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 |
18,505.0 |
18,486.0 |
-19.0 |
-0.1% |
18,370.0 |
High |
18,632.0 |
18,489.0 |
-143.0 |
-0.8% |
18,543.0 |
Low |
18,427.0 |
18,191.0 |
-236.0 |
-1.3% |
18,221.0 |
Close |
18,490.0 |
18,315.0 |
-175.0 |
-0.9% |
18,403.0 |
Range |
205.0 |
298.0 |
93.0 |
45.4% |
322.0 |
ATR |
209.4 |
215.8 |
6.4 |
3.1% |
0.0 |
Volume |
43,969 |
46,045 |
2,076 |
4.7% |
193,808 |
|
Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,225.7 |
19,068.3 |
18,478.9 |
|
R3 |
18,927.7 |
18,770.3 |
18,397.0 |
|
R2 |
18,629.7 |
18,629.7 |
18,369.6 |
|
R1 |
18,472.3 |
18,472.3 |
18,342.3 |
18,402.0 |
PP |
18,331.7 |
18,331.7 |
18,331.7 |
18,296.5 |
S1 |
18,174.3 |
18,174.3 |
18,287.7 |
18,104.0 |
S2 |
18,033.7 |
18,033.7 |
18,260.4 |
|
S3 |
17,735.7 |
17,876.3 |
18,233.1 |
|
S4 |
17,437.7 |
17,578.3 |
18,151.1 |
|
|
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 |
18,191.0 |
441.0 |
2.4% |
233.4 |
1.3% |
28% |
False |
True |
41,205 |
10 |
18,632.0 |
18,191.0 |
441.0 |
2.4% |
209.1 |
1.1% |
28% |
False |
True |
40,186 |
20 |
19,012.0 |
18,162.0 |
850.0 |
4.6% |
212.7 |
1.2% |
18% |
False |
False |
22,128 |
40 |
19,180.0 |
18,162.0 |
1,018.0 |
5.6% |
152.1 |
0.8% |
15% |
False |
False |
11,100 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.2% |
136.2 |
0.7% |
23% |
False |
False |
7,406 |
80 |
19,180.0 |
18,051.0 |
1,129.0 |
6.2% |
113.8 |
0.6% |
23% |
False |
False |
5,555 |
100 |
19,180.0 |
17,357.0 |
1,823.0 |
10.0% |
92.5 |
0.5% |
53% |
False |
False |
4,444 |
120 |
19,180.0 |
16,932.0 |
2,248.0 |
12.3% |
77.0 |
0.4% |
62% |
False |
False |
3,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,755.5 |
2.618 |
19,269.2 |
1.618 |
18,971.2 |
1.000 |
18,787.0 |
0.618 |
18,673.2 |
HIGH |
18,489.0 |
0.618 |
18,375.2 |
0.500 |
18,340.0 |
0.382 |
18,304.8 |
LOW |
18,191.0 |
0.618 |
18,006.8 |
1.000 |
17,893.0 |
1.618 |
17,708.8 |
2.618 |
17,410.8 |
4.250 |
16,924.5 |
|
|
Fisher Pivots for day following 02-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
18,340.0 |
18,411.5 |
PP |
18,331.7 |
18,379.3 |
S1 |
18,323.3 |
18,347.2 |
|