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 |
20,241.00 |
20,419.25 |
178.25 |
0.9% |
19,970.00 |
High |
20,435.25 |
20,639.50 |
204.25 |
1.0% |
20,639.50 |
Low |
20,205.00 |
20,361.00 |
156.00 |
0.8% |
19,811.75 |
Close |
20,411.50 |
20,620.75 |
209.25 |
1.0% |
20,620.75 |
Range |
230.25 |
278.50 |
48.25 |
21.0% |
827.75 |
ATR |
262.45 |
263.60 |
1.15 |
0.4% |
0.00 |
Volume |
395,129 |
600,207 |
205,078 |
51.9% |
2,256,154 |
|
Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,376.00 |
21,276.75 |
20,774.00 |
|
R3 |
21,097.50 |
20,998.25 |
20,697.25 |
|
R2 |
20,819.00 |
20,819.00 |
20,671.75 |
|
R1 |
20,719.75 |
20,719.75 |
20,646.25 |
20,769.50 |
PP |
20,540.50 |
20,540.50 |
20,540.50 |
20,565.25 |
S1 |
20,441.25 |
20,441.25 |
20,595.25 |
20,491.00 |
S2 |
20,262.00 |
20,262.00 |
20,569.75 |
|
S3 |
19,983.50 |
20,162.75 |
20,544.25 |
|
S4 |
19,705.00 |
19,884.25 |
20,467.50 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,840.50 |
22,558.50 |
21,076.00 |
|
R3 |
22,012.75 |
21,730.75 |
20,848.50 |
|
R2 |
21,185.00 |
21,185.00 |
20,772.50 |
|
R1 |
20,903.00 |
20,903.00 |
20,696.75 |
21,044.00 |
PP |
20,357.25 |
20,357.25 |
20,357.25 |
20,428.00 |
S1 |
20,075.25 |
20,075.25 |
20,544.75 |
20,216.25 |
S2 |
19,529.50 |
19,529.50 |
20,469.00 |
|
S3 |
18,701.75 |
19,247.50 |
20,393.00 |
|
S4 |
17,874.00 |
18,419.75 |
20,165.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,639.50 |
19,811.75 |
827.75 |
4.0% |
297.50 |
1.4% |
98% |
True |
False |
601,295 |
10 |
20,639.50 |
19,726.00 |
913.50 |
4.4% |
262.75 |
1.3% |
98% |
True |
False |
603,555 |
20 |
20,639.50 |
19,189.75 |
1,449.75 |
7.0% |
252.75 |
1.2% |
99% |
True |
False |
427,828 |
40 |
20,639.50 |
18,296.00 |
2,343.50 |
11.4% |
239.25 |
1.2% |
99% |
True |
False |
214,771 |
60 |
20,639.50 |
17,333.50 |
3,306.00 |
16.0% |
271.50 |
1.3% |
99% |
True |
False |
143,538 |
80 |
20,639.50 |
17,333.50 |
3,306.00 |
16.0% |
264.50 |
1.3% |
99% |
True |
False |
107,798 |
100 |
20,639.50 |
17,333.50 |
3,306.00 |
16.0% |
261.25 |
1.3% |
99% |
True |
False |
86,250 |
120 |
20,639.50 |
17,093.00 |
3,546.50 |
17.2% |
251.00 |
1.2% |
99% |
True |
False |
71,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,823.00 |
2.618 |
21,368.50 |
1.618 |
21,090.00 |
1.000 |
20,918.00 |
0.618 |
20,811.50 |
HIGH |
20,639.50 |
0.618 |
20,533.00 |
0.500 |
20,500.25 |
0.382 |
20,467.50 |
LOW |
20,361.00 |
0.618 |
20,189.00 |
1.000 |
20,082.50 |
1.618 |
19,910.50 |
2.618 |
19,632.00 |
4.250 |
19,177.50 |
|
|
Fisher Pivots for day following 05-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,580.50 |
20,505.50 |
PP |
20,540.50 |
20,390.00 |
S1 |
20,500.25 |
20,274.75 |
|