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 |
8,235.5 |
8,203.0 |
-32.5 |
-0.4% |
8,279.0 |
High |
8,276.0 |
8,262.0 |
-14.0 |
-0.2% |
8,356.0 |
Low |
8,183.0 |
8,185.0 |
2.0 |
0.0% |
8,183.0 |
Close |
8,212.0 |
8,213.0 |
1.0 |
0.0% |
8,212.0 |
Range |
93.0 |
77.0 |
-16.0 |
-17.2% |
173.0 |
ATR |
79.4 |
79.3 |
-0.2 |
-0.2% |
0.0 |
Volume |
111,027 |
104,542 |
-6,485 |
-5.8% |
461,574 |
|
Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,451.0 |
8,409.0 |
8,255.5 |
|
R3 |
8,374.0 |
8,332.0 |
8,234.0 |
|
R2 |
8,297.0 |
8,297.0 |
8,227.0 |
|
R1 |
8,255.0 |
8,255.0 |
8,220.0 |
8,276.0 |
PP |
8,220.0 |
8,220.0 |
8,220.0 |
8,230.5 |
S1 |
8,178.0 |
8,178.0 |
8,206.0 |
8,199.0 |
S2 |
8,143.0 |
8,143.0 |
8,199.0 |
|
S3 |
8,066.0 |
8,101.0 |
8,192.0 |
|
S4 |
7,989.0 |
8,024.0 |
8,170.5 |
|
|
Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,769.5 |
8,663.5 |
8,307.0 |
|
R3 |
8,596.5 |
8,490.5 |
8,259.5 |
|
R2 |
8,423.5 |
8,423.5 |
8,243.5 |
|
R1 |
8,317.5 |
8,317.5 |
8,228.0 |
8,284.0 |
PP |
8,250.5 |
8,250.5 |
8,250.5 |
8,233.5 |
S1 |
8,144.5 |
8,144.5 |
8,196.0 |
8,111.0 |
S2 |
8,077.5 |
8,077.5 |
8,180.5 |
|
S3 |
7,904.5 |
7,971.5 |
8,164.5 |
|
S4 |
7,731.5 |
7,798.5 |
8,117.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,356.0 |
8,183.0 |
173.0 |
2.1% |
89.0 |
1.1% |
17% |
False |
False |
94,949 |
10 |
8,356.0 |
8,183.0 |
173.0 |
2.1% |
84.0 |
1.0% |
17% |
False |
False |
112,506 |
20 |
8,360.0 |
8,160.5 |
199.5 |
2.4% |
78.0 |
1.0% |
26% |
False |
False |
76,144 |
40 |
8,492.0 |
8,160.5 |
331.5 |
4.0% |
55.5 |
0.7% |
16% |
False |
False |
38,103 |
60 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
53.0 |
0.6% |
60% |
False |
False |
25,405 |
80 |
8,492.0 |
7,711.5 |
780.5 |
9.5% |
46.5 |
0.6% |
64% |
False |
False |
19,056 |
100 |
8,492.0 |
7,509.0 |
983.0 |
12.0% |
37.5 |
0.5% |
72% |
False |
False |
15,245 |
120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.5% |
31.5 |
0.4% |
73% |
False |
False |
12,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,589.0 |
2.618 |
8,463.5 |
1.618 |
8,386.5 |
1.000 |
8,339.0 |
0.618 |
8,309.5 |
HIGH |
8,262.0 |
0.618 |
8,232.5 |
0.500 |
8,223.5 |
0.382 |
8,214.5 |
LOW |
8,185.0 |
0.618 |
8,137.5 |
1.000 |
8,108.0 |
1.618 |
8,060.5 |
2.618 |
7,983.5 |
4.250 |
7,858.0 |
|
|
Fisher Pivots for day following 01-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
8,223.5 |
8,232.0 |
PP |
8,220.0 |
8,225.5 |
S1 |
8,216.5 |
8,219.5 |
|