| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,053.5 |
2,055.1 |
1.6 |
0.1% |
2,068.4 |
| High |
2,069.4 |
2,061.8 |
-7.6 |
-0.4% |
2,079.4 |
| Low |
2,050.9 |
2,032.8 |
-18.1 |
-0.9% |
2,032.8 |
| Close |
2,053.1 |
2,042.7 |
-10.4 |
-0.5% |
2,042.7 |
| Range |
18.5 |
29.0 |
10.5 |
56.8% |
46.6 |
| ATR |
31.5 |
31.3 |
-0.2 |
-0.6% |
0.0 |
| Volume |
110,063 |
172,276 |
62,213 |
56.5% |
633,635 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,132.8 |
2,116.7 |
2,058.7 |
|
| R3 |
2,103.8 |
2,087.7 |
2,050.7 |
|
| R2 |
2,074.8 |
2,074.8 |
2,048.0 |
|
| R1 |
2,058.7 |
2,058.7 |
2,045.4 |
2,052.3 |
| PP |
2,045.8 |
2,045.8 |
2,045.8 |
2,042.5 |
| S1 |
2,029.7 |
2,029.7 |
2,040.0 |
2,023.3 |
| S2 |
2,016.8 |
2,016.8 |
2,037.4 |
|
| S3 |
1,987.8 |
2,000.7 |
2,034.7 |
|
| S4 |
1,958.8 |
1,971.7 |
2,026.8 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.4 |
2,163.7 |
2,068.3 |
|
| R3 |
2,144.8 |
2,117.1 |
2,055.5 |
|
| R2 |
2,098.2 |
2,098.2 |
2,051.2 |
|
| R1 |
2,070.5 |
2,070.5 |
2,047.0 |
2,061.1 |
| PP |
2,051.6 |
2,051.6 |
2,051.6 |
2,046.9 |
| S1 |
2,023.9 |
2,023.9 |
2,038.4 |
2,014.5 |
| S2 |
2,005.0 |
2,005.0 |
2,034.2 |
|
| S3 |
1,958.4 |
1,977.3 |
2,029.9 |
|
| S4 |
1,911.8 |
1,930.7 |
2,017.1 |
|
|
| 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 |
2,032.8 |
52.1 |
2.6% |
28.8 |
1.4% |
19% |
False |
True |
184,003 |
| 10 |
2,084.9 |
2,024.9 |
60.0 |
2.9% |
27.4 |
1.3% |
30% |
False |
False |
162,642 |
| 20 |
2,118.2 |
2,015.2 |
103.0 |
5.0% |
32.2 |
1.6% |
27% |
False |
False |
135,790 |
| 40 |
2,153.2 |
2,015.2 |
138.0 |
6.8% |
31.5 |
1.5% |
20% |
False |
False |
68,089 |
| 60 |
2,153.2 |
1,937.1 |
216.1 |
10.6% |
34.8 |
1.7% |
49% |
False |
False |
45,453 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
34.9 |
1.7% |
42% |
False |
False |
34,112 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
28.7 |
1.4% |
42% |
False |
False |
27,290 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
23.9 |
1.2% |
42% |
False |
False |
22,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,185.1 |
|
2.618 |
2,137.7 |
|
1.618 |
2,108.7 |
|
1.000 |
2,090.8 |
|
0.618 |
2,079.7 |
|
HIGH |
2,061.8 |
|
0.618 |
2,050.7 |
|
0.500 |
2,047.3 |
|
0.382 |
2,043.9 |
|
LOW |
2,032.8 |
|
0.618 |
2,014.9 |
|
1.000 |
2,003.8 |
|
1.618 |
1,985.9 |
|
2.618 |
1,956.9 |
|
4.250 |
1,909.6 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,047.3 |
2,051.1 |
| PP |
2,045.8 |
2,048.3 |
| S1 |
2,044.2 |
2,045.5 |
|