| 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 |
2,061.4 |
2,068.4 |
7.0 |
0.3% |
2,044.8 |
| High |
2,084.9 |
2,079.4 |
-5.5 |
-0.3% |
2,084.9 |
| Low |
2,050.4 |
2,041.2 |
-9.2 |
-0.4% |
2,026.5 |
| Close |
2,065.0 |
2,048.4 |
-16.6 |
-0.8% |
2,065.0 |
| Range |
34.5 |
38.2 |
3.7 |
10.7% |
58.4 |
| ATR |
32.8 |
33.2 |
0.4 |
1.2% |
0.0 |
| Volume |
286,383 |
210,660 |
-75,723 |
-26.4% |
838,337 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.9 |
2,147.9 |
2,069.4 |
|
| R3 |
2,132.7 |
2,109.7 |
2,058.9 |
|
| R2 |
2,094.5 |
2,094.5 |
2,055.4 |
|
| R1 |
2,071.5 |
2,071.5 |
2,051.9 |
2,063.9 |
| PP |
2,056.3 |
2,056.3 |
2,056.3 |
2,052.6 |
| S1 |
2,033.3 |
2,033.3 |
2,044.9 |
2,025.7 |
| S2 |
2,018.1 |
2,018.1 |
2,041.4 |
|
| S3 |
1,979.9 |
1,995.1 |
2,037.9 |
|
| S4 |
1,941.7 |
1,956.9 |
2,027.4 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.0 |
2,207.9 |
2,097.1 |
|
| R3 |
2,175.6 |
2,149.5 |
2,081.1 |
|
| R2 |
2,117.2 |
2,117.2 |
2,075.7 |
|
| R1 |
2,091.1 |
2,091.1 |
2,070.4 |
2,104.2 |
| PP |
2,058.8 |
2,058.8 |
2,058.8 |
2,065.3 |
| S1 |
2,032.7 |
2,032.7 |
2,059.6 |
2,045.8 |
| S2 |
2,000.4 |
2,000.4 |
2,054.3 |
|
| S3 |
1,942.0 |
1,974.3 |
2,048.9 |
|
| S4 |
1,883.6 |
1,915.9 |
2,032.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,084.9 |
2,026.5 |
58.4 |
2.9% |
29.7 |
1.5% |
38% |
False |
False |
178,579 |
| 10 |
2,084.9 |
2,015.2 |
69.7 |
3.4% |
28.9 |
1.4% |
48% |
False |
False |
199,663 |
| 20 |
2,126.5 |
2,015.2 |
111.3 |
5.4% |
34.6 |
1.7% |
30% |
False |
False |
114,781 |
| 40 |
2,153.2 |
2,015.2 |
138.0 |
6.7% |
32.0 |
1.6% |
24% |
False |
False |
57,526 |
| 60 |
2,153.2 |
1,937.1 |
216.1 |
10.5% |
35.0 |
1.7% |
52% |
False |
False |
38,411 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
34.8 |
1.7% |
45% |
False |
False |
28,825 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
28.0 |
1.4% |
45% |
False |
False |
23,060 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
23.3 |
1.1% |
45% |
False |
False |
19,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,241.8 |
|
2.618 |
2,179.4 |
|
1.618 |
2,141.2 |
|
1.000 |
2,117.6 |
|
0.618 |
2,103.0 |
|
HIGH |
2,079.4 |
|
0.618 |
2,064.8 |
|
0.500 |
2,060.3 |
|
0.382 |
2,055.8 |
|
LOW |
2,041.2 |
|
0.618 |
2,017.6 |
|
1.000 |
2,003.0 |
|
1.618 |
1,979.4 |
|
2.618 |
1,941.2 |
|
4.250 |
1,878.9 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.3 |
2,057.7 |
| PP |
2,056.3 |
2,054.6 |
| S1 |
2,052.4 |
2,051.5 |
|