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 |
5,625.75 |
5,650.25 |
24.50 |
0.4% |
5,596.75 |
High |
5,658.25 |
5,688.75 |
30.50 |
0.5% |
5,688.75 |
Low |
5,623.25 |
5,648.75 |
25.50 |
0.5% |
5,565.75 |
Close |
5,653.25 |
5,684.75 |
31.50 |
0.6% |
5,684.75 |
Range |
35.00 |
40.00 |
5.00 |
14.3% |
123.00 |
ATR |
48.14 |
47.56 |
-0.58 |
-1.2% |
0.00 |
Volume |
938 |
1,026 |
88 |
9.4% |
4,192 |
|
Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,794.00 |
5,779.50 |
5,706.75 |
|
R3 |
5,754.00 |
5,739.50 |
5,695.75 |
|
R2 |
5,714.00 |
5,714.00 |
5,692.00 |
|
R1 |
5,699.50 |
5,699.50 |
5,688.50 |
5,706.75 |
PP |
5,674.00 |
5,674.00 |
5,674.00 |
5,677.75 |
S1 |
5,659.50 |
5,659.50 |
5,681.00 |
5,666.75 |
S2 |
5,634.00 |
5,634.00 |
5,677.50 |
|
S3 |
5,594.00 |
5,619.50 |
5,673.75 |
|
S4 |
5,554.00 |
5,579.50 |
5,662.75 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,015.50 |
5,973.00 |
5,752.50 |
|
R3 |
5,892.50 |
5,850.00 |
5,718.50 |
|
R2 |
5,769.50 |
5,769.50 |
5,707.25 |
|
R1 |
5,727.00 |
5,727.00 |
5,696.00 |
5,748.25 |
PP |
5,646.50 |
5,646.50 |
5,646.50 |
5,657.00 |
S1 |
5,604.00 |
5,604.00 |
5,673.50 |
5,625.25 |
S2 |
5,523.50 |
5,523.50 |
5,662.25 |
|
S3 |
5,400.50 |
5,481.00 |
5,651.00 |
|
S4 |
5,277.50 |
5,358.00 |
5,617.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,688.75 |
5,565.75 |
123.00 |
2.2% |
50.25 |
0.9% |
97% |
True |
False |
1,447 |
10 |
5,688.75 |
5,565.75 |
123.00 |
2.2% |
43.00 |
0.8% |
97% |
True |
False |
1,191 |
20 |
5,688.75 |
5,454.50 |
234.25 |
4.1% |
45.75 |
0.8% |
98% |
True |
False |
849 |
40 |
5,688.75 |
5,304.25 |
384.50 |
6.8% |
45.50 |
0.8% |
99% |
True |
False |
507 |
60 |
5,688.75 |
5,075.00 |
613.75 |
10.8% |
54.00 |
0.9% |
99% |
True |
False |
403 |
80 |
5,688.75 |
5,075.00 |
613.75 |
10.8% |
52.00 |
0.9% |
99% |
True |
False |
330 |
100 |
5,688.75 |
5,075.00 |
613.75 |
10.8% |
48.00 |
0.8% |
99% |
True |
False |
294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,858.75 |
2.618 |
5,793.50 |
1.618 |
5,753.50 |
1.000 |
5,728.75 |
0.618 |
5,713.50 |
HIGH |
5,688.75 |
0.618 |
5,673.50 |
0.500 |
5,668.75 |
0.382 |
5,664.00 |
LOW |
5,648.75 |
0.618 |
5,624.00 |
1.000 |
5,608.75 |
1.618 |
5,584.00 |
2.618 |
5,544.00 |
4.250 |
5,478.75 |
|
|
Fisher Pivots for day following 05-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,679.50 |
5,665.50 |
PP |
5,674.00 |
5,646.50 |
S1 |
5,668.75 |
5,627.25 |
|