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 |
20,490.50 |
20,670.75 |
180.25 |
0.9% |
20,215.00 |
High |
20,686.50 |
20,893.75 |
207.25 |
1.0% |
20,893.75 |
Low |
20,460.00 |
20,617.00 |
157.00 |
0.8% |
20,065.75 |
Close |
20,665.50 |
20,875.75 |
210.25 |
1.0% |
20,875.75 |
Range |
226.50 |
276.75 |
50.25 |
22.2% |
828.00 |
ATR |
254.61 |
256.19 |
1.58 |
0.6% |
0.00 |
Volume |
480 |
817 |
337 |
70.2% |
3,478 |
|
Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,625.75 |
21,527.50 |
21,028.00 |
|
R3 |
21,349.00 |
21,250.75 |
20,951.75 |
|
R2 |
21,072.25 |
21,072.25 |
20,926.50 |
|
R1 |
20,974.00 |
20,974.00 |
20,901.00 |
21,023.00 |
PP |
20,795.50 |
20,795.50 |
20,795.50 |
20,820.00 |
S1 |
20,697.25 |
20,697.25 |
20,850.50 |
20,746.50 |
S2 |
20,518.75 |
20,518.75 |
20,825.00 |
|
S3 |
20,242.00 |
20,420.50 |
20,799.75 |
|
S4 |
19,965.25 |
20,143.75 |
20,723.50 |
|
|
Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,095.75 |
22,813.75 |
21,331.25 |
|
R3 |
22,267.75 |
21,985.75 |
21,103.50 |
|
R2 |
21,439.75 |
21,439.75 |
21,027.50 |
|
R1 |
21,157.75 |
21,157.75 |
20,951.75 |
21,298.75 |
PP |
20,611.75 |
20,611.75 |
20,611.75 |
20,682.25 |
S1 |
20,329.75 |
20,329.75 |
20,799.75 |
20,470.75 |
S2 |
19,783.75 |
19,783.75 |
20,724.00 |
|
S3 |
18,955.75 |
19,501.75 |
20,648.00 |
|
S4 |
18,127.75 |
18,673.75 |
20,420.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,893.75 |
20,065.75 |
828.00 |
4.0% |
295.25 |
1.4% |
98% |
True |
False |
977 |
10 |
20,893.75 |
19,977.50 |
916.25 |
4.4% |
261.00 |
1.2% |
98% |
True |
False |
919 |
20 |
20,893.75 |
19,422.25 |
1,471.50 |
7.0% |
246.50 |
1.2% |
99% |
True |
False |
557 |
40 |
20,893.75 |
18,516.00 |
2,377.75 |
11.4% |
227.00 |
1.1% |
99% |
True |
False |
307 |
60 |
20,893.75 |
17,555.75 |
3,338.00 |
16.0% |
256.50 |
1.2% |
99% |
True |
False |
217 |
80 |
20,893.75 |
17,555.75 |
3,338.00 |
16.0% |
235.75 |
1.1% |
99% |
True |
False |
166 |
100 |
20,893.75 |
17,555.75 |
3,338.00 |
16.0% |
193.50 |
0.9% |
99% |
True |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,070.00 |
2.618 |
21,618.25 |
1.618 |
21,341.50 |
1.000 |
21,170.50 |
0.618 |
21,064.75 |
HIGH |
20,893.75 |
0.618 |
20,788.00 |
0.500 |
20,755.50 |
0.382 |
20,722.75 |
LOW |
20,617.00 |
0.618 |
20,446.00 |
1.000 |
20,340.25 |
1.618 |
20,169.25 |
2.618 |
19,892.50 |
4.250 |
19,440.75 |
|
|
Fisher Pivots for day following 05-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
20,835.50 |
20,760.00 |
PP |
20,795.50 |
20,644.25 |
S1 |
20,755.50 |
20,528.50 |
|