| 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 |
2,341.6 |
2,338.6 |
-3.0 |
-0.1% |
2,333.5 |
| High |
2,346.1 |
2,374.5 |
28.4 |
1.2% |
2,350.6 |
| Low |
2,327.4 |
2,335.7 |
8.3 |
0.4% |
2,304.7 |
| Close |
2,333.4 |
2,369.4 |
36.0 |
1.5% |
2,339.6 |
| Range |
18.7 |
38.8 |
20.1 |
107.5% |
45.9 |
| ATR |
32.5 |
33.1 |
0.6 |
1.9% |
0.0 |
| Volume |
153,709 |
193,642 |
39,933 |
26.0% |
729,135 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.3 |
2,461.6 |
2,390.7 |
|
| R3 |
2,437.5 |
2,422.8 |
2,380.1 |
|
| R2 |
2,398.7 |
2,398.7 |
2,376.5 |
|
| R1 |
2,384.0 |
2,384.0 |
2,373.0 |
2,391.4 |
| PP |
2,359.9 |
2,359.9 |
2,359.9 |
2,363.5 |
| S1 |
2,345.2 |
2,345.2 |
2,365.8 |
2,352.6 |
| S2 |
2,321.1 |
2,321.1 |
2,362.3 |
|
| S3 |
2,282.3 |
2,306.4 |
2,358.7 |
|
| S4 |
2,243.5 |
2,267.6 |
2,348.1 |
|
|
| 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 |
2,374.5 |
2,306.8 |
67.7 |
2.9% |
26.8 |
1.1% |
92% |
True |
False |
153,112 |
| 10 |
2,382.6 |
2,304.7 |
77.9 |
3.3% |
30.0 |
1.3% |
83% |
False |
False |
166,659 |
| 20 |
2,406.7 |
2,304.2 |
102.5 |
4.3% |
33.1 |
1.4% |
64% |
False |
False |
173,912 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.3% |
34.0 |
1.4% |
38% |
False |
False |
129,711 |
| 60 |
2,477.0 |
2,304.2 |
172.8 |
7.3% |
37.4 |
1.6% |
38% |
False |
False |
90,761 |
| 80 |
2,477.0 |
2,190.7 |
286.3 |
12.1% |
35.9 |
1.5% |
62% |
False |
False |
69,325 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
33.2 |
1.4% |
76% |
False |
False |
55,968 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
31.3 |
1.3% |
76% |
False |
False |
47,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,539.4 |
|
2.618 |
2,476.1 |
|
1.618 |
2,437.3 |
|
1.000 |
2,413.3 |
|
0.618 |
2,398.5 |
|
HIGH |
2,374.5 |
|
0.618 |
2,359.7 |
|
0.500 |
2,355.1 |
|
0.382 |
2,350.5 |
|
LOW |
2,335.7 |
|
0.618 |
2,311.7 |
|
1.000 |
2,296.9 |
|
1.618 |
2,272.9 |
|
2.618 |
2,234.1 |
|
4.250 |
2,170.8 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,364.6 |
2,363.3 |
| PP |
2,359.9 |
2,357.1 |
| S1 |
2,355.1 |
2,351.0 |
|