| Trading Metrics calculated at close of trading on 04-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
04-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
8,176.5 |
8,221.0 |
44.5 |
0.5% |
8,279.0 |
| High |
8,228.5 |
8,289.5 |
61.0 |
0.7% |
8,356.0 |
| Low |
8,171.0 |
8,206.5 |
35.5 |
0.4% |
8,183.0 |
| Close |
8,205.0 |
8,268.5 |
63.5 |
0.8% |
8,212.0 |
| Range |
57.5 |
83.0 |
25.5 |
44.3% |
173.0 |
| ATR |
79.0 |
79.4 |
0.4 |
0.5% |
0.0 |
| Volume |
70,119 |
50,431 |
-19,688 |
-28.1% |
461,574 |
|
| Daily Pivots for day following 04-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,504.0 |
8,469.0 |
8,314.0 |
|
| R3 |
8,421.0 |
8,386.0 |
8,291.5 |
|
| R2 |
8,338.0 |
8,338.0 |
8,283.5 |
|
| R1 |
8,303.0 |
8,303.0 |
8,276.0 |
8,320.5 |
| PP |
8,255.0 |
8,255.0 |
8,255.0 |
8,263.5 |
| S1 |
8,220.0 |
8,220.0 |
8,261.0 |
8,237.5 |
| S2 |
8,172.0 |
8,172.0 |
8,253.5 |
|
| S3 |
8,089.0 |
8,137.0 |
8,245.5 |
|
| S4 |
8,006.0 |
8,054.0 |
8,223.0 |
|
|
| 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 |
8,289.5 |
8,135.5 |
154.0 |
1.9% |
76.0 |
0.9% |
86% |
True |
False |
87,161 |
| 10 |
8,356.0 |
8,135.5 |
220.5 |
2.7% |
86.5 |
1.0% |
60% |
False |
False |
91,291 |
| 20 |
8,360.0 |
8,135.5 |
224.5 |
2.7% |
83.5 |
1.0% |
59% |
False |
False |
87,112 |
| 40 |
8,492.0 |
8,135.5 |
356.5 |
4.3% |
60.0 |
0.7% |
37% |
False |
False |
43,609 |
| 60 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
55.5 |
0.7% |
68% |
False |
False |
29,075 |
| 80 |
8,492.0 |
7,756.0 |
736.0 |
8.9% |
49.0 |
0.6% |
70% |
False |
False |
21,809 |
| 100 |
8,492.0 |
7,509.0 |
983.0 |
11.9% |
39.5 |
0.5% |
77% |
False |
False |
17,447 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.4% |
33.5 |
0.4% |
78% |
False |
False |
14,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,642.0 |
|
2.618 |
8,507.0 |
|
1.618 |
8,424.0 |
|
1.000 |
8,372.5 |
|
0.618 |
8,341.0 |
|
HIGH |
8,289.5 |
|
0.618 |
8,258.0 |
|
0.500 |
8,248.0 |
|
0.382 |
8,238.0 |
|
LOW |
8,206.5 |
|
0.618 |
8,155.0 |
|
1.000 |
8,123.5 |
|
1.618 |
8,072.0 |
|
2.618 |
7,989.0 |
|
4.250 |
7,854.0 |
|
|
| Fisher Pivots for day following 04-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,261.5 |
8,250.0 |
| PP |
8,255.0 |
8,231.0 |
| S1 |
8,248.0 |
8,212.5 |
|