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 |
5,563.75 |
5,591.00 |
27.25 |
0.5% |
5,534.25 |
High |
5,595.75 |
5,626.00 |
30.25 |
0.5% |
5,626.00 |
Low |
5,559.75 |
5,585.00 |
25.25 |
0.5% |
5,502.75 |
Close |
5,590.25 |
5,621.50 |
31.25 |
0.6% |
5,621.50 |
Range |
36.00 |
41.00 |
5.00 |
13.9% |
123.25 |
ATR |
49.21 |
48.63 |
-0.59 |
-1.2% |
0.00 |
Volume |
808,966 |
1,233,173 |
424,207 |
52.4% |
4,789,591 |
|
Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,733.75 |
5,718.75 |
5,644.00 |
|
R3 |
5,692.75 |
5,677.75 |
5,632.75 |
|
R2 |
5,651.75 |
5,651.75 |
5,629.00 |
|
R1 |
5,636.75 |
5,636.75 |
5,625.25 |
5,644.25 |
PP |
5,610.75 |
5,610.75 |
5,610.75 |
5,614.50 |
S1 |
5,595.75 |
5,595.75 |
5,617.75 |
5,603.25 |
S2 |
5,569.75 |
5,569.75 |
5,614.00 |
|
S3 |
5,528.75 |
5,554.75 |
5,610.25 |
|
S4 |
5,487.75 |
5,513.75 |
5,599.00 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,953.25 |
5,910.50 |
5,689.25 |
|
R3 |
5,830.00 |
5,787.25 |
5,655.50 |
|
R2 |
5,706.75 |
5,706.75 |
5,644.00 |
|
R1 |
5,664.00 |
5,664.00 |
5,632.75 |
5,685.50 |
PP |
5,583.50 |
5,583.50 |
5,583.50 |
5,594.00 |
S1 |
5,540.75 |
5,540.75 |
5,610.25 |
5,562.00 |
S2 |
5,460.25 |
5,460.25 |
5,599.00 |
|
S3 |
5,337.00 |
5,417.50 |
5,587.50 |
|
S4 |
5,213.75 |
5,294.25 |
5,553.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,626.00 |
5,502.75 |
123.25 |
2.2% |
51.00 |
0.9% |
96% |
True |
False |
1,329,073 |
10 |
5,626.00 |
5,502.75 |
123.25 |
2.2% |
43.75 |
0.8% |
96% |
True |
False |
1,304,361 |
20 |
5,626.00 |
5,392.50 |
233.50 |
4.2% |
46.50 |
0.8% |
98% |
True |
False |
1,021,215 |
40 |
5,626.00 |
5,246.75 |
379.25 |
6.7% |
47.50 |
0.8% |
99% |
True |
False |
514,742 |
60 |
5,626.00 |
5,019.75 |
606.25 |
10.8% |
56.25 |
1.0% |
99% |
True |
False |
344,054 |
80 |
5,626.00 |
5,019.75 |
606.25 |
10.8% |
55.00 |
1.0% |
99% |
True |
False |
258,480 |
100 |
5,626.00 |
5,019.75 |
606.25 |
10.8% |
54.25 |
1.0% |
99% |
True |
False |
206,856 |
120 |
5,626.00 |
4,845.00 |
781.00 |
13.9% |
52.25 |
0.9% |
99% |
True |
False |
172,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,800.25 |
2.618 |
5,733.25 |
1.618 |
5,692.25 |
1.000 |
5,667.00 |
0.618 |
5,651.25 |
HIGH |
5,626.00 |
0.618 |
5,610.25 |
0.500 |
5,605.50 |
0.382 |
5,600.75 |
LOW |
5,585.00 |
0.618 |
5,559.75 |
1.000 |
5,544.00 |
1.618 |
5,518.75 |
2.618 |
5,477.75 |
4.250 |
5,410.75 |
|
|
Fisher Pivots for day following 05-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,616.25 |
5,602.50 |
PP |
5,610.75 |
5,583.50 |
S1 |
5,605.50 |
5,564.50 |
|