| 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 |
2,329.60 |
2,357.31 |
27.71 |
1.2% |
2,326.66 |
| High |
2,364.17 |
2,392.29 |
28.12 |
1.2% |
2,392.29 |
| Low |
2,327.87 |
2,355.03 |
27.16 |
1.2% |
2,319.98 |
| Close |
2,356.19 |
2,391.45 |
35.26 |
1.5% |
2,391.45 |
| Range |
36.30 |
37.26 |
0.96 |
2.6% |
72.31 |
| ATR |
28.81 |
29.41 |
0.60 |
2.1% |
0.00 |
| Volume |
4,711 |
5,416 |
705 |
15.0% |
20,894 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,491.37 |
2,478.67 |
2,411.94 |
|
| R3 |
2,454.11 |
2,441.41 |
2,401.70 |
|
| R2 |
2,416.85 |
2,416.85 |
2,398.28 |
|
| R1 |
2,404.15 |
2,404.15 |
2,394.87 |
2,410.50 |
| PP |
2,379.59 |
2,379.59 |
2,379.59 |
2,382.77 |
| S1 |
2,366.89 |
2,366.89 |
2,388.03 |
2,373.24 |
| S2 |
2,342.33 |
2,342.33 |
2,384.62 |
|
| S3 |
2,305.07 |
2,329.63 |
2,381.20 |
|
| S4 |
2,267.81 |
2,292.37 |
2,370.96 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.84 |
2,560.45 |
2,431.22 |
|
| R3 |
2,512.53 |
2,488.14 |
2,411.34 |
|
| R2 |
2,440.22 |
2,440.22 |
2,404.71 |
|
| R1 |
2,415.83 |
2,415.83 |
2,398.08 |
2,428.03 |
| PP |
2,367.91 |
2,367.91 |
2,367.91 |
2,374.00 |
| S1 |
2,343.52 |
2,343.52 |
2,384.82 |
2,355.72 |
| S2 |
2,295.60 |
2,295.60 |
2,378.19 |
|
| S3 |
2,223.29 |
2,271.21 |
2,371.56 |
|
| S4 |
2,150.98 |
2,198.90 |
2,351.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,392.29 |
2,319.85 |
72.44 |
3.0% |
24.72 |
1.0% |
99% |
True |
False |
5,267 |
| 10 |
2,392.29 |
2,295.86 |
96.43 |
4.0% |
26.62 |
1.1% |
99% |
True |
False |
5,313 |
| 20 |
2,392.29 |
2,287.64 |
104.65 |
4.4% |
30.16 |
1.3% |
99% |
True |
False |
5,283 |
| 40 |
2,449.34 |
2,287.64 |
161.70 |
6.8% |
30.74 |
1.3% |
64% |
False |
False |
5,238 |
| 60 |
2,449.34 |
2,281.97 |
167.37 |
7.0% |
33.35 |
1.4% |
65% |
False |
False |
5,142 |
| 80 |
2,449.34 |
2,146.66 |
302.68 |
12.7% |
32.21 |
1.3% |
81% |
False |
False |
5,167 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.4% |
29.91 |
1.3% |
88% |
False |
False |
5,244 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.4% |
28.23 |
1.2% |
88% |
False |
False |
5,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,550.65 |
|
2.618 |
2,489.84 |
|
1.618 |
2,452.58 |
|
1.000 |
2,429.55 |
|
0.618 |
2,415.32 |
|
HIGH |
2,392.29 |
|
0.618 |
2,378.06 |
|
0.500 |
2,373.66 |
|
0.382 |
2,369.26 |
|
LOW |
2,355.03 |
|
0.618 |
2,332.00 |
|
1.000 |
2,317.77 |
|
1.618 |
2,294.74 |
|
2.618 |
2,257.48 |
|
4.250 |
2,196.68 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,385.52 |
2,379.80 |
| PP |
2,379.59 |
2,368.15 |
| S1 |
2,373.66 |
2,356.51 |
|