| 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 |
2,068.4 |
2,049.2 |
-19.2 |
-0.9% |
2,044.8 |
| High |
2,079.4 |
2,059.6 |
-19.8 |
-1.0% |
2,084.9 |
| Low |
2,041.2 |
2,035.9 |
-5.3 |
-0.3% |
2,026.5 |
| Close |
2,048.4 |
2,055.0 |
6.6 |
0.3% |
2,065.0 |
| Range |
38.2 |
23.7 |
-14.5 |
-38.0% |
58.4 |
| ATR |
33.2 |
32.5 |
-0.7 |
-2.0% |
0.0 |
| Volume |
210,660 |
140,636 |
-70,024 |
-33.2% |
838,337 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.3 |
2,111.8 |
2,068.0 |
|
| R3 |
2,097.6 |
2,088.1 |
2,061.5 |
|
| R2 |
2,073.9 |
2,073.9 |
2,059.3 |
|
| R1 |
2,064.4 |
2,064.4 |
2,057.2 |
2,069.2 |
| PP |
2,050.2 |
2,050.2 |
2,050.2 |
2,052.5 |
| S1 |
2,040.7 |
2,040.7 |
2,052.8 |
2,045.5 |
| S2 |
2,026.5 |
2,026.5 |
2,050.7 |
|
| S3 |
2,002.8 |
2,017.0 |
2,048.5 |
|
| S4 |
1,979.1 |
1,993.3 |
2,042.0 |
|
|
| 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 |
2.8% |
29.9 |
1.5% |
49% |
False |
False |
182,530 |
| 10 |
2,084.9 |
2,024.9 |
60.0 |
2.9% |
27.7 |
1.3% |
50% |
False |
False |
177,934 |
| 20 |
2,118.2 |
2,015.2 |
103.0 |
5.0% |
33.1 |
1.6% |
39% |
False |
False |
121,736 |
| 40 |
2,153.2 |
2,015.2 |
138.0 |
6.7% |
31.3 |
1.5% |
29% |
False |
False |
61,037 |
| 60 |
2,153.2 |
1,937.1 |
216.1 |
10.5% |
34.9 |
1.7% |
55% |
False |
False |
40,752 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
35.0 |
1.7% |
47% |
False |
False |
30,583 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
28.2 |
1.4% |
47% |
False |
False |
24,467 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
23.5 |
1.1% |
47% |
False |
False |
20,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.3 |
|
2.618 |
2,121.6 |
|
1.618 |
2,097.9 |
|
1.000 |
2,083.3 |
|
0.618 |
2,074.2 |
|
HIGH |
2,059.6 |
|
0.618 |
2,050.5 |
|
0.500 |
2,047.8 |
|
0.382 |
2,045.0 |
|
LOW |
2,035.9 |
|
0.618 |
2,021.3 |
|
1.000 |
2,012.2 |
|
1.618 |
1,997.6 |
|
2.618 |
1,973.9 |
|
4.250 |
1,935.2 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.6 |
2,060.4 |
| PP |
2,050.2 |
2,058.6 |
| S1 |
2,047.8 |
2,056.8 |
|