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 |
18,421.0 |
18,505.0 |
84.0 |
0.5% |
18,370.0 |
High |
18,525.0 |
18,632.0 |
107.0 |
0.6% |
18,543.0 |
Low |
18,360.0 |
18,427.0 |
67.0 |
0.4% |
18,221.0 |
Close |
18,403.0 |
18,490.0 |
87.0 |
0.5% |
18,403.0 |
Range |
165.0 |
205.0 |
40.0 |
24.2% |
322.0 |
ATR |
207.9 |
209.4 |
1.5 |
0.7% |
0.0 |
Volume |
44,241 |
43,969 |
-272 |
-0.6% |
193,808 |
|
Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,131.3 |
19,015.7 |
18,602.8 |
|
R3 |
18,926.3 |
18,810.7 |
18,546.4 |
|
R2 |
18,721.3 |
18,721.3 |
18,527.6 |
|
R1 |
18,605.7 |
18,605.7 |
18,508.8 |
18,561.0 |
PP |
18,516.3 |
18,516.3 |
18,516.3 |
18,494.0 |
S1 |
18,400.7 |
18,400.7 |
18,471.2 |
18,356.0 |
S2 |
18,311.3 |
18,311.3 |
18,452.4 |
|
S3 |
18,106.3 |
18,195.7 |
18,433.6 |
|
S4 |
17,901.3 |
17,990.7 |
18,377.3 |
|
|
Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,355.0 |
19,201.0 |
18,580.1 |
|
R3 |
19,033.0 |
18,879.0 |
18,491.6 |
|
R2 |
18,711.0 |
18,711.0 |
18,462.0 |
|
R1 |
18,557.0 |
18,557.0 |
18,432.5 |
18,634.0 |
PP |
18,389.0 |
18,389.0 |
18,389.0 |
18,427.5 |
S1 |
18,235.0 |
18,235.0 |
18,373.5 |
18,312.0 |
S2 |
18,067.0 |
18,067.0 |
18,344.0 |
|
S3 |
17,745.0 |
17,913.0 |
18,314.5 |
|
S4 |
17,423.0 |
17,591.0 |
18,225.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,632.0 |
18,221.0 |
411.0 |
2.2% |
210.4 |
1.1% |
65% |
True |
False |
39,358 |
10 |
18,632.0 |
18,168.0 |
464.0 |
2.5% |
198.4 |
1.1% |
69% |
True |
False |
38,029 |
20 |
19,012.0 |
18,162.0 |
850.0 |
4.6% |
202.1 |
1.1% |
39% |
False |
False |
19,831 |
40 |
19,180.0 |
18,162.0 |
1,018.0 |
5.5% |
147.0 |
0.8% |
32% |
False |
False |
9,949 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
134.8 |
0.7% |
39% |
False |
False |
6,638 |
80 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
110.1 |
0.6% |
39% |
False |
False |
4,980 |
100 |
19,180.0 |
17,357.0 |
1,823.0 |
9.9% |
89.5 |
0.5% |
62% |
False |
False |
3,984 |
120 |
19,180.0 |
16,932.0 |
2,248.0 |
12.2% |
74.6 |
0.4% |
69% |
False |
False |
3,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,503.3 |
2.618 |
19,168.7 |
1.618 |
18,963.7 |
1.000 |
18,837.0 |
0.618 |
18,758.7 |
HIGH |
18,632.0 |
0.618 |
18,553.7 |
0.500 |
18,529.5 |
0.382 |
18,505.3 |
LOW |
18,427.0 |
0.618 |
18,300.3 |
1.000 |
18,222.0 |
1.618 |
18,095.3 |
2.618 |
17,890.3 |
4.250 |
17,555.8 |
|
|
Fisher Pivots for day following 01-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
18,529.5 |
18,475.2 |
PP |
18,516.3 |
18,460.3 |
S1 |
18,503.2 |
18,445.5 |
|