.7973 |
6.4% |
12% |
False |
True |
145,017 |
100 |
4,090.3060 |
2,474.1830 |
1,616.1230 |
54.3% |
191.5235 |
6.4% |
31% |
False |
False |
159,549 |
120 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
64.5% |
175.8996 |
5.9% |
42% |
False |
False |
155,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,616.3243 |
2.618 |
4,060.1435 |
1.618 |
3,719.3465 |
1.000 |
3,508.7340 |
0.618 |
3,378.5495 |
HIGH |
3,167.9370 |
0.618 |
3,037.7525 |
0.500 |
2,997.5385 |
0.382 |
2,957.3245 |
LOW |
2,827.1400 |
0.618 |
2,616.5275 |
1.000 |
2,486.3430 |
1.618 |
2,275.7305 |
2.618 |
1,934.9335 |
4.250 |
1,378.7528 |
|
|
Fisher Pivots for day following 05-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
2,997.5385 |
3,145.9630 |
PP |
2,990.0597 |
3,089.0093 |
S1 |
2,982.5808 |
3,032.0557 |
|