| 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 |
2,387.7 |
2,385.9 |
-1.8 |
-0.1% |
2,379.8 |
| High |
2,392.4 |
2,421.0 |
28.6 |
1.2% |
2,396.0 |
| Low |
2,374.0 |
2,382.6 |
8.6 |
0.4% |
2,350.5 |
| Close |
2,379.9 |
2,416.3 |
36.4 |
1.5% |
2,385.6 |
| Range |
18.4 |
38.4 |
20.0 |
108.7% |
45.5 |
| ATR |
32.0 |
32.6 |
0.7 |
2.0% |
0.0 |
| Volume |
20,885 |
32,449 |
11,564 |
55.4% |
32,546 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.8 |
2,507.5 |
2,437.4 |
|
| R3 |
2,483.4 |
2,469.1 |
2,426.9 |
|
| R2 |
2,445.0 |
2,445.0 |
2,423.3 |
|
| R1 |
2,430.7 |
2,430.7 |
2,419.8 |
2,437.9 |
| PP |
2,406.6 |
2,406.6 |
2,406.6 |
2,410.2 |
| S1 |
2,392.3 |
2,392.3 |
2,412.8 |
2,399.5 |
| S2 |
2,368.2 |
2,368.2 |
2,409.3 |
|
| S3 |
2,329.8 |
2,353.9 |
2,405.7 |
|
| S4 |
2,291.4 |
2,315.5 |
2,395.2 |
|
|
| 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 |
2,421.0 |
2,352.4 |
68.6 |
2.8% |
26.4 |
1.1% |
93% |
True |
False |
15,801 |
| 10 |
2,427.5 |
2,350.5 |
77.0 |
3.2% |
29.5 |
1.2% |
85% |
False |
False |
10,581 |
| 20 |
2,452.0 |
2,349.8 |
102.2 |
4.2% |
32.5 |
1.3% |
65% |
False |
False |
7,181 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.2% |
33.4 |
1.4% |
38% |
False |
False |
5,379 |
| 60 |
2,524.0 |
2,349.8 |
174.2 |
7.2% |
36.7 |
1.5% |
38% |
False |
False |
4,340 |
| 80 |
2,524.0 |
2,229.2 |
294.8 |
12.2% |
35.4 |
1.5% |
63% |
False |
False |
3,686 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
18.8% |
32.7 |
1.4% |
76% |
False |
False |
3,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,584.2 |
|
2.618 |
2,521.5 |
|
1.618 |
2,483.1 |
|
1.000 |
2,459.4 |
|
0.618 |
2,444.7 |
|
HIGH |
2,421.0 |
|
0.618 |
2,406.3 |
|
0.500 |
2,401.8 |
|
0.382 |
2,397.3 |
|
LOW |
2,382.6 |
|
0.618 |
2,358.9 |
|
1.000 |
2,344.2 |
|
1.618 |
2,320.5 |
|
2.618 |
2,282.1 |
|
4.250 |
2,219.4 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,411.5 |
2,410.0 |
| PP |
2,406.6 |
2,403.8 |
| S1 |
2,401.8 |
2,397.5 |
|