| 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 |
2,338.6 |
2,365.8 |
27.2 |
1.2% |
2,336.2 |
| High |
2,374.5 |
2,401.5 |
27.0 |
1.1% |
2,401.5 |
| Low |
2,335.7 |
2,356.0 |
20.3 |
0.9% |
2,327.4 |
| Close |
2,369.4 |
2,397.7 |
28.3 |
1.2% |
2,397.7 |
| Range |
38.8 |
45.5 |
6.7 |
17.3% |
74.1 |
| ATR |
33.1 |
34.0 |
0.9 |
2.7% |
0.0 |
| Volume |
193,642 |
293,254 |
99,612 |
51.4% |
783,206 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.6 |
2,505.1 |
2,422.7 |
|
| R3 |
2,476.1 |
2,459.6 |
2,410.2 |
|
| R2 |
2,430.6 |
2,430.6 |
2,406.0 |
|
| R1 |
2,414.1 |
2,414.1 |
2,401.9 |
2,422.4 |
| PP |
2,385.1 |
2,385.1 |
2,385.1 |
2,389.2 |
| S1 |
2,368.6 |
2,368.6 |
2,393.5 |
2,376.9 |
| S2 |
2,339.6 |
2,339.6 |
2,389.4 |
|
| S3 |
2,294.1 |
2,323.1 |
2,385.2 |
|
| S4 |
2,248.6 |
2,277.6 |
2,372.7 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.8 |
2,571.9 |
2,438.5 |
|
| R3 |
2,523.7 |
2,497.8 |
2,418.1 |
|
| R2 |
2,449.6 |
2,449.6 |
2,411.3 |
|
| R1 |
2,423.7 |
2,423.7 |
2,404.5 |
2,436.7 |
| PP |
2,375.5 |
2,375.5 |
2,375.5 |
2,382.0 |
| S1 |
2,349.6 |
2,349.6 |
2,390.9 |
2,362.6 |
| S2 |
2,301.4 |
2,301.4 |
2,384.1 |
|
| S3 |
2,227.3 |
2,275.5 |
2,377.3 |
|
| S4 |
2,153.2 |
2,201.4 |
2,356.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,401.5 |
2,327.4 |
74.1 |
3.1% |
28.9 |
1.2% |
95% |
True |
False |
183,717 |
| 10 |
2,401.5 |
2,304.7 |
96.8 |
4.0% |
30.5 |
1.3% |
96% |
True |
False |
170,716 |
| 20 |
2,406.7 |
2,304.2 |
102.5 |
4.3% |
33.7 |
1.4% |
91% |
False |
False |
179,982 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.2% |
34.6 |
1.4% |
54% |
False |
False |
135,189 |
| 60 |
2,477.0 |
2,304.2 |
172.8 |
7.2% |
37.7 |
1.6% |
54% |
False |
False |
95,517 |
| 80 |
2,477.0 |
2,190.7 |
286.3 |
11.9% |
36.3 |
1.5% |
72% |
False |
False |
72,933 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.4% |
33.5 |
1.4% |
82% |
False |
False |
58,858 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.4% |
31.5 |
1.3% |
82% |
False |
False |
49,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,594.9 |
|
2.618 |
2,520.6 |
|
1.618 |
2,475.1 |
|
1.000 |
2,447.0 |
|
0.618 |
2,429.6 |
|
HIGH |
2,401.5 |
|
0.618 |
2,384.1 |
|
0.500 |
2,378.8 |
|
0.382 |
2,373.4 |
|
LOW |
2,356.0 |
|
0.618 |
2,327.9 |
|
1.000 |
2,310.5 |
|
1.618 |
2,282.4 |
|
2.618 |
2,236.9 |
|
4.250 |
2,162.6 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,391.4 |
2,386.6 |
| PP |
2,385.1 |
2,375.5 |
| S1 |
2,378.8 |
2,364.5 |
|