| 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 |
2,364.0 |
2,362.0 |
-2.0 |
-0.1% |
2,354.5 |
| High |
2,368.8 |
2,397.5 |
28.7 |
1.2% |
2,373.1 |
| Low |
2,350.8 |
2,360.0 |
9.2 |
0.4% |
2,327.5 |
| Close |
2,356.4 |
2,392.6 |
36.2 |
1.5% |
2,362.5 |
| Range |
18.0 |
37.5 |
19.5 |
108.3% |
45.6 |
| ATR |
31.7 |
32.3 |
0.7 |
2.1% |
0.0 |
| Volume |
5,795 |
6,491 |
696 |
12.0% |
13,189 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.9 |
2,481.7 |
2,413.2 |
|
| R3 |
2,458.4 |
2,444.2 |
2,402.9 |
|
| R2 |
2,420.9 |
2,420.9 |
2,399.5 |
|
| R1 |
2,406.7 |
2,406.7 |
2,396.0 |
2,413.8 |
| PP |
2,383.4 |
2,383.4 |
2,383.4 |
2,386.9 |
| S1 |
2,369.2 |
2,369.2 |
2,389.2 |
2,376.3 |
| S2 |
2,345.9 |
2,345.9 |
2,385.7 |
|
| S3 |
2,308.4 |
2,331.7 |
2,382.3 |
|
| S4 |
2,270.9 |
2,294.2 |
2,372.0 |
|
|
| 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 |
2,397.5 |
2,330.0 |
67.5 |
2.8% |
26.2 |
1.1% |
93% |
True |
False |
4,224 |
| 10 |
2,403.6 |
2,327.5 |
76.1 |
3.2% |
29.3 |
1.2% |
86% |
False |
False |
3,251 |
| 20 |
2,429.2 |
2,326.9 |
102.3 |
4.3% |
32.1 |
1.3% |
64% |
False |
False |
2,626 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.2% |
32.7 |
1.4% |
38% |
False |
False |
2,248 |
| 60 |
2,500.2 |
2,326.9 |
173.3 |
7.2% |
36.1 |
1.5% |
38% |
False |
False |
1,867 |
| 80 |
2,500.2 |
2,210.4 |
289.8 |
12.1% |
34.5 |
1.4% |
63% |
False |
False |
1,616 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.6% |
31.9 |
1.3% |
76% |
False |
False |
1,418 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.6% |
30.1 |
1.3% |
76% |
False |
False |
1,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,556.9 |
|
2.618 |
2,495.7 |
|
1.618 |
2,458.2 |
|
1.000 |
2,435.0 |
|
0.618 |
2,420.7 |
|
HIGH |
2,397.5 |
|
0.618 |
2,383.2 |
|
0.500 |
2,378.8 |
|
0.382 |
2,374.3 |
|
LOW |
2,360.0 |
|
0.618 |
2,336.8 |
|
1.000 |
2,322.5 |
|
1.618 |
2,299.3 |
|
2.618 |
2,261.8 |
|
4.250 |
2,200.6 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,388.0 |
2,386.5 |
| PP |
2,383.4 |
2,380.3 |
| S1 |
2,378.8 |
2,374.2 |
|