Trading Metrics calculated at close of trading on 03-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
20,302.50 |
20,490.50 |
188.00 |
0.9% |
20,264.00 |
High |
20,512.00 |
20,686.50 |
174.50 |
0.9% |
20,524.50 |
Low |
20,163.00 |
20,460.00 |
297.00 |
1.5% |
19,977.50 |
Close |
20,509.25 |
20,665.50 |
156.25 |
0.8% |
20,179.50 |
Range |
349.00 |
226.50 |
-122.50 |
-35.1% |
547.00 |
ATR |
256.77 |
254.61 |
-2.16 |
-0.8% |
0.00 |
Volume |
1,180 |
480 |
-700 |
-59.3% |
5,130 |
|
Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,283.50 |
21,201.00 |
20,790.00 |
|
R3 |
21,057.00 |
20,974.50 |
20,727.75 |
|
R2 |
20,830.50 |
20,830.50 |
20,707.00 |
|
R1 |
20,748.00 |
20,748.00 |
20,686.25 |
20,789.25 |
PP |
20,604.00 |
20,604.00 |
20,604.00 |
20,624.50 |
S1 |
20,521.50 |
20,521.50 |
20,644.75 |
20,562.75 |
S2 |
20,377.50 |
20,377.50 |
20,624.00 |
|
S3 |
20,151.00 |
20,295.00 |
20,603.25 |
|
S4 |
19,924.50 |
20,068.50 |
20,541.00 |
|
|
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 |
20,686.50 |
20,065.75 |
620.75 |
3.0% |
287.75 |
1.4% |
97% |
True |
False |
973 |
10 |
20,686.50 |
19,977.50 |
709.00 |
3.4% |
272.50 |
1.3% |
97% |
True |
False |
910 |
20 |
20,686.50 |
19,197.25 |
1,489.25 |
7.2% |
251.75 |
1.2% |
99% |
True |
False |
529 |
40 |
20,686.50 |
18,516.00 |
2,170.50 |
10.5% |
222.75 |
1.1% |
99% |
True |
False |
287 |
60 |
20,686.50 |
17,555.75 |
3,130.75 |
15.1% |
255.75 |
1.2% |
99% |
True |
False |
204 |
80 |
20,686.50 |
17,555.75 |
3,130.75 |
15.1% |
232.25 |
1.1% |
99% |
True |
False |
156 |
100 |
20,686.50 |
17,555.75 |
3,130.75 |
15.1% |
191.25 |
0.9% |
99% |
True |
False |
124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,649.00 |
2.618 |
21,279.50 |
1.618 |
21,053.00 |
1.000 |
20,913.00 |
0.618 |
20,826.50 |
HIGH |
20,686.50 |
0.618 |
20,600.00 |
0.500 |
20,573.25 |
0.382 |
20,546.50 |
LOW |
20,460.00 |
0.618 |
20,320.00 |
1.000 |
20,233.50 |
1.618 |
20,093.50 |
2.618 |
19,867.00 |
4.250 |
19,497.50 |
|
|
Fisher Pivots for day following 03-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,634.75 |
20,569.00 |
PP |
20,604.00 |
20,472.50 |
S1 |
20,573.25 |
20,376.00 |
|