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 |
4,975.0 |
4,977.0 |
2.0 |
0.0% |
4,956.0 |
High |
5,022.0 |
4,977.0 |
-45.0 |
-0.9% |
5,017.0 |
Low |
4,959.0 |
4,903.0 |
-56.0 |
-1.1% |
4,915.0 |
Close |
4,972.0 |
4,940.0 |
-32.0 |
-0.6% |
4,926.0 |
Range |
63.0 |
74.0 |
11.0 |
17.5% |
102.0 |
ATR |
67.9 |
68.4 |
0.4 |
0.6% |
0.0 |
Volume |
729,644 |
759,089 |
29,445 |
4.0% |
3,357,619 |
|
Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,162.0 |
5,125.0 |
4,980.7 |
|
R3 |
5,088.0 |
5,051.0 |
4,960.4 |
|
R2 |
5,014.0 |
5,014.0 |
4,953.6 |
|
R1 |
4,977.0 |
4,977.0 |
4,946.8 |
4,958.5 |
PP |
4,940.0 |
4,940.0 |
4,940.0 |
4,930.8 |
S1 |
4,903.0 |
4,903.0 |
4,933.2 |
4,884.5 |
S2 |
4,866.0 |
4,866.0 |
4,926.4 |
|
S3 |
4,792.0 |
4,829.0 |
4,919.7 |
|
S4 |
4,718.0 |
4,755.0 |
4,899.3 |
|
|
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 |
4,903.0 |
119.0 |
2.4% |
63.8 |
1.3% |
31% |
False |
True |
726,056 |
10 |
5,022.0 |
4,903.0 |
119.0 |
2.4% |
62.0 |
1.3% |
31% |
False |
True |
773,857 |
20 |
5,132.0 |
4,860.0 |
272.0 |
5.5% |
70.2 |
1.4% |
29% |
False |
False |
494,679 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.9% |
56.1 |
1.1% |
27% |
False |
False |
250,455 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
55.6 |
1.1% |
31% |
False |
False |
167,019 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
48.4 |
1.0% |
31% |
False |
False |
125,303 |
100 |
5,151.0 |
4,674.0 |
477.0 |
9.7% |
38.7 |
0.8% |
56% |
False |
False |
100,258 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.3% |
32.3 |
0.7% |
72% |
False |
False |
83,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,291.5 |
2.618 |
5,170.7 |
1.618 |
5,096.7 |
1.000 |
5,051.0 |
0.618 |
5,022.7 |
HIGH |
4,977.0 |
0.618 |
4,948.7 |
0.500 |
4,940.0 |
0.382 |
4,931.3 |
LOW |
4,903.0 |
0.618 |
4,857.3 |
1.000 |
4,829.0 |
1.618 |
4,783.3 |
2.618 |
4,709.3 |
4.250 |
4,588.5 |
|
|
Fisher Pivots for day following 02-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
4,940.0 |
4,962.5 |
PP |
4,940.0 |
4,955.0 |
S1 |
4,940.0 |
4,947.5 |
|