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 |
5,596.75 |
5,587.00 |
-9.75 |
-0.2% |
5,600.25 |
High |
5,603.75 |
5,632.50 |
28.75 |
0.5% |
5,648.00 |
Low |
5,567.75 |
5,565.75 |
-2.00 |
0.0% |
5,573.75 |
Close |
5,596.50 |
5,631.75 |
35.25 |
0.6% |
5,584.50 |
Range |
36.00 |
66.75 |
30.75 |
85.4% |
74.25 |
ATR |
47.80 |
49.15 |
1.35 |
2.8% |
0.00 |
Volume |
887 |
1,341 |
454 |
51.2% |
6,831 |
|
Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,810.25 |
5,787.75 |
5,668.50 |
|
R3 |
5,743.50 |
5,721.00 |
5,650.00 |
|
R2 |
5,676.75 |
5,676.75 |
5,644.00 |
|
R1 |
5,654.25 |
5,654.25 |
5,637.75 |
5,665.50 |
PP |
5,610.00 |
5,610.00 |
5,610.00 |
5,615.50 |
S1 |
5,587.50 |
5,587.50 |
5,625.75 |
5,598.75 |
S2 |
5,543.25 |
5,543.25 |
5,619.50 |
|
S3 |
5,476.50 |
5,520.75 |
5,613.50 |
|
S4 |
5,409.75 |
5,454.00 |
5,595.00 |
|
|
Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,824.75 |
5,779.00 |
5,625.25 |
|
R3 |
5,750.50 |
5,704.75 |
5,605.00 |
|
R2 |
5,676.25 |
5,676.25 |
5,598.00 |
|
R1 |
5,630.50 |
5,630.50 |
5,591.25 |
5,616.25 |
PP |
5,602.00 |
5,602.00 |
5,602.00 |
5,595.00 |
S1 |
5,556.25 |
5,556.25 |
5,577.75 |
5,542.00 |
S2 |
5,527.75 |
5,527.75 |
5,571.00 |
|
S3 |
5,453.50 |
5,482.00 |
5,564.00 |
|
S4 |
5,379.25 |
5,407.75 |
5,543.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,648.00 |
5,565.75 |
82.25 |
1.5% |
50.00 |
0.9% |
80% |
False |
True |
1,491 |
10 |
5,650.25 |
5,565.75 |
84.50 |
1.5% |
43.75 |
0.8% |
78% |
False |
True |
1,262 |
20 |
5,650.25 |
5,384.50 |
265.75 |
4.7% |
47.50 |
0.8% |
93% |
False |
False |
769 |
40 |
5,650.25 |
5,268.25 |
382.00 |
6.8% |
45.50 |
0.8% |
95% |
False |
False |
462 |
60 |
5,650.25 |
5,075.00 |
575.25 |
10.2% |
54.25 |
1.0% |
97% |
False |
False |
371 |
80 |
5,650.25 |
5,075.00 |
575.25 |
10.2% |
52.25 |
0.9% |
97% |
False |
False |
308 |
100 |
5,650.25 |
5,075.00 |
575.25 |
10.2% |
47.50 |
0.8% |
97% |
False |
False |
276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,916.25 |
2.618 |
5,807.25 |
1.618 |
5,740.50 |
1.000 |
5,699.25 |
0.618 |
5,673.75 |
HIGH |
5,632.50 |
0.618 |
5,607.00 |
0.500 |
5,599.00 |
0.382 |
5,591.25 |
LOW |
5,565.75 |
0.618 |
5,524.50 |
1.000 |
5,499.00 |
1.618 |
5,457.75 |
2.618 |
5,391.00 |
4.250 |
5,282.00 |
|
|
Fisher Pivots for day following 02-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,621.00 |
5,623.50 |
PP |
5,610.00 |
5,615.25 |
S1 |
5,599.00 |
5,607.00 |
|