| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,327.86 |
2,326.66 |
-1.20 |
-0.1% |
2,319.20 |
| High |
2,338.03 |
2,337.90 |
-0.13 |
0.0% |
2,338.03 |
| Low |
2,319.85 |
2,319.98 |
0.13 |
0.0% |
2,295.86 |
| Close |
2,326.51 |
2,331.97 |
5.46 |
0.2% |
2,326.51 |
| Range |
18.18 |
17.92 |
-0.26 |
-1.4% |
42.17 |
| ATR |
30.21 |
29.33 |
-0.88 |
-2.9% |
0.00 |
| Volume |
5,445 |
5,267 |
-178 |
-3.3% |
26,901 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,383.71 |
2,375.76 |
2,341.83 |
|
| R3 |
2,365.79 |
2,357.84 |
2,336.90 |
|
| R2 |
2,347.87 |
2,347.87 |
2,335.26 |
|
| R1 |
2,339.92 |
2,339.92 |
2,333.61 |
2,343.90 |
| PP |
2,329.95 |
2,329.95 |
2,329.95 |
2,331.94 |
| S1 |
2,322.00 |
2,322.00 |
2,330.33 |
2,325.98 |
| S2 |
2,312.03 |
2,312.03 |
2,328.68 |
|
| S3 |
2,294.11 |
2,304.08 |
2,327.04 |
|
| S4 |
2,276.19 |
2,286.16 |
2,322.11 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.64 |
2,428.75 |
2,349.70 |
|
| R3 |
2,404.47 |
2,386.58 |
2,338.11 |
|
| R2 |
2,362.30 |
2,362.30 |
2,334.24 |
|
| R1 |
2,344.41 |
2,344.41 |
2,330.38 |
2,353.36 |
| PP |
2,320.13 |
2,320.13 |
2,320.13 |
2,324.61 |
| S1 |
2,302.24 |
2,302.24 |
2,322.64 |
2,311.19 |
| S2 |
2,277.96 |
2,277.96 |
2,318.78 |
|
| S3 |
2,235.79 |
2,260.07 |
2,314.91 |
|
| S4 |
2,193.62 |
2,217.90 |
2,303.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,338.03 |
2,295.86 |
42.17 |
1.8% |
22.62 |
1.0% |
86% |
False |
False |
5,371 |
| 10 |
2,367.22 |
2,295.86 |
71.36 |
3.1% |
26.15 |
1.1% |
51% |
False |
False |
5,357 |
| 20 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
30.77 |
1.3% |
45% |
False |
False |
5,282 |
| 40 |
2,449.34 |
2,285.07 |
164.27 |
7.0% |
30.55 |
1.3% |
29% |
False |
False |
5,237 |
| 60 |
2,449.34 |
2,270.21 |
179.13 |
7.7% |
34.02 |
1.5% |
34% |
False |
False |
5,125 |
| 80 |
2,449.34 |
2,145.06 |
304.28 |
13.0% |
31.93 |
1.4% |
61% |
False |
False |
5,163 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
29.46 |
1.3% |
75% |
False |
False |
5,258 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
27.93 |
1.2% |
75% |
False |
False |
5,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,414.06 |
|
2.618 |
2,384.81 |
|
1.618 |
2,366.89 |
|
1.000 |
2,355.82 |
|
0.618 |
2,348.97 |
|
HIGH |
2,337.90 |
|
0.618 |
2,331.05 |
|
0.500 |
2,328.94 |
|
0.382 |
2,326.83 |
|
LOW |
2,319.98 |
|
0.618 |
2,308.91 |
|
1.000 |
2,302.06 |
|
1.618 |
2,290.99 |
|
2.618 |
2,273.07 |
|
4.250 |
2,243.82 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,330.96 |
2,327.24 |
| PP |
2,329.95 |
2,322.51 |
| S1 |
2,328.94 |
2,317.78 |
|