| 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 |
2,336.2 |
2,341.6 |
5.4 |
0.2% |
2,333.5 |
| High |
2,348.8 |
2,346.1 |
-2.7 |
-0.1% |
2,350.6 |
| Low |
2,328.2 |
2,327.4 |
-0.8 |
0.0% |
2,304.7 |
| Close |
2,338.9 |
2,333.4 |
-5.5 |
-0.2% |
2,339.6 |
| Range |
20.6 |
18.7 |
-1.9 |
-9.2% |
45.9 |
| ATR |
33.6 |
32.5 |
-1.1 |
-3.2% |
0.0 |
| Volume |
142,601 |
153,709 |
11,108 |
7.8% |
729,135 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,391.7 |
2,381.3 |
2,343.7 |
|
| R3 |
2,373.0 |
2,362.6 |
2,338.5 |
|
| R2 |
2,354.3 |
2,354.3 |
2,336.8 |
|
| R1 |
2,343.9 |
2,343.9 |
2,335.1 |
2,339.8 |
| PP |
2,335.6 |
2,335.6 |
2,335.6 |
2,333.6 |
| S1 |
2,325.2 |
2,325.2 |
2,331.7 |
2,321.1 |
| S2 |
2,316.9 |
2,316.9 |
2,330.0 |
|
| S3 |
2,298.2 |
2,306.5 |
2,328.3 |
|
| S4 |
2,279.5 |
2,287.8 |
2,323.1 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.3 |
2,450.4 |
2,364.8 |
|
| R3 |
2,423.4 |
2,404.5 |
2,352.2 |
|
| R2 |
2,377.5 |
2,377.5 |
2,348.0 |
|
| R1 |
2,358.6 |
2,358.6 |
2,343.8 |
2,368.1 |
| PP |
2,331.6 |
2,331.6 |
2,331.6 |
2,336.4 |
| S1 |
2,312.7 |
2,312.7 |
2,335.4 |
2,322.2 |
| S2 |
2,285.7 |
2,285.7 |
2,331.2 |
|
| S3 |
2,239.8 |
2,266.8 |
2,327.0 |
|
| S4 |
2,193.9 |
2,220.9 |
2,314.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,350.6 |
2,304.7 |
45.9 |
2.0% |
25.3 |
1.1% |
63% |
False |
False |
152,709 |
| 10 |
2,382.6 |
2,304.7 |
77.9 |
3.3% |
29.0 |
1.2% |
37% |
False |
False |
162,720 |
| 20 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
33.0 |
1.4% |
28% |
False |
False |
172,807 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
34.0 |
1.5% |
17% |
False |
False |
125,468 |
| 60 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
37.6 |
1.6% |
17% |
False |
False |
87,682 |
| 80 |
2,477.0 |
2,190.7 |
286.3 |
12.3% |
35.9 |
1.5% |
50% |
False |
False |
66,948 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.9% |
33.0 |
1.4% |
67% |
False |
False |
54,058 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.9% |
31.2 |
1.3% |
67% |
False |
False |
45,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,425.6 |
|
2.618 |
2,395.1 |
|
1.618 |
2,376.4 |
|
1.000 |
2,364.8 |
|
0.618 |
2,357.7 |
|
HIGH |
2,346.1 |
|
0.618 |
2,339.0 |
|
0.500 |
2,336.8 |
|
0.382 |
2,334.5 |
|
LOW |
2,327.4 |
|
0.618 |
2,315.8 |
|
1.000 |
2,308.7 |
|
1.618 |
2,297.1 |
|
2.618 |
2,278.4 |
|
4.250 |
2,247.9 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,336.8 |
2,339.0 |
| PP |
2,335.6 |
2,337.1 |
| S1 |
2,334.5 |
2,335.3 |
|