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 |
19,970.00 |
20,045.75 |
75.75 |
0.4% |
20,014.75 |
High |
20,074.00 |
20,259.25 |
185.25 |
0.9% |
20,273.25 |
Low |
19,811.75 |
19,910.00 |
98.25 |
0.5% |
19,726.00 |
Close |
20,052.00 |
20,255.25 |
203.25 |
1.0% |
19,927.25 |
Range |
262.25 |
349.25 |
87.00 |
33.2% |
547.25 |
ATR |
258.44 |
264.93 |
6.49 |
2.5% |
0.00 |
Volume |
639,341 |
621,477 |
-17,864 |
-2.8% |
3,188,566 |
|
Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,189.25 |
21,071.50 |
20,447.25 |
|
R3 |
20,840.00 |
20,722.25 |
20,351.25 |
|
R2 |
20,490.75 |
20,490.75 |
20,319.25 |
|
R1 |
20,373.00 |
20,373.00 |
20,287.25 |
20,432.00 |
PP |
20,141.50 |
20,141.50 |
20,141.50 |
20,171.00 |
S1 |
20,023.75 |
20,023.75 |
20,223.25 |
20,082.50 |
S2 |
19,792.25 |
19,792.25 |
20,191.25 |
|
S3 |
19,443.00 |
19,674.50 |
20,159.25 |
|
S4 |
19,093.75 |
19,325.25 |
20,063.25 |
|
|
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 |
19,811.75 |
461.50 |
2.3% |
278.00 |
1.4% |
96% |
False |
False |
638,193 |
10 |
20,371.00 |
19,726.00 |
645.00 |
3.2% |
267.50 |
1.3% |
82% |
False |
False |
651,630 |
20 |
20,371.00 |
18,754.25 |
1,616.75 |
8.0% |
259.50 |
1.3% |
93% |
False |
False |
378,520 |
40 |
20,371.00 |
18,208.50 |
2,162.50 |
10.7% |
234.75 |
1.2% |
95% |
False |
False |
189,920 |
60 |
20,371.00 |
17,333.50 |
3,037.50 |
15.0% |
269.25 |
1.3% |
96% |
False |
False |
126,965 |
80 |
20,371.00 |
17,333.50 |
3,037.50 |
15.0% |
265.25 |
1.3% |
96% |
False |
False |
95,361 |
100 |
20,371.00 |
17,333.50 |
3,037.50 |
15.0% |
258.25 |
1.3% |
96% |
False |
False |
76,297 |
120 |
20,371.00 |
17,093.00 |
3,278.00 |
16.2% |
250.50 |
1.2% |
96% |
False |
False |
63,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,743.50 |
2.618 |
21,173.50 |
1.618 |
20,824.25 |
1.000 |
20,608.50 |
0.618 |
20,475.00 |
HIGH |
20,259.25 |
0.618 |
20,125.75 |
0.500 |
20,084.50 |
0.382 |
20,043.50 |
LOW |
19,910.00 |
0.618 |
19,694.25 |
1.000 |
19,560.75 |
1.618 |
19,345.00 |
2.618 |
18,995.75 |
4.250 |
18,425.75 |
|
|
Fisher Pivots for day following 02-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,198.50 |
20,184.25 |
PP |
20,141.50 |
20,113.50 |
S1 |
20,084.50 |
20,042.50 |
|