| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
4,953.0 |
4,975.0 |
22.0 |
0.4% |
4,956.0 |
| High |
4,967.0 |
5,022.0 |
55.0 |
1.1% |
5,017.0 |
| Low |
4,915.0 |
4,959.0 |
44.0 |
0.9% |
4,915.0 |
| Close |
4,926.0 |
4,972.0 |
46.0 |
0.9% |
4,926.0 |
| Range |
52.0 |
63.0 |
11.0 |
21.2% |
102.0 |
| ATR |
65.8 |
67.9 |
2.2 |
3.3% |
0.0 |
| Volume |
843,605 |
729,644 |
-113,961 |
-13.5% |
3,357,619 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,173.3 |
5,135.7 |
5,006.7 |
|
| R3 |
5,110.3 |
5,072.7 |
4,989.3 |
|
| R2 |
5,047.3 |
5,047.3 |
4,983.6 |
|
| R1 |
5,009.7 |
5,009.7 |
4,977.8 |
4,997.0 |
| PP |
4,984.3 |
4,984.3 |
4,984.3 |
4,978.0 |
| S1 |
4,946.7 |
4,946.7 |
4,966.2 |
4,934.0 |
| S2 |
4,921.3 |
4,921.3 |
4,960.5 |
|
| S3 |
4,858.3 |
4,883.7 |
4,954.7 |
|
| S4 |
4,795.3 |
4,820.7 |
4,937.4 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,258.7 |
5,194.3 |
4,982.1 |
|
| R3 |
5,156.7 |
5,092.3 |
4,954.1 |
|
| R2 |
5,054.7 |
5,054.7 |
4,944.7 |
|
| R1 |
4,990.3 |
4,990.3 |
4,935.4 |
4,971.5 |
| PP |
4,952.7 |
4,952.7 |
4,952.7 |
4,943.3 |
| S1 |
4,888.3 |
4,888.3 |
4,916.7 |
4,869.5 |
| S2 |
4,850.7 |
4,850.7 |
4,907.3 |
|
| S3 |
4,748.7 |
4,786.3 |
4,898.0 |
|
| S4 |
4,646.7 |
4,684.3 |
4,869.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,022.0 |
4,915.0 |
107.0 |
2.2% |
57.2 |
1.2% |
53% |
True |
False |
697,576 |
| 10 |
5,022.0 |
4,879.0 |
143.0 |
2.9% |
61.8 |
1.2% |
65% |
True |
False |
802,674 |
| 20 |
5,132.0 |
4,860.0 |
272.0 |
5.5% |
69.4 |
1.4% |
41% |
False |
False |
457,971 |
| 40 |
5,151.0 |
4,860.0 |
291.0 |
5.9% |
55.4 |
1.1% |
38% |
False |
False |
231,484 |
| 60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
55.6 |
1.1% |
41% |
False |
False |
154,368 |
| 80 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
47.5 |
1.0% |
41% |
False |
False |
115,825 |
| 100 |
5,151.0 |
4,674.0 |
477.0 |
9.6% |
38.0 |
0.8% |
62% |
False |
False |
92,667 |
| 120 |
5,151.0 |
4,397.0 |
754.0 |
15.2% |
31.7 |
0.6% |
76% |
False |
False |
77,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,289.8 |
|
2.618 |
5,186.9 |
|
1.618 |
5,123.9 |
|
1.000 |
5,085.0 |
|
0.618 |
5,060.9 |
|
HIGH |
5,022.0 |
|
0.618 |
4,997.9 |
|
0.500 |
4,990.5 |
|
0.382 |
4,983.1 |
|
LOW |
4,959.0 |
|
0.618 |
4,920.1 |
|
1.000 |
4,896.0 |
|
1.618 |
4,857.1 |
|
2.618 |
4,794.1 |
|
4.250 |
4,691.3 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,990.5 |
4,970.8 |
| PP |
4,984.3 |
4,969.7 |
| S1 |
4,978.2 |
4,968.5 |
|