Trading Metrics calculated at close of trading on 03-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
20,045.75 |
20,241.00 |
195.25 |
1.0% |
20,014.75 |
High |
20,259.25 |
20,435.25 |
176.00 |
0.9% |
20,273.25 |
Low |
19,910.00 |
20,205.00 |
295.00 |
1.5% |
19,726.00 |
Close |
20,255.25 |
20,411.50 |
156.25 |
0.8% |
19,927.25 |
Range |
349.25 |
230.25 |
-119.00 |
-34.1% |
547.25 |
ATR |
264.93 |
262.45 |
-2.48 |
-0.9% |
0.00 |
Volume |
621,477 |
395,129 |
-226,348 |
-36.4% |
3,188,566 |
|
Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,041.25 |
20,956.75 |
20,538.25 |
|
R3 |
20,811.00 |
20,726.50 |
20,474.75 |
|
R2 |
20,580.75 |
20,580.75 |
20,453.75 |
|
R1 |
20,496.25 |
20,496.25 |
20,432.50 |
20,538.50 |
PP |
20,350.50 |
20,350.50 |
20,350.50 |
20,371.75 |
S1 |
20,266.00 |
20,266.00 |
20,390.50 |
20,308.25 |
S2 |
20,120.25 |
20,120.25 |
20,369.25 |
|
S3 |
19,890.00 |
20,035.75 |
20,348.25 |
|
S4 |
19,659.75 |
19,805.50 |
20,284.75 |
|
|
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 |
20,435.25 |
19,811.75 |
623.50 |
3.1% |
290.25 |
1.4% |
96% |
True |
False |
599,184 |
10 |
20,435.25 |
19,726.00 |
709.25 |
3.5% |
276.25 |
1.4% |
97% |
True |
False |
633,253 |
20 |
20,435.25 |
18,941.25 |
1,494.00 |
7.3% |
258.75 |
1.3% |
98% |
True |
False |
398,086 |
40 |
20,435.25 |
18,296.00 |
2,139.25 |
10.5% |
235.00 |
1.2% |
99% |
True |
False |
199,782 |
60 |
20,435.25 |
17,333.50 |
3,101.75 |
15.2% |
270.75 |
1.3% |
99% |
True |
False |
133,544 |
80 |
20,435.25 |
17,333.50 |
3,101.75 |
15.2% |
263.00 |
1.3% |
99% |
True |
False |
100,299 |
100 |
20,435.25 |
17,333.50 |
3,101.75 |
15.2% |
259.75 |
1.3% |
99% |
True |
False |
80,249 |
120 |
20,435.25 |
17,093.00 |
3,342.25 |
16.4% |
251.00 |
1.2% |
99% |
True |
False |
66,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,413.75 |
2.618 |
21,038.00 |
1.618 |
20,807.75 |
1.000 |
20,665.50 |
0.618 |
20,577.50 |
HIGH |
20,435.25 |
0.618 |
20,347.25 |
0.500 |
20,320.00 |
0.382 |
20,293.00 |
LOW |
20,205.00 |
0.618 |
20,062.75 |
1.000 |
19,974.75 |
1.618 |
19,832.50 |
2.618 |
19,602.25 |
4.250 |
19,226.50 |
|
|
Fisher Pivots for day following 03-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,381.00 |
20,315.50 |
PP |
20,350.50 |
20,219.50 |
S1 |
20,320.00 |
20,123.50 |
|