| 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 |
2,385.9 |
2,411.3 |
25.4 |
1.1% |
2,381.5 |
| High |
2,421.0 |
2,448.8 |
27.8 |
1.1% |
2,448.8 |
| Low |
2,382.6 |
2,403.2 |
20.6 |
0.9% |
2,374.0 |
| Close |
2,416.3 |
2,445.0 |
28.7 |
1.2% |
2,445.0 |
| Range |
38.4 |
45.6 |
7.2 |
18.8% |
74.8 |
| ATR |
32.6 |
33.6 |
0.9 |
2.8% |
0.0 |
| Volume |
32,449 |
49,129 |
16,680 |
51.4% |
112,810 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,569.1 |
2,552.7 |
2,470.1 |
|
| R3 |
2,523.5 |
2,507.1 |
2,457.5 |
|
| R2 |
2,477.9 |
2,477.9 |
2,453.4 |
|
| R1 |
2,461.5 |
2,461.5 |
2,449.2 |
2,469.7 |
| PP |
2,432.3 |
2,432.3 |
2,432.3 |
2,436.5 |
| S1 |
2,415.9 |
2,415.9 |
2,440.8 |
2,424.1 |
| S2 |
2,386.7 |
2,386.7 |
2,436.6 |
|
| S3 |
2,341.1 |
2,370.3 |
2,432.5 |
|
| S4 |
2,295.5 |
2,324.7 |
2,419.9 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.0 |
2,620.8 |
2,486.1 |
|
| R3 |
2,572.2 |
2,546.0 |
2,465.6 |
|
| R2 |
2,497.4 |
2,497.4 |
2,458.7 |
|
| R1 |
2,471.2 |
2,471.2 |
2,451.9 |
2,484.3 |
| PP |
2,422.6 |
2,422.6 |
2,422.6 |
2,429.2 |
| S1 |
2,396.4 |
2,396.4 |
2,438.1 |
2,409.5 |
| S2 |
2,347.8 |
2,347.8 |
2,431.3 |
|
| S3 |
2,273.0 |
2,321.6 |
2,424.4 |
|
| S4 |
2,198.2 |
2,246.8 |
2,403.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,448.8 |
2,374.0 |
74.8 |
3.1% |
28.5 |
1.2% |
95% |
True |
False |
23,826 |
| 10 |
2,448.8 |
2,350.5 |
98.3 |
4.0% |
30.0 |
1.2% |
96% |
True |
False |
14,952 |
| 20 |
2,452.0 |
2,349.8 |
102.2 |
4.2% |
33.2 |
1.4% |
93% |
False |
False |
9,491 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.1% |
34.1 |
1.4% |
55% |
False |
False |
6,500 |
| 60 |
2,524.0 |
2,349.8 |
174.2 |
7.1% |
37.1 |
1.5% |
55% |
False |
False |
5,113 |
| 80 |
2,524.0 |
2,229.2 |
294.8 |
12.1% |
35.8 |
1.5% |
73% |
False |
False |
4,286 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
18.5% |
33.0 |
1.3% |
83% |
False |
False |
3,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,642.6 |
|
2.618 |
2,568.2 |
|
1.618 |
2,522.6 |
|
1.000 |
2,494.4 |
|
0.618 |
2,477.0 |
|
HIGH |
2,448.8 |
|
0.618 |
2,431.4 |
|
0.500 |
2,426.0 |
|
0.382 |
2,420.6 |
|
LOW |
2,403.2 |
|
0.618 |
2,375.0 |
|
1.000 |
2,357.6 |
|
1.618 |
2,329.4 |
|
2.618 |
2,283.8 |
|
4.250 |
2,209.4 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,438.7 |
2,433.8 |
| PP |
2,432.3 |
2,422.6 |
| S1 |
2,426.0 |
2,411.4 |
|