| 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 |
2,362.0 |
2,387.9 |
25.9 |
1.1% |
2,356.3 |
| High |
2,397.5 |
2,424.8 |
27.3 |
1.1% |
2,424.8 |
| Low |
2,360.0 |
2,380.0 |
20.0 |
0.8% |
2,350.8 |
| Close |
2,392.6 |
2,421.1 |
28.5 |
1.2% |
2,421.1 |
| Range |
37.5 |
44.8 |
7.3 |
19.5% |
74.0 |
| ATR |
32.3 |
33.2 |
0.9 |
2.8% |
0.0 |
| Volume |
6,491 |
4,923 |
-1,568 |
-24.2% |
19,509 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,543.0 |
2,526.9 |
2,445.7 |
|
| R3 |
2,498.2 |
2,482.1 |
2,433.4 |
|
| R2 |
2,453.4 |
2,453.4 |
2,429.3 |
|
| R1 |
2,437.3 |
2,437.3 |
2,425.2 |
2,445.4 |
| PP |
2,408.6 |
2,408.6 |
2,408.6 |
2,412.7 |
| S1 |
2,392.5 |
2,392.5 |
2,417.0 |
2,400.6 |
| S2 |
2,363.8 |
2,363.8 |
2,412.9 |
|
| S3 |
2,319.0 |
2,347.7 |
2,408.8 |
|
| S4 |
2,274.2 |
2,302.9 |
2,396.5 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.9 |
2,595.0 |
2,461.8 |
|
| R3 |
2,546.9 |
2,521.0 |
2,441.5 |
|
| R2 |
2,472.9 |
2,472.9 |
2,434.7 |
|
| R1 |
2,447.0 |
2,447.0 |
2,427.9 |
2,460.0 |
| PP |
2,398.9 |
2,398.9 |
2,398.9 |
2,405.4 |
| S1 |
2,373.0 |
2,373.0 |
2,414.3 |
2,386.0 |
| S2 |
2,324.9 |
2,324.9 |
2,407.5 |
|
| S3 |
2,250.9 |
2,299.0 |
2,400.8 |
|
| S4 |
2,176.9 |
2,225.0 |
2,380.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,424.8 |
2,350.8 |
74.0 |
3.1% |
28.3 |
1.2% |
95% |
True |
False |
4,498 |
| 10 |
2,424.8 |
2,327.5 |
97.3 |
4.0% |
29.7 |
1.2% |
96% |
True |
False |
3,489 |
| 20 |
2,429.2 |
2,326.9 |
102.3 |
4.2% |
32.8 |
1.4% |
92% |
False |
False |
2,733 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.2% |
33.4 |
1.4% |
54% |
False |
False |
2,355 |
| 60 |
2,500.2 |
2,326.9 |
173.3 |
7.2% |
36.5 |
1.5% |
54% |
False |
False |
1,916 |
| 80 |
2,500.2 |
2,210.4 |
289.8 |
12.0% |
35.0 |
1.4% |
73% |
False |
False |
1,664 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.4% |
32.2 |
1.3% |
82% |
False |
False |
1,458 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.4% |
30.3 |
1.3% |
82% |
False |
False |
1,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,615.2 |
|
2.618 |
2,542.1 |
|
1.618 |
2,497.3 |
|
1.000 |
2,469.6 |
|
0.618 |
2,452.5 |
|
HIGH |
2,424.8 |
|
0.618 |
2,407.7 |
|
0.500 |
2,402.4 |
|
0.382 |
2,397.1 |
|
LOW |
2,380.0 |
|
0.618 |
2,352.3 |
|
1.000 |
2,335.2 |
|
1.618 |
2,307.5 |
|
2.618 |
2,262.7 |
|
4.250 |
2,189.6 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,414.9 |
2,410.0 |
| PP |
2,408.6 |
2,398.9 |
| S1 |
2,402.4 |
2,387.8 |
|