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 |
4,951.0 |
5,031.0 |
80.0 |
1.6% |
4,975.0 |
High |
5,014.0 |
5,057.0 |
43.0 |
0.9% |
5,057.0 |
Low |
4,951.0 |
4,996.0 |
45.0 |
0.9% |
4,903.0 |
Close |
5,006.0 |
5,010.0 |
4.0 |
0.1% |
5,010.0 |
Range |
63.0 |
61.0 |
-2.0 |
-3.2% |
154.0 |
ATR |
68.8 |
68.2 |
-0.6 |
-0.8% |
0.0 |
Volume |
736,414 |
694,901 |
-41,513 |
-5.6% |
2,920,048 |
|
Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,204.0 |
5,168.0 |
5,043.6 |
|
R3 |
5,143.0 |
5,107.0 |
5,026.8 |
|
R2 |
5,082.0 |
5,082.0 |
5,021.2 |
|
R1 |
5,046.0 |
5,046.0 |
5,015.6 |
5,033.5 |
PP |
5,021.0 |
5,021.0 |
5,021.0 |
5,014.8 |
S1 |
4,985.0 |
4,985.0 |
5,004.4 |
4,972.5 |
S2 |
4,960.0 |
4,960.0 |
4,998.8 |
|
S3 |
4,899.0 |
4,924.0 |
4,993.2 |
|
S4 |
4,838.0 |
4,863.0 |
4,976.5 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,452.0 |
5,385.0 |
5,094.7 |
|
R3 |
5,298.0 |
5,231.0 |
5,052.4 |
|
R2 |
5,144.0 |
5,144.0 |
5,038.2 |
|
R1 |
5,077.0 |
5,077.0 |
5,024.1 |
5,110.5 |
PP |
4,990.0 |
4,990.0 |
4,990.0 |
5,006.8 |
S1 |
4,923.0 |
4,923.0 |
4,995.9 |
4,956.5 |
S2 |
4,836.0 |
4,836.0 |
4,981.8 |
|
S3 |
4,682.0 |
4,769.0 |
4,967.7 |
|
S4 |
4,528.0 |
4,615.0 |
4,925.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,057.0 |
4,903.0 |
154.0 |
3.1% |
62.6 |
1.2% |
69% |
True |
False |
752,730 |
10 |
5,057.0 |
4,903.0 |
154.0 |
3.1% |
62.2 |
1.2% |
69% |
True |
False |
712,841 |
20 |
5,132.0 |
4,860.0 |
272.0 |
5.4% |
69.3 |
1.4% |
55% |
False |
False |
565,147 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.8% |
56.7 |
1.1% |
52% |
False |
False |
285,855 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
56.9 |
1.1% |
54% |
False |
False |
190,873 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
49.3 |
1.0% |
54% |
False |
False |
143,195 |
100 |
5,151.0 |
4,687.0 |
464.0 |
9.3% |
40.0 |
0.8% |
70% |
False |
False |
114,571 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.0% |
33.3 |
0.7% |
81% |
False |
False |
95,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,316.3 |
2.618 |
5,216.7 |
1.618 |
5,155.7 |
1.000 |
5,118.0 |
0.618 |
5,094.7 |
HIGH |
5,057.0 |
0.618 |
5,033.7 |
0.500 |
5,026.5 |
0.382 |
5,019.3 |
LOW |
4,996.0 |
0.618 |
4,958.3 |
1.000 |
4,935.0 |
1.618 |
4,897.3 |
2.618 |
4,836.3 |
4.250 |
4,736.8 |
|
|
Fisher Pivots for day following 05-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,026.5 |
5,000.0 |
PP |
5,021.0 |
4,990.0 |
S1 |
5,015.5 |
4,980.0 |
|