Trading Metrics calculated at close of trading on 01-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
20,339.50 |
20,215.00 |
-124.50 |
-0.6% |
20,264.00 |
High |
20,524.50 |
20,325.25 |
-199.25 |
-1.0% |
20,524.50 |
Low |
20,160.50 |
20,065.75 |
-94.75 |
-0.5% |
19,977.50 |
Close |
20,179.50 |
20,304.25 |
124.75 |
0.6% |
20,179.50 |
Range |
364.00 |
259.50 |
-104.50 |
-28.7% |
547.00 |
ATR |
248.92 |
249.68 |
0.76 |
0.3% |
0.00 |
Volume |
1,409 |
1,001 |
-408 |
-29.0% |
5,130 |
|
Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,010.25 |
20,916.75 |
20,447.00 |
|
R3 |
20,750.75 |
20,657.25 |
20,375.50 |
|
R2 |
20,491.25 |
20,491.25 |
20,351.75 |
|
R1 |
20,397.75 |
20,397.75 |
20,328.00 |
20,444.50 |
PP |
20,231.75 |
20,231.75 |
20,231.75 |
20,255.00 |
S1 |
20,138.25 |
20,138.25 |
20,280.50 |
20,185.00 |
S2 |
19,972.25 |
19,972.25 |
20,256.75 |
|
S3 |
19,712.75 |
19,878.75 |
20,233.00 |
|
S4 |
19,453.25 |
19,619.25 |
20,161.50 |
|
|
Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,868.25 |
21,570.75 |
20,480.25 |
|
R3 |
21,321.25 |
21,023.75 |
20,330.00 |
|
R2 |
20,774.25 |
20,774.25 |
20,279.75 |
|
R1 |
20,476.75 |
20,476.75 |
20,229.75 |
20,352.00 |
PP |
20,227.25 |
20,227.25 |
20,227.25 |
20,164.75 |
S1 |
19,929.75 |
19,929.75 |
20,129.25 |
19,805.00 |
S2 |
19,680.25 |
19,680.25 |
20,079.25 |
|
S3 |
19,133.25 |
19,382.75 |
20,029.00 |
|
S4 |
18,586.25 |
18,835.75 |
19,878.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,524.50 |
19,977.50 |
547.00 |
2.7% |
256.75 |
1.3% |
60% |
False |
False |
978 |
10 |
20,611.75 |
19,977.50 |
634.25 |
3.1% |
263.25 |
1.3% |
52% |
False |
False |
777 |
20 |
20,611.75 |
18,914.75 |
1,697.00 |
8.4% |
249.75 |
1.2% |
82% |
False |
False |
455 |
40 |
20,611.75 |
18,209.50 |
2,402.25 |
11.8% |
220.00 |
1.1% |
87% |
False |
False |
250 |
60 |
20,611.75 |
17,555.75 |
3,056.00 |
15.1% |
253.50 |
1.2% |
90% |
False |
False |
177 |
80 |
20,611.75 |
17,555.75 |
3,056.00 |
15.1% |
229.00 |
1.1% |
90% |
False |
False |
135 |
100 |
20,611.75 |
17,555.75 |
3,056.00 |
15.1% |
185.50 |
0.9% |
90% |
False |
False |
108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,428.00 |
2.618 |
21,004.50 |
1.618 |
20,745.00 |
1.000 |
20,584.75 |
0.618 |
20,485.50 |
HIGH |
20,325.25 |
0.618 |
20,226.00 |
0.500 |
20,195.50 |
0.382 |
20,165.00 |
LOW |
20,065.75 |
0.618 |
19,905.50 |
1.000 |
19,806.25 |
1.618 |
19,646.00 |
2.618 |
19,386.50 |
4.250 |
18,963.00 |
|
|
Fisher Pivots for day following 01-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,268.00 |
20,301.25 |
PP |
20,231.75 |
20,298.25 |
S1 |
20,195.50 |
20,295.00 |
|