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 |
62,980 |
61,075 |
-1,905 |
-3.0% |
62,960 |
High |
63,105 |
61,245 |
-1,860 |
-2.9% |
64,915 |
Low |
60,375 |
54,215 |
-6,160 |
-10.2% |
54,215 |
Close |
60,450 |
57,290 |
-3,160 |
-5.2% |
57,290 |
Range |
2,730 |
7,030 |
4,300 |
157.5% |
10,700 |
ATR |
2,761 |
3,066 |
305 |
11.0% |
0 |
Volume |
1,656 |
2,745 |
1,089 |
65.8% |
7,672 |
|
Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78,673 |
75,012 |
61,157 |
|
R3 |
71,643 |
67,982 |
59,223 |
|
R2 |
64,613 |
64,613 |
58,579 |
|
R1 |
60,952 |
60,952 |
57,934 |
59,268 |
PP |
57,583 |
57,583 |
57,583 |
56,741 |
S1 |
53,922 |
53,922 |
56,646 |
52,238 |
S2 |
50,553 |
50,553 |
56,001 |
|
S3 |
43,523 |
46,892 |
55,357 |
|
S4 |
36,493 |
39,862 |
53,424 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90,907 |
84,798 |
63,175 |
|
R3 |
80,207 |
74,098 |
60,233 |
|
R2 |
69,507 |
69,507 |
59,252 |
|
R1 |
63,398 |
63,398 |
58,271 |
61,103 |
PP |
58,807 |
58,807 |
58,807 |
57,659 |
S1 |
52,698 |
52,698 |
56,309 |
50,403 |
S2 |
48,107 |
48,107 |
55,328 |
|
S3 |
37,407 |
41,998 |
54,348 |
|
S4 |
26,707 |
31,298 |
51,405 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64,915 |
54,215 |
10,700 |
18.7% |
3,140 |
5.5% |
29% |
False |
True |
1,886 |
10 |
66,380 |
54,215 |
12,165 |
21.2% |
2,928 |
5.1% |
25% |
False |
True |
1,242 |
20 |
74,075 |
54,215 |
19,860 |
34.7% |
2,710 |
4.7% |
15% |
False |
True |
733 |
40 |
74,165 |
54,215 |
19,950 |
34.8% |
2,559 |
4.5% |
15% |
False |
True |
456 |
60 |
74,505 |
54,215 |
20,290 |
35.4% |
2,735 |
4.8% |
15% |
False |
True |
308 |
80 |
78,300 |
54,215 |
24,085 |
42.0% |
2,900 |
5.1% |
13% |
False |
True |
232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91,123 |
2.618 |
79,650 |
1.618 |
72,620 |
1.000 |
68,275 |
0.618 |
65,590 |
HIGH |
61,245 |
0.618 |
58,560 |
0.500 |
57,730 |
0.382 |
56,900 |
LOW |
54,215 |
0.618 |
49,870 |
1.000 |
47,185 |
1.618 |
42,840 |
2.618 |
35,810 |
4.250 |
24,338 |
|
|
Fisher Pivots for day following 05-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
57,730 |
59,230 |
PP |
57,583 |
58,583 |
S1 |
57,437 |
57,937 |
|