| Trading Metrics calculated at close of trading on 02-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,381.5 |
2,387.7 |
6.2 |
0.3% |
2,379.8 |
| High |
2,394.2 |
2,392.4 |
-1.8 |
-0.1% |
2,396.0 |
| Low |
2,374.2 |
2,374.0 |
-0.2 |
0.0% |
2,350.5 |
| Close |
2,385.3 |
2,379.9 |
-5.4 |
-0.2% |
2,385.6 |
| Range |
20.0 |
18.4 |
-1.6 |
-8.0% |
45.5 |
| ATR |
33.0 |
32.0 |
-1.0 |
-3.2% |
0.0 |
| Volume |
10,347 |
20,885 |
10,538 |
101.8% |
32,546 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,437.3 |
2,427.0 |
2,390.0 |
|
| R3 |
2,418.9 |
2,408.6 |
2,385.0 |
|
| R2 |
2,400.5 |
2,400.5 |
2,383.3 |
|
| R1 |
2,390.2 |
2,390.2 |
2,381.6 |
2,386.2 |
| PP |
2,382.1 |
2,382.1 |
2,382.1 |
2,380.1 |
| S1 |
2,371.8 |
2,371.8 |
2,378.2 |
2,367.8 |
| S2 |
2,363.7 |
2,363.7 |
2,376.5 |
|
| S3 |
2,345.3 |
2,353.4 |
2,374.8 |
|
| S4 |
2,326.9 |
2,335.0 |
2,369.8 |
|
|
| 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% |
24.9 |
1.0% |
65% |
False |
False |
10,625 |
| 10 |
2,427.5 |
2,350.5 |
77.0 |
3.2% |
28.3 |
1.2% |
38% |
False |
False |
7,689 |
| 20 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
32.4 |
1.4% |
29% |
False |
False |
5,755 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
33.5 |
1.4% |
17% |
False |
False |
4,628 |
| 60 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
36.9 |
1.6% |
17% |
False |
False |
3,861 |
| 80 |
2,524.0 |
2,229.2 |
294.8 |
12.4% |
35.4 |
1.5% |
51% |
False |
False |
3,304 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
19.1% |
32.5 |
1.4% |
68% |
False |
False |
2,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,470.6 |
|
2.618 |
2,440.6 |
|
1.618 |
2,422.2 |
|
1.000 |
2,410.8 |
|
0.618 |
2,403.8 |
|
HIGH |
2,392.4 |
|
0.618 |
2,385.4 |
|
0.500 |
2,383.2 |
|
0.382 |
2,381.0 |
|
LOW |
2,374.0 |
|
0.618 |
2,362.6 |
|
1.000 |
2,355.6 |
|
1.618 |
2,344.2 |
|
2.618 |
2,325.8 |
|
4.250 |
2,295.8 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,383.2 |
2,385.0 |
| PP |
2,382.1 |
2,383.3 |
| S1 |
2,381.0 |
2,381.6 |
|