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 |
5,534.25 |
5,533.50 |
-0.75 |
0.0% |
5,538.50 |
High |
5,541.00 |
5,569.75 |
28.75 |
0.5% |
5,585.00 |
Low |
5,504.50 |
5,502.75 |
-1.75 |
0.0% |
5,510.25 |
Close |
5,533.75 |
5,568.75 |
35.00 |
0.6% |
5,521.50 |
Range |
36.50 |
67.00 |
30.50 |
83.6% |
74.75 |
ATR |
48.94 |
50.23 |
1.29 |
2.6% |
0.00 |
Volume |
1,432,355 |
1,315,097 |
-117,258 |
-8.2% |
6,861,812 |
|
Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,748.00 |
5,725.50 |
5,605.50 |
|
R3 |
5,681.00 |
5,658.50 |
5,587.25 |
|
R2 |
5,614.00 |
5,614.00 |
5,581.00 |
|
R1 |
5,591.50 |
5,591.50 |
5,575.00 |
5,602.75 |
PP |
5,547.00 |
5,547.00 |
5,547.00 |
5,552.75 |
S1 |
5,524.50 |
5,524.50 |
5,562.50 |
5,535.75 |
S2 |
5,480.00 |
5,480.00 |
5,556.50 |
|
S3 |
5,413.00 |
5,457.50 |
5,550.25 |
|
S4 |
5,346.00 |
5,390.50 |
5,532.00 |
|
|
Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,763.25 |
5,717.00 |
5,562.50 |
|
R3 |
5,688.50 |
5,642.25 |
5,542.00 |
|
R2 |
5,613.75 |
5,613.75 |
5,535.25 |
|
R1 |
5,567.50 |
5,567.50 |
5,528.25 |
5,553.25 |
PP |
5,539.00 |
5,539.00 |
5,539.00 |
5,531.75 |
S1 |
5,492.75 |
5,492.75 |
5,514.75 |
5,478.50 |
S2 |
5,464.25 |
5,464.25 |
5,507.75 |
|
S3 |
5,389.50 |
5,418.00 |
5,501.00 |
|
S4 |
5,314.75 |
5,343.25 |
5,480.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,585.00 |
5,502.75 |
82.25 |
1.5% |
50.50 |
0.9% |
80% |
False |
True |
1,411,544 |
10 |
5,588.00 |
5,502.75 |
85.25 |
1.5% |
44.50 |
0.8% |
77% |
False |
True |
1,437,468 |
20 |
5,588.00 |
5,324.00 |
264.00 |
4.7% |
48.50 |
0.9% |
93% |
False |
False |
921,276 |
40 |
5,588.00 |
5,213.25 |
374.75 |
6.7% |
47.50 |
0.9% |
95% |
False |
False |
463,757 |
60 |
5,588.00 |
5,019.75 |
568.25 |
10.2% |
56.50 |
1.0% |
97% |
False |
False |
310,050 |
80 |
5,588.00 |
5,019.75 |
568.25 |
10.2% |
55.25 |
1.0% |
97% |
False |
False |
232,972 |
100 |
5,588.00 |
5,019.75 |
568.25 |
10.2% |
54.00 |
1.0% |
97% |
False |
False |
186,437 |
120 |
5,588.00 |
4,845.00 |
743.00 |
13.3% |
52.50 |
0.9% |
97% |
False |
False |
155,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,854.50 |
2.618 |
5,745.25 |
1.618 |
5,678.25 |
1.000 |
5,636.75 |
0.618 |
5,611.25 |
HIGH |
5,569.75 |
0.618 |
5,544.25 |
0.500 |
5,536.25 |
0.382 |
5,528.25 |
LOW |
5,502.75 |
0.618 |
5,461.25 |
1.000 |
5,435.75 |
1.618 |
5,394.25 |
2.618 |
5,327.25 |
4.250 |
5,218.00 |
|
|
Fisher Pivots for day following 02-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,558.00 |
5,560.50 |
PP |
5,547.00 |
5,552.25 |
S1 |
5,536.25 |
5,544.00 |
|