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 |
18,486.0 |
18,345.0 |
-141.0 |
-0.8% |
18,370.0 |
High |
18,489.0 |
18,577.0 |
88.0 |
0.5% |
18,543.0 |
Low |
18,191.0 |
18,344.0 |
153.0 |
0.8% |
18,221.0 |
Close |
18,315.0 |
18,547.0 |
232.0 |
1.3% |
18,403.0 |
Range |
298.0 |
233.0 |
-65.0 |
-21.8% |
322.0 |
ATR |
215.8 |
219.1 |
3.3 |
1.5% |
0.0 |
Volume |
46,045 |
38,803 |
-7,242 |
-15.7% |
193,808 |
|
Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,188.3 |
19,100.7 |
18,675.2 |
|
R3 |
18,955.3 |
18,867.7 |
18,611.1 |
|
R2 |
18,722.3 |
18,722.3 |
18,589.7 |
|
R1 |
18,634.7 |
18,634.7 |
18,568.4 |
18,678.5 |
PP |
18,489.3 |
18,489.3 |
18,489.3 |
18,511.3 |
S1 |
18,401.7 |
18,401.7 |
18,525.6 |
18,445.5 |
S2 |
18,256.3 |
18,256.3 |
18,504.3 |
|
S3 |
18,023.3 |
18,168.7 |
18,482.9 |
|
S4 |
17,790.3 |
17,935.7 |
18,418.9 |
|
|
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% |
215.6 |
1.2% |
81% |
False |
False |
40,962 |
10 |
18,632.0 |
18,191.0 |
441.0 |
2.4% |
218.0 |
1.2% |
81% |
False |
False |
40,321 |
20 |
19,012.0 |
18,162.0 |
850.0 |
4.6% |
218.8 |
1.2% |
45% |
False |
False |
24,062 |
40 |
19,180.0 |
18,162.0 |
1,018.0 |
5.5% |
154.7 |
0.8% |
38% |
False |
False |
12,070 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
139.6 |
0.8% |
44% |
False |
False |
8,052 |
80 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
116.7 |
0.6% |
44% |
False |
False |
6,040 |
100 |
19,180.0 |
17,357.0 |
1,823.0 |
9.8% |
94.8 |
0.5% |
65% |
False |
False |
4,832 |
120 |
19,180.0 |
16,932.0 |
2,248.0 |
12.1% |
79.0 |
0.4% |
72% |
False |
False |
4,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,567.3 |
2.618 |
19,187.0 |
1.618 |
18,954.0 |
1.000 |
18,810.0 |
0.618 |
18,721.0 |
HIGH |
18,577.0 |
0.618 |
18,488.0 |
0.500 |
18,460.5 |
0.382 |
18,433.0 |
LOW |
18,344.0 |
0.618 |
18,200.0 |
1.000 |
18,111.0 |
1.618 |
17,967.0 |
2.618 |
17,734.0 |
4.250 |
17,353.8 |
|
|
Fisher Pivots for day following 03-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
18,518.2 |
18,501.8 |
PP |
18,489.3 |
18,456.7 |
S1 |
18,460.5 |
18,411.5 |
|