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 |
63,175 |
59,445 |
-3,730 |
-5.9% |
64,000 |
High |
63,560 |
61,655 |
-1,905 |
-3.0% |
65,395 |
Low |
60,845 |
54,690 |
-6,155 |
-10.1% |
54,690 |
Close |
60,880 |
57,695 |
-3,185 |
-5.2% |
57,695 |
Range |
2,715 |
6,965 |
4,250 |
156.5% |
10,705 |
ATR |
2,726 |
3,029 |
303 |
11.1% |
0 |
Volume |
226 |
300 |
74 |
32.7% |
865 |
|
Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78,908 |
75,267 |
61,526 |
|
R3 |
71,943 |
68,302 |
59,610 |
|
R2 |
64,978 |
64,978 |
58,972 |
|
R1 |
61,337 |
61,337 |
58,333 |
59,675 |
PP |
58,013 |
58,013 |
58,013 |
57,183 |
S1 |
54,372 |
54,372 |
57,057 |
52,710 |
S2 |
51,048 |
51,048 |
56,418 |
|
S3 |
44,083 |
47,407 |
55,780 |
|
S4 |
37,118 |
40,442 |
53,864 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91,375 |
85,240 |
63,583 |
|
R3 |
80,670 |
74,535 |
60,639 |
|
R2 |
69,965 |
69,965 |
59,658 |
|
R1 |
63,830 |
63,830 |
58,676 |
61,545 |
PP |
59,260 |
59,260 |
59,260 |
58,118 |
S1 |
53,125 |
53,125 |
56,714 |
50,840 |
S2 |
48,555 |
48,555 |
55,732 |
|
S3 |
37,850 |
42,420 |
54,751 |
|
S4 |
27,145 |
31,715 |
51,807 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65,395 |
54,690 |
10,705 |
18.6% |
3,014 |
5.2% |
28% |
False |
True |
185 |
10 |
66,825 |
54,690 |
12,135 |
21.0% |
2,722 |
4.7% |
25% |
False |
True |
131 |
20 |
74,730 |
54,690 |
20,040 |
34.7% |
2,446 |
4.2% |
15% |
False |
True |
98 |
40 |
74,730 |
54,690 |
20,040 |
34.7% |
2,362 |
4.1% |
15% |
False |
True |
66 |
60 |
75,015 |
54,690 |
20,325 |
35.2% |
2,544 |
4.4% |
15% |
False |
True |
48 |
80 |
78,810 |
54,690 |
24,120 |
41.8% |
2,705 |
4.7% |
12% |
False |
True |
36 |
100 |
78,810 |
51,570 |
27,240 |
47.2% |
2,522 |
4.4% |
22% |
False |
False |
29 |
120 |
78,810 |
41,300 |
37,510 |
65.0% |
2,123 |
3.7% |
44% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91,256 |
2.618 |
79,889 |
1.618 |
72,924 |
1.000 |
68,620 |
0.618 |
65,959 |
HIGH |
61,655 |
0.618 |
58,994 |
0.500 |
58,173 |
0.382 |
57,351 |
LOW |
54,690 |
0.618 |
50,386 |
1.000 |
47,725 |
1.618 |
43,421 |
2.618 |
36,456 |
4.250 |
25,089 |
|
|
Fisher Pivots for day following 05-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
58,173 |
59,710 |
PP |
58,013 |
59,038 |
S1 |
57,854 |
58,367 |
|