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 |
4,977.0 |
4,951.0 |
-26.0 |
-0.5% |
4,956.0 |
High |
4,977.0 |
5,014.0 |
37.0 |
0.7% |
5,017.0 |
Low |
4,903.0 |
4,951.0 |
48.0 |
1.0% |
4,915.0 |
Close |
4,940.0 |
5,006.0 |
66.0 |
1.3% |
4,926.0 |
Range |
74.0 |
63.0 |
-11.0 |
-14.9% |
102.0 |
ATR |
68.4 |
68.8 |
0.4 |
0.6% |
0.0 |
Volume |
759,089 |
736,414 |
-22,675 |
-3.0% |
3,357,619 |
|
Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,179.3 |
5,155.7 |
5,040.7 |
|
R3 |
5,116.3 |
5,092.7 |
5,023.3 |
|
R2 |
5,053.3 |
5,053.3 |
5,017.6 |
|
R1 |
5,029.7 |
5,029.7 |
5,011.8 |
5,041.5 |
PP |
4,990.3 |
4,990.3 |
4,990.3 |
4,996.3 |
S1 |
4,966.7 |
4,966.7 |
5,000.2 |
4,978.5 |
S2 |
4,927.3 |
4,927.3 |
4,994.5 |
|
S3 |
4,864.3 |
4,903.7 |
4,988.7 |
|
S4 |
4,801.3 |
4,840.7 |
4,971.4 |
|
|
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 |
4,903.0 |
119.0 |
2.4% |
58.6 |
1.2% |
87% |
False |
False |
733,894 |
10 |
5,022.0 |
4,903.0 |
119.0 |
2.4% |
63.5 |
1.3% |
87% |
False |
False |
717,739 |
20 |
5,132.0 |
4,860.0 |
272.0 |
5.4% |
70.2 |
1.4% |
54% |
False |
False |
530,796 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.8% |
56.5 |
1.1% |
50% |
False |
False |
268,487 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
56.2 |
1.1% |
52% |
False |
False |
179,291 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
49.2 |
1.0% |
52% |
False |
False |
134,508 |
100 |
5,151.0 |
4,687.0 |
464.0 |
9.3% |
39.4 |
0.8% |
69% |
False |
False |
107,622 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.1% |
32.8 |
0.7% |
81% |
False |
False |
89,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,281.8 |
2.618 |
5,178.9 |
1.618 |
5,115.9 |
1.000 |
5,077.0 |
0.618 |
5,052.9 |
HIGH |
5,014.0 |
0.618 |
4,989.9 |
0.500 |
4,982.5 |
0.382 |
4,975.1 |
LOW |
4,951.0 |
0.618 |
4,912.1 |
1.000 |
4,888.0 |
1.618 |
4,849.1 |
2.618 |
4,786.1 |
4.250 |
4,683.3 |
|
|
Fisher Pivots for day following 03-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
4,998.2 |
4,991.5 |
PP |
4,990.3 |
4,977.0 |
S1 |
4,982.5 |
4,962.5 |
|