| 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 |
2,049.2 |
2,053.5 |
4.3 |
0.2% |
2,044.8 |
| High |
2,059.6 |
2,069.4 |
9.8 |
0.5% |
2,084.9 |
| Low |
2,035.9 |
2,050.9 |
15.0 |
0.7% |
2,026.5 |
| Close |
2,055.0 |
2,053.1 |
-1.9 |
-0.1% |
2,065.0 |
| Range |
23.7 |
18.5 |
-5.2 |
-21.9% |
58.4 |
| ATR |
32.5 |
31.5 |
-1.0 |
-3.1% |
0.0 |
| Volume |
140,636 |
110,063 |
-30,573 |
-21.7% |
838,337 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.3 |
2,101.7 |
2,063.3 |
|
| R3 |
2,094.8 |
2,083.2 |
2,058.2 |
|
| R2 |
2,076.3 |
2,076.3 |
2,056.5 |
|
| R1 |
2,064.7 |
2,064.7 |
2,054.8 |
2,061.3 |
| PP |
2,057.8 |
2,057.8 |
2,057.8 |
2,056.1 |
| S1 |
2,046.2 |
2,046.2 |
2,051.4 |
2,042.8 |
| S2 |
2,039.3 |
2,039.3 |
2,049.7 |
|
| S3 |
2,020.8 |
2,027.7 |
2,048.0 |
|
| S4 |
2,002.3 |
2,009.2 |
2,042.9 |
|
|
| 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 |
2,030.4 |
54.5 |
2.7% |
29.6 |
1.4% |
42% |
False |
False |
178,031 |
| 10 |
2,084.9 |
2,024.9 |
60.0 |
2.9% |
27.2 |
1.3% |
47% |
False |
False |
164,876 |
| 20 |
2,118.2 |
2,015.2 |
103.0 |
5.0% |
32.4 |
1.6% |
37% |
False |
False |
127,207 |
| 40 |
2,153.2 |
2,015.2 |
138.0 |
6.7% |
31.2 |
1.5% |
27% |
False |
False |
63,785 |
| 60 |
2,153.2 |
1,937.1 |
216.1 |
10.5% |
34.7 |
1.7% |
54% |
False |
False |
42,584 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
34.8 |
1.7% |
46% |
False |
False |
31,959 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
28.4 |
1.4% |
46% |
False |
False |
25,567 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
23.6 |
1.2% |
46% |
False |
False |
21,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,148.0 |
|
2.618 |
2,117.8 |
|
1.618 |
2,099.3 |
|
1.000 |
2,087.9 |
|
0.618 |
2,080.8 |
|
HIGH |
2,069.4 |
|
0.618 |
2,062.3 |
|
0.500 |
2,060.2 |
|
0.382 |
2,058.0 |
|
LOW |
2,050.9 |
|
0.618 |
2,039.5 |
|
1.000 |
2,032.4 |
|
1.618 |
2,021.0 |
|
2.618 |
2,002.5 |
|
4.250 |
1,972.3 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.2 |
2,057.7 |
| PP |
2,057.8 |
2,056.1 |
| S1 |
2,055.5 |
2,054.6 |
|