| 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 |
2,331.96 |
2,329.60 |
-2.36 |
-0.1% |
2,319.20 |
| High |
2,334.66 |
2,364.17 |
29.51 |
1.3% |
2,338.03 |
| Low |
2,320.72 |
2,327.87 |
7.15 |
0.3% |
2,295.86 |
| Close |
2,329.62 |
2,356.19 |
26.57 |
1.1% |
2,326.51 |
| Range |
13.94 |
36.30 |
22.36 |
160.4% |
42.17 |
| ATR |
28.23 |
28.81 |
0.58 |
2.0% |
0.00 |
| Volume |
5,500 |
4,711 |
-789 |
-14.3% |
26,901 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.31 |
2,443.55 |
2,376.16 |
|
| R3 |
2,422.01 |
2,407.25 |
2,366.17 |
|
| R2 |
2,385.71 |
2,385.71 |
2,362.85 |
|
| R1 |
2,370.95 |
2,370.95 |
2,359.52 |
2,378.33 |
| PP |
2,349.41 |
2,349.41 |
2,349.41 |
2,353.10 |
| S1 |
2,334.65 |
2,334.65 |
2,352.86 |
2,342.03 |
| S2 |
2,313.11 |
2,313.11 |
2,349.54 |
|
| S3 |
2,276.81 |
2,298.35 |
2,346.21 |
|
| S4 |
2,240.51 |
2,262.05 |
2,336.23 |
|
|
| 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 |
2,364.17 |
2,297.52 |
66.65 |
2.8% |
23.75 |
1.0% |
88% |
True |
False |
5,276 |
| 10 |
2,367.22 |
2,295.86 |
71.36 |
3.0% |
26.51 |
1.1% |
85% |
False |
False |
5,305 |
| 20 |
2,386.90 |
2,287.64 |
99.26 |
4.2% |
29.77 |
1.3% |
69% |
False |
False |
5,277 |
| 40 |
2,449.34 |
2,287.64 |
161.70 |
6.9% |
30.24 |
1.3% |
42% |
False |
False |
5,236 |
| 60 |
2,449.34 |
2,281.97 |
167.37 |
7.1% |
33.17 |
1.4% |
44% |
False |
False |
5,136 |
| 80 |
2,449.34 |
2,146.66 |
302.68 |
12.8% |
31.87 |
1.4% |
69% |
False |
False |
5,157 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.7% |
29.68 |
1.3% |
80% |
False |
False |
5,247 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.7% |
28.10 |
1.2% |
80% |
False |
False |
5,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,518.45 |
|
2.618 |
2,459.20 |
|
1.618 |
2,422.90 |
|
1.000 |
2,400.47 |
|
0.618 |
2,386.60 |
|
HIGH |
2,364.17 |
|
0.618 |
2,350.30 |
|
0.500 |
2,346.02 |
|
0.382 |
2,341.74 |
|
LOW |
2,327.87 |
|
0.618 |
2,305.44 |
|
1.000 |
2,291.57 |
|
1.618 |
2,269.14 |
|
2.618 |
2,232.84 |
|
4.250 |
2,173.60 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,352.80 |
2,351.49 |
| PP |
2,349.41 |
2,346.78 |
| S1 |
2,346.02 |
2,342.08 |
|