| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
8,221.0 |
8,289.5 |
68.5 |
0.8% |
8,203.0 |
| High |
8,289.5 |
8,310.0 |
20.5 |
0.2% |
8,310.0 |
| Low |
8,206.5 |
8,208.0 |
1.5 |
0.0% |
8,135.5 |
| Close |
8,268.5 |
8,219.5 |
-49.0 |
-0.6% |
8,219.5 |
| Range |
83.0 |
102.0 |
19.0 |
22.9% |
174.5 |
| ATR |
79.4 |
81.0 |
1.6 |
2.0% |
0.0 |
| Volume |
50,431 |
83,194 |
32,763 |
65.0% |
407,974 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,552.0 |
8,487.5 |
8,275.5 |
|
| R3 |
8,450.0 |
8,385.5 |
8,247.5 |
|
| R2 |
8,348.0 |
8,348.0 |
8,238.0 |
|
| R1 |
8,283.5 |
8,283.5 |
8,229.0 |
8,265.0 |
| PP |
8,246.0 |
8,246.0 |
8,246.0 |
8,236.5 |
| S1 |
8,181.5 |
8,181.5 |
8,210.0 |
8,163.0 |
| S2 |
8,144.0 |
8,144.0 |
8,201.0 |
|
| S3 |
8,042.0 |
8,079.5 |
8,191.5 |
|
| S4 |
7,940.0 |
7,977.5 |
8,163.5 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,745.0 |
8,657.0 |
8,315.5 |
|
| R3 |
8,570.5 |
8,482.5 |
8,267.5 |
|
| R2 |
8,396.0 |
8,396.0 |
8,251.5 |
|
| R1 |
8,308.0 |
8,308.0 |
8,235.5 |
8,352.0 |
| PP |
8,221.5 |
8,221.5 |
8,221.5 |
8,244.0 |
| S1 |
8,133.5 |
8,133.5 |
8,203.5 |
8,177.5 |
| S2 |
8,047.0 |
8,047.0 |
8,187.5 |
|
| S3 |
7,872.5 |
7,959.0 |
8,171.5 |
|
| S4 |
7,698.0 |
7,784.5 |
8,123.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,310.0 |
8,135.5 |
174.5 |
2.1% |
77.5 |
0.9% |
48% |
True |
False |
81,594 |
| 10 |
8,356.0 |
8,135.5 |
220.5 |
2.7% |
86.0 |
1.0% |
38% |
False |
False |
86,954 |
| 20 |
8,356.0 |
8,135.5 |
220.5 |
2.7% |
84.0 |
1.0% |
38% |
False |
False |
91,208 |
| 40 |
8,492.0 |
8,135.5 |
356.5 |
4.3% |
62.0 |
0.8% |
24% |
False |
False |
45,689 |
| 60 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
57.0 |
0.7% |
61% |
False |
False |
30,462 |
| 80 |
8,492.0 |
7,756.0 |
736.0 |
9.0% |
50.5 |
0.6% |
63% |
False |
False |
22,849 |
| 100 |
8,492.0 |
7,558.0 |
934.0 |
11.4% |
40.5 |
0.5% |
71% |
False |
False |
18,279 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.5% |
34.0 |
0.4% |
73% |
False |
False |
15,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,743.5 |
|
2.618 |
8,577.0 |
|
1.618 |
8,475.0 |
|
1.000 |
8,412.0 |
|
0.618 |
8,373.0 |
|
HIGH |
8,310.0 |
|
0.618 |
8,271.0 |
|
0.500 |
8,259.0 |
|
0.382 |
8,247.0 |
|
LOW |
8,208.0 |
|
0.618 |
8,145.0 |
|
1.000 |
8,106.0 |
|
1.618 |
8,043.0 |
|
2.618 |
7,941.0 |
|
4.250 |
7,774.5 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,259.0 |
8,240.5 |
| PP |
8,246.0 |
8,233.5 |
| S1 |
8,232.5 |
8,226.5 |
|