| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
20,063.25 |
19,970.00 |
-93.25 |
-0.5% |
20,014.75 |
| High |
20,273.25 |
20,074.00 |
-199.25 |
-1.0% |
20,273.25 |
| Low |
19,906.25 |
19,811.75 |
-94.50 |
-0.5% |
19,726.00 |
| Close |
19,927.25 |
20,052.00 |
124.75 |
0.6% |
19,927.25 |
| Range |
367.00 |
262.25 |
-104.75 |
-28.5% |
547.25 |
| ATR |
258.15 |
258.44 |
0.29 |
0.1% |
0.00 |
| Volume |
750,324 |
639,341 |
-110,983 |
-14.8% |
3,188,566 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,766.00 |
20,671.25 |
20,196.25 |
|
| R3 |
20,503.75 |
20,409.00 |
20,124.00 |
|
| R2 |
20,241.50 |
20,241.50 |
20,100.00 |
|
| R1 |
20,146.75 |
20,146.75 |
20,076.00 |
20,194.00 |
| PP |
19,979.25 |
19,979.25 |
19,979.25 |
20,003.00 |
| S1 |
19,884.50 |
19,884.50 |
20,028.00 |
19,932.00 |
| S2 |
19,717.00 |
19,717.00 |
20,004.00 |
|
| S3 |
19,454.75 |
19,622.25 |
19,980.00 |
|
| S4 |
19,192.50 |
19,360.00 |
19,907.75 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,617.25 |
21,319.50 |
20,228.25 |
|
| R3 |
21,070.00 |
20,772.25 |
20,077.75 |
|
| R2 |
20,522.75 |
20,522.75 |
20,027.50 |
|
| R1 |
20,225.00 |
20,225.00 |
19,977.50 |
20,100.25 |
| PP |
19,975.50 |
19,975.50 |
19,975.50 |
19,913.00 |
| S1 |
19,677.75 |
19,677.75 |
19,877.00 |
19,553.00 |
| S2 |
19,428.25 |
19,428.25 |
19,827.00 |
|
| S3 |
18,881.00 |
19,130.50 |
19,776.75 |
|
| S4 |
18,333.75 |
18,583.25 |
19,626.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,273.25 |
19,726.00 |
547.25 |
2.7% |
259.25 |
1.3% |
60% |
False |
False |
628,801 |
| 10 |
20,371.00 |
19,726.00 |
645.00 |
3.2% |
269.50 |
1.3% |
51% |
False |
False |
654,287 |
| 20 |
20,371.00 |
18,675.00 |
1,696.00 |
8.5% |
258.25 |
1.3% |
81% |
False |
False |
347,587 |
| 40 |
20,371.00 |
17,939.50 |
2,431.50 |
12.1% |
234.00 |
1.2% |
87% |
False |
False |
174,416 |
| 60 |
20,371.00 |
17,333.50 |
3,037.50 |
15.1% |
269.25 |
1.3% |
89% |
False |
False |
116,622 |
| 80 |
20,371.00 |
17,333.50 |
3,037.50 |
15.1% |
266.50 |
1.3% |
89% |
False |
False |
87,594 |
| 100 |
20,371.00 |
17,333.50 |
3,037.50 |
15.1% |
257.00 |
1.3% |
89% |
False |
False |
70,083 |
| 120 |
20,371.00 |
17,056.00 |
3,315.00 |
16.5% |
249.00 |
1.2% |
90% |
False |
False |
58,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,188.50 |
|
2.618 |
20,760.50 |
|
1.618 |
20,498.25 |
|
1.000 |
20,336.25 |
|
0.618 |
20,236.00 |
|
HIGH |
20,074.00 |
|
0.618 |
19,973.75 |
|
0.500 |
19,943.00 |
|
0.382 |
19,912.00 |
|
LOW |
19,811.75 |
|
0.618 |
19,649.75 |
|
1.000 |
19,549.50 |
|
1.618 |
19,387.50 |
|
2.618 |
19,125.25 |
|
4.250 |
18,697.25 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,015.50 |
20,048.75 |
| PP |
19,979.25 |
20,045.75 |
| S1 |
19,943.00 |
20,042.50 |
|