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 |
18,345.0 |
18,619.0 |
274.0 |
1.5% |
18,505.0 |
High |
18,577.0 |
18,823.0 |
246.0 |
1.3% |
18,823.0 |
Low |
18,344.0 |
18,573.0 |
229.0 |
1.2% |
18,191.0 |
Close |
18,547.0 |
18,614.0 |
67.0 |
0.4% |
18,614.0 |
Range |
233.0 |
250.0 |
17.0 |
7.3% |
632.0 |
ATR |
219.1 |
223.2 |
4.1 |
1.9% |
0.0 |
Volume |
38,803 |
40,872 |
2,069 |
5.3% |
169,689 |
|
Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,420.0 |
19,267.0 |
18,751.5 |
|
R3 |
19,170.0 |
19,017.0 |
18,682.8 |
|
R2 |
18,920.0 |
18,920.0 |
18,659.8 |
|
R1 |
18,767.0 |
18,767.0 |
18,636.9 |
18,718.5 |
PP |
18,670.0 |
18,670.0 |
18,670.0 |
18,645.8 |
S1 |
18,517.0 |
18,517.0 |
18,591.1 |
18,468.5 |
S2 |
18,420.0 |
18,420.0 |
18,568.2 |
|
S3 |
18,170.0 |
18,267.0 |
18,545.3 |
|
S4 |
17,920.0 |
18,017.0 |
18,476.5 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,438.7 |
20,158.3 |
18,961.6 |
|
R3 |
19,806.7 |
19,526.3 |
18,787.8 |
|
R2 |
19,174.7 |
19,174.7 |
18,729.9 |
|
R1 |
18,894.3 |
18,894.3 |
18,671.9 |
19,034.5 |
PP |
18,542.7 |
18,542.7 |
18,542.7 |
18,612.8 |
S1 |
18,262.3 |
18,262.3 |
18,556.1 |
18,402.5 |
S2 |
17,910.7 |
17,910.7 |
18,498.1 |
|
S3 |
17,278.7 |
17,630.3 |
18,440.2 |
|
S4 |
16,646.7 |
16,998.3 |
18,266.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,823.0 |
18,191.0 |
632.0 |
3.4% |
230.2 |
1.2% |
67% |
True |
False |
42,786 |
10 |
18,823.0 |
18,191.0 |
632.0 |
3.4% |
224.3 |
1.2% |
67% |
True |
False |
40,531 |
20 |
19,012.0 |
18,162.0 |
850.0 |
4.6% |
224.3 |
1.2% |
53% |
False |
False |
26,102 |
40 |
19,180.0 |
18,162.0 |
1,018.0 |
5.5% |
155.7 |
0.8% |
44% |
False |
False |
13,091 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
142.8 |
0.8% |
50% |
False |
False |
8,733 |
80 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
119.8 |
0.6% |
50% |
False |
False |
6,551 |
100 |
19,180.0 |
17,357.0 |
1,823.0 |
9.8% |
97.3 |
0.5% |
69% |
False |
False |
5,241 |
120 |
19,180.0 |
16,932.0 |
2,248.0 |
12.1% |
81.1 |
0.4% |
75% |
False |
False |
4,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,885.5 |
2.618 |
19,477.5 |
1.618 |
19,227.5 |
1.000 |
19,073.0 |
0.618 |
18,977.5 |
HIGH |
18,823.0 |
0.618 |
18,727.5 |
0.500 |
18,698.0 |
0.382 |
18,668.5 |
LOW |
18,573.0 |
0.618 |
18,418.5 |
1.000 |
18,323.0 |
1.618 |
18,168.5 |
2.618 |
17,918.5 |
4.250 |
17,510.5 |
|
|
Fisher Pivots for day following 05-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
18,698.0 |
18,578.3 |
PP |
18,670.0 |
18,542.7 |
S1 |
18,642.0 |
18,507.0 |
|