| 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 |
2,326.66 |
2,331.96 |
5.30 |
0.2% |
2,319.20 |
| High |
2,337.90 |
2,334.66 |
-3.24 |
-0.1% |
2,338.03 |
| Low |
2,319.98 |
2,320.72 |
0.74 |
0.0% |
2,295.86 |
| Close |
2,331.97 |
2,329.62 |
-2.35 |
-0.1% |
2,326.51 |
| Range |
17.92 |
13.94 |
-3.98 |
-22.2% |
42.17 |
| ATR |
29.33 |
28.23 |
-1.10 |
-3.7% |
0.00 |
| Volume |
5,267 |
5,500 |
233 |
4.4% |
26,901 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,370.15 |
2,363.83 |
2,337.29 |
|
| R3 |
2,356.21 |
2,349.89 |
2,333.45 |
|
| R2 |
2,342.27 |
2,342.27 |
2,332.18 |
|
| R1 |
2,335.95 |
2,335.95 |
2,330.90 |
2,332.14 |
| PP |
2,328.33 |
2,328.33 |
2,328.33 |
2,326.43 |
| S1 |
2,322.01 |
2,322.01 |
2,328.34 |
2,318.20 |
| S2 |
2,314.39 |
2,314.39 |
2,327.06 |
|
| S3 |
2,300.45 |
2,308.07 |
2,325.79 |
|
| S4 |
2,286.51 |
2,294.13 |
2,321.95 |
|
|
| 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% |
21.55 |
0.9% |
80% |
False |
False |
5,393 |
| 10 |
2,367.22 |
2,295.86 |
71.36 |
3.1% |
25.36 |
1.1% |
47% |
False |
False |
5,375 |
| 20 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
29.65 |
1.3% |
42% |
False |
False |
5,305 |
| 40 |
2,449.34 |
2,287.64 |
161.70 |
6.9% |
30.26 |
1.3% |
26% |
False |
False |
5,244 |
| 60 |
2,449.34 |
2,281.97 |
167.37 |
7.2% |
33.27 |
1.4% |
28% |
False |
False |
5,134 |
| 80 |
2,449.34 |
2,146.66 |
302.68 |
13.0% |
31.90 |
1.4% |
60% |
False |
False |
5,165 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
29.48 |
1.3% |
74% |
False |
False |
5,256 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
27.94 |
1.2% |
74% |
False |
False |
5,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,393.91 |
|
2.618 |
2,371.15 |
|
1.618 |
2,357.21 |
|
1.000 |
2,348.60 |
|
0.618 |
2,343.27 |
|
HIGH |
2,334.66 |
|
0.618 |
2,329.33 |
|
0.500 |
2,327.69 |
|
0.382 |
2,326.05 |
|
LOW |
2,320.72 |
|
0.618 |
2,312.11 |
|
1.000 |
2,306.78 |
|
1.618 |
2,298.17 |
|
2.618 |
2,284.23 |
|
4.250 |
2,261.48 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,328.98 |
2,329.39 |
| PP |
2,328.33 |
2,329.17 |
| S1 |
2,327.69 |
2,328.94 |
|