| 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 |
8,203.0 |
8,193.0 |
-10.0 |
-0.1% |
8,279.0 |
| High |
8,262.0 |
8,204.0 |
-58.0 |
-0.7% |
8,356.0 |
| Low |
8,185.0 |
8,135.5 |
-49.5 |
-0.6% |
8,183.0 |
| Close |
8,213.0 |
8,151.0 |
-62.0 |
-0.8% |
8,212.0 |
| Range |
77.0 |
68.5 |
-8.5 |
-11.0% |
173.0 |
| ATR |
79.3 |
79.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
104,542 |
99,688 |
-4,854 |
-4.6% |
461,574 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,369.0 |
8,328.5 |
8,188.5 |
|
| R3 |
8,300.5 |
8,260.0 |
8,170.0 |
|
| R2 |
8,232.0 |
8,232.0 |
8,163.5 |
|
| R1 |
8,191.5 |
8,191.5 |
8,157.5 |
8,177.5 |
| PP |
8,163.5 |
8,163.5 |
8,163.5 |
8,156.5 |
| S1 |
8,123.0 |
8,123.0 |
8,144.5 |
8,109.0 |
| S2 |
8,095.0 |
8,095.0 |
8,138.5 |
|
| S3 |
8,026.5 |
8,054.5 |
8,132.0 |
|
| S4 |
7,958.0 |
7,986.0 |
8,113.5 |
|
|
| 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 |
8,341.5 |
8,135.5 |
206.0 |
2.5% |
83.0 |
1.0% |
8% |
False |
True |
96,984 |
| 10 |
8,356.0 |
8,135.5 |
220.5 |
2.7% |
86.0 |
1.1% |
7% |
False |
True |
99,532 |
| 20 |
8,360.0 |
8,135.5 |
224.5 |
2.8% |
79.0 |
1.0% |
7% |
False |
True |
81,126 |
| 40 |
8,492.0 |
8,135.5 |
356.5 |
4.4% |
57.5 |
0.7% |
4% |
False |
True |
40,596 |
| 60 |
8,492.0 |
7,801.0 |
691.0 |
8.5% |
54.0 |
0.7% |
51% |
False |
False |
27,066 |
| 80 |
8,492.0 |
7,711.5 |
780.5 |
9.6% |
47.5 |
0.6% |
56% |
False |
False |
20,302 |
| 100 |
8,492.0 |
7,509.0 |
983.0 |
12.1% |
38.0 |
0.5% |
65% |
False |
False |
16,241 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.6% |
32.0 |
0.4% |
67% |
False |
False |
13,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,495.0 |
|
2.618 |
8,383.5 |
|
1.618 |
8,315.0 |
|
1.000 |
8,272.5 |
|
0.618 |
8,246.5 |
|
HIGH |
8,204.0 |
|
0.618 |
8,178.0 |
|
0.500 |
8,170.0 |
|
0.382 |
8,161.5 |
|
LOW |
8,135.5 |
|
0.618 |
8,093.0 |
|
1.000 |
8,067.0 |
|
1.618 |
8,024.5 |
|
2.618 |
7,956.0 |
|
4.250 |
7,844.5 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,170.0 |
8,206.0 |
| PP |
8,163.5 |
8,187.5 |
| S1 |
8,157.0 |
8,169.0 |
|