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 |
20,215.00 |
20,302.50 |
87.50 |
0.4% |
20,264.00 |
High |
20,325.25 |
20,512.00 |
186.75 |
0.9% |
20,524.50 |
Low |
20,065.75 |
20,163.00 |
97.25 |
0.5% |
19,977.50 |
Close |
20,304.25 |
20,509.25 |
205.00 |
1.0% |
20,179.50 |
Range |
259.50 |
349.00 |
89.50 |
34.5% |
547.00 |
ATR |
249.68 |
256.77 |
7.09 |
2.8% |
0.00 |
Volume |
1,001 |
1,180 |
179 |
17.9% |
5,130 |
|
Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,441.75 |
21,324.50 |
20,701.25 |
|
R3 |
21,092.75 |
20,975.50 |
20,605.25 |
|
R2 |
20,743.75 |
20,743.75 |
20,573.25 |
|
R1 |
20,626.50 |
20,626.50 |
20,541.25 |
20,685.00 |
PP |
20,394.75 |
20,394.75 |
20,394.75 |
20,424.00 |
S1 |
20,277.50 |
20,277.50 |
20,477.25 |
20,336.00 |
S2 |
20,045.75 |
20,045.75 |
20,445.25 |
|
S3 |
19,696.75 |
19,928.50 |
20,413.25 |
|
S4 |
19,347.75 |
19,579.50 |
20,317.25 |
|
|
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 |
20,065.75 |
458.75 |
2.2% |
275.75 |
1.3% |
97% |
False |
False |
1,040 |
10 |
20,611.75 |
19,977.50 |
634.25 |
3.1% |
262.00 |
1.3% |
84% |
False |
False |
880 |
20 |
20,611.75 |
18,992.25 |
1,619.50 |
7.9% |
251.75 |
1.2% |
94% |
False |
False |
507 |
40 |
20,611.75 |
18,422.75 |
2,189.00 |
10.7% |
222.25 |
1.1% |
95% |
False |
False |
276 |
60 |
20,611.75 |
17,555.75 |
3,056.00 |
14.9% |
254.00 |
1.2% |
97% |
False |
False |
196 |
80 |
20,611.75 |
17,555.75 |
3,056.00 |
14.9% |
229.50 |
1.1% |
97% |
False |
False |
150 |
100 |
20,611.75 |
17,555.75 |
3,056.00 |
14.9% |
189.00 |
0.9% |
97% |
False |
False |
120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,995.25 |
2.618 |
21,425.75 |
1.618 |
21,076.75 |
1.000 |
20,861.00 |
0.618 |
20,727.75 |
HIGH |
20,512.00 |
0.618 |
20,378.75 |
0.500 |
20,337.50 |
0.382 |
20,296.25 |
LOW |
20,163.00 |
0.618 |
19,947.25 |
1.000 |
19,814.00 |
1.618 |
19,598.25 |
2.618 |
19,249.25 |
4.250 |
18,679.75 |
|
|
Fisher Pivots for day following 02-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,452.00 |
20,438.00 |
PP |
20,394.75 |
20,366.50 |
S1 |
20,337.50 |
20,295.00 |
|