| 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 |
2,359.7 |
2,356.3 |
-3.4 |
-0.1% |
2,354.5 |
| High |
2,373.1 |
2,371.4 |
-1.7 |
-0.1% |
2,373.1 |
| Low |
2,352.6 |
2,350.9 |
-1.7 |
-0.1% |
2,327.5 |
| Close |
2,362.5 |
2,361.9 |
-0.6 |
0.0% |
2,362.5 |
| Range |
20.5 |
20.5 |
0.0 |
0.0% |
45.6 |
| ATR |
33.7 |
32.7 |
-0.9 |
-2.8% |
0.0 |
| Volume |
2,984 |
2,300 |
-684 |
-22.9% |
13,189 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.9 |
2,412.9 |
2,373.2 |
|
| R3 |
2,402.4 |
2,392.4 |
2,367.5 |
|
| R2 |
2,381.9 |
2,381.9 |
2,365.7 |
|
| R1 |
2,371.9 |
2,371.9 |
2,363.8 |
2,376.9 |
| PP |
2,361.4 |
2,361.4 |
2,361.4 |
2,363.9 |
| S1 |
2,351.4 |
2,351.4 |
2,360.0 |
2,356.4 |
| S2 |
2,340.9 |
2,340.9 |
2,358.1 |
|
| S3 |
2,320.4 |
2,330.9 |
2,356.3 |
|
| S4 |
2,299.9 |
2,310.4 |
2,350.6 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,491.2 |
2,472.4 |
2,387.6 |
|
| R3 |
2,445.6 |
2,426.8 |
2,375.0 |
|
| R2 |
2,400.0 |
2,400.0 |
2,370.9 |
|
| R1 |
2,381.2 |
2,381.2 |
2,366.7 |
2,390.6 |
| PP |
2,354.4 |
2,354.4 |
2,354.4 |
2,359.1 |
| S1 |
2,335.6 |
2,335.6 |
2,358.3 |
2,345.0 |
| S2 |
2,308.8 |
2,308.8 |
2,354.1 |
|
| S3 |
2,263.2 |
2,290.0 |
2,350.0 |
|
| S4 |
2,217.6 |
2,244.4 |
2,337.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,373.1 |
2,327.5 |
45.6 |
1.9% |
25.5 |
1.1% |
75% |
False |
False |
2,885 |
| 10 |
2,403.6 |
2,327.5 |
76.1 |
3.2% |
28.4 |
1.2% |
45% |
False |
False |
2,225 |
| 20 |
2,429.2 |
2,326.9 |
102.3 |
4.3% |
33.2 |
1.4% |
34% |
False |
False |
2,213 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.3% |
33.5 |
1.4% |
20% |
False |
False |
2,004 |
| 60 |
2,500.2 |
2,326.9 |
173.3 |
7.3% |
37.1 |
1.6% |
20% |
False |
False |
1,713 |
| 80 |
2,500.2 |
2,210.4 |
289.8 |
12.3% |
34.6 |
1.5% |
52% |
False |
False |
1,478 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.9% |
31.7 |
1.3% |
69% |
False |
False |
1,301 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.9% |
29.9 |
1.3% |
69% |
False |
False |
1,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,458.5 |
|
2.618 |
2,425.1 |
|
1.618 |
2,404.6 |
|
1.000 |
2,391.9 |
|
0.618 |
2,384.1 |
|
HIGH |
2,371.4 |
|
0.618 |
2,363.6 |
|
0.500 |
2,361.2 |
|
0.382 |
2,358.7 |
|
LOW |
2,350.9 |
|
0.618 |
2,338.2 |
|
1.000 |
2,330.4 |
|
1.618 |
2,317.7 |
|
2.618 |
2,297.2 |
|
4.250 |
2,263.8 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,361.7 |
2,358.5 |
| PP |
2,361.4 |
2,355.0 |
| S1 |
2,361.2 |
2,351.6 |
|