| 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 |
2,383.5 |
2,381.5 |
-2.0 |
-0.1% |
2,379.8 |
| High |
2,396.0 |
2,394.2 |
-1.8 |
-0.1% |
2,396.0 |
| Low |
2,375.7 |
2,374.2 |
-1.5 |
-0.1% |
2,350.5 |
| Close |
2,385.6 |
2,385.3 |
-0.3 |
0.0% |
2,385.6 |
| Range |
20.3 |
20.0 |
-0.3 |
-1.5% |
45.5 |
| ATR |
34.0 |
33.0 |
-1.0 |
-2.9% |
0.0 |
| Volume |
6,321 |
10,347 |
4,026 |
63.7% |
32,546 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.6 |
2,434.9 |
2,396.3 |
|
| R3 |
2,424.6 |
2,414.9 |
2,390.8 |
|
| R2 |
2,404.6 |
2,404.6 |
2,389.0 |
|
| R1 |
2,394.9 |
2,394.9 |
2,387.1 |
2,399.8 |
| PP |
2,384.6 |
2,384.6 |
2,384.6 |
2,387.0 |
| S1 |
2,374.9 |
2,374.9 |
2,383.5 |
2,379.8 |
| S2 |
2,364.6 |
2,364.6 |
2,381.6 |
|
| S3 |
2,344.6 |
2,354.9 |
2,379.8 |
|
| S4 |
2,324.6 |
2,334.9 |
2,374.3 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,513.9 |
2,495.2 |
2,410.6 |
|
| R3 |
2,468.4 |
2,449.7 |
2,398.1 |
|
| R2 |
2,422.9 |
2,422.9 |
2,393.9 |
|
| R1 |
2,404.2 |
2,404.2 |
2,389.8 |
2,413.6 |
| PP |
2,377.4 |
2,377.4 |
2,377.4 |
2,382.0 |
| S1 |
2,358.7 |
2,358.7 |
2,381.4 |
2,368.1 |
| S2 |
2,331.9 |
2,331.9 |
2,377.3 |
|
| S3 |
2,286.4 |
2,313.2 |
2,373.1 |
|
| S4 |
2,240.9 |
2,267.7 |
2,360.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,396.0 |
2,350.5 |
45.5 |
1.9% |
25.6 |
1.1% |
76% |
False |
False |
7,887 |
| 10 |
2,427.5 |
2,350.5 |
77.0 |
3.2% |
28.8 |
1.2% |
45% |
False |
False |
5,886 |
| 20 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
33.5 |
1.4% |
35% |
False |
False |
4,876 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
34.1 |
1.4% |
20% |
False |
False |
4,167 |
| 60 |
2,524.0 |
2,349.3 |
174.7 |
7.3% |
37.7 |
1.6% |
21% |
False |
False |
3,570 |
| 80 |
2,524.0 |
2,229.2 |
294.8 |
12.4% |
35.4 |
1.5% |
53% |
False |
False |
3,060 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
19.0% |
32.4 |
1.4% |
69% |
False |
False |
2,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,479.2 |
|
2.618 |
2,446.6 |
|
1.618 |
2,426.6 |
|
1.000 |
2,414.2 |
|
0.618 |
2,406.6 |
|
HIGH |
2,394.2 |
|
0.618 |
2,386.6 |
|
0.500 |
2,384.2 |
|
0.382 |
2,381.8 |
|
LOW |
2,374.2 |
|
0.618 |
2,361.8 |
|
1.000 |
2,354.2 |
|
1.618 |
2,341.8 |
|
2.618 |
2,321.8 |
|
4.250 |
2,289.2 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,384.9 |
2,381.6 |
| PP |
2,384.6 |
2,377.9 |
| S1 |
2,384.2 |
2,374.2 |
|