| 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 |
8,193.0 |
8,176.5 |
-16.5 |
-0.2% |
8,279.0 |
| High |
8,204.0 |
8,228.5 |
24.5 |
0.3% |
8,356.0 |
| Low |
8,135.5 |
8,171.0 |
35.5 |
0.4% |
8,183.0 |
| Close |
8,151.0 |
8,205.0 |
54.0 |
0.7% |
8,212.0 |
| Range |
68.5 |
57.5 |
-11.0 |
-16.1% |
173.0 |
| ATR |
79.1 |
79.0 |
-0.1 |
-0.1% |
0.0 |
| Volume |
99,688 |
70,119 |
-29,569 |
-29.7% |
461,574 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,374.0 |
8,347.0 |
8,236.5 |
|
| R3 |
8,316.5 |
8,289.5 |
8,221.0 |
|
| R2 |
8,259.0 |
8,259.0 |
8,215.5 |
|
| R1 |
8,232.0 |
8,232.0 |
8,210.5 |
8,245.5 |
| PP |
8,201.5 |
8,201.5 |
8,201.5 |
8,208.0 |
| S1 |
8,174.5 |
8,174.5 |
8,199.5 |
8,188.0 |
| S2 |
8,144.0 |
8,144.0 |
8,194.5 |
|
| S3 |
8,086.5 |
8,117.0 |
8,189.0 |
|
| S4 |
8,029.0 |
8,059.5 |
8,173.5 |
|
|
| 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 |
8,281.0 |
8,135.5 |
145.5 |
1.8% |
74.5 |
0.9% |
48% |
False |
False |
94,271 |
| 10 |
8,356.0 |
8,135.5 |
220.5 |
2.7% |
87.0 |
1.1% |
32% |
False |
False |
96,030 |
| 20 |
8,360.0 |
8,135.5 |
224.5 |
2.7% |
81.0 |
1.0% |
31% |
False |
False |
84,629 |
| 40 |
8,492.0 |
8,135.5 |
356.5 |
4.3% |
58.5 |
0.7% |
19% |
False |
False |
42,349 |
| 60 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
54.5 |
0.7% |
58% |
False |
False |
28,235 |
| 80 |
8,492.0 |
7,720.0 |
772.0 |
9.4% |
48.0 |
0.6% |
63% |
False |
False |
21,178 |
| 100 |
8,492.0 |
7,509.0 |
983.0 |
12.0% |
38.5 |
0.5% |
71% |
False |
False |
16,943 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.5% |
32.5 |
0.4% |
72% |
False |
False |
14,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,473.0 |
|
2.618 |
8,379.0 |
|
1.618 |
8,321.5 |
|
1.000 |
8,286.0 |
|
0.618 |
8,264.0 |
|
HIGH |
8,228.5 |
|
0.618 |
8,206.5 |
|
0.500 |
8,200.0 |
|
0.382 |
8,193.0 |
|
LOW |
8,171.0 |
|
0.618 |
8,135.5 |
|
1.000 |
8,113.5 |
|
1.618 |
8,078.0 |
|
2.618 |
8,020.5 |
|
4.250 |
7,926.5 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,203.0 |
8,203.0 |
| PP |
8,201.5 |
8,201.0 |
| S1 |
8,200.0 |
8,199.0 |
|