| 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 |
3,440.4700 |
3,384.3260 |
-56.1440 |
-1.6% |
3,519.5590 |
| High |
3,481.9210 |
3,509.8230 |
27.9020 |
0.8% |
3,524.9200 |
| Low |
3,365.6910 |
3,352.2900 |
-13.4010 |
-0.4% |
3,243.6820 |
| Close |
3,384.3260 |
3,463.2980 |
78.9720 |
2.3% |
3,384.3260 |
| Range |
116.2300 |
157.5330 |
41.3030 |
35.5% |
281.2380 |
| ATR |
154.0287 |
154.2790 |
0.2503 |
0.2% |
0.0000 |
| Volume |
140,357 |
1,010 |
-139,347 |
-99.3% |
389,675 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,914.4027 |
3,846.3833 |
3,549.9412 |
|
| R3 |
3,756.8697 |
3,688.8503 |
3,506.6196 |
|
| R2 |
3,599.3367 |
3,599.3367 |
3,492.1791 |
|
| R1 |
3,531.3173 |
3,531.3173 |
3,477.7385 |
3,565.3270 |
| PP |
3,441.8037 |
3,441.8037 |
3,441.8037 |
3,458.8085 |
| S1 |
3,373.7843 |
3,373.7843 |
3,448.8575 |
3,407.7940 |
| S2 |
3,284.2707 |
3,284.2707 |
3,434.4170 |
|
| S3 |
3,126.7377 |
3,216.2513 |
3,419.9764 |
|
| S4 |
2,969.2047 |
3,058.7183 |
3,376.6549 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,228.0233 |
4,087.4127 |
3,539.0069 |
|
| R3 |
3,946.7853 |
3,806.1747 |
3,461.6665 |
|
| R2 |
3,665.5473 |
3,665.5473 |
3,435.8863 |
|
| R1 |
3,524.9367 |
3,524.9367 |
3,410.1062 |
3,454.6230 |
| PP |
3,384.3093 |
3,384.3093 |
3,384.3093 |
3,349.1525 |
| S1 |
3,243.6987 |
3,243.6987 |
3,358.5459 |
3,173.3850 |
| S2 |
3,103.0713 |
3,103.0713 |
3,332.7657 |
|
| S3 |
2,821.8333 |
2,962.4607 |
3,306.9856 |
|
| S4 |
2,540.5953 |
2,681.2227 |
3,229.6451 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,509.8230 |
3,307.6370 |
202.1860 |
5.8% |
117.2804 |
3.4% |
77% |
True |
False |
77,652 |
| 10 |
3,649.6480 |
3,243.6820 |
405.9660 |
11.7% |
147.8368 |
4.3% |
54% |
False |
False |
88,779 |
| 20 |
3,883.2880 |
3,243.6820 |
639.6060 |
18.5% |
143.8159 |
4.2% |
34% |
False |
False |
99,041 |
| 40 |
3,940.4060 |
2,864.3480 |
1,076.0580 |
31.1% |
157.4262 |
4.5% |
56% |
False |
False |
129,816 |
| 60 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
31.6% |
172.8165 |
5.0% |
56% |
False |
False |
130,814 |
| 80 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
35.9% |
190.6942 |
5.5% |
50% |
False |
False |
144,153 |
| 100 |
4,090.3060 |
2,353.4520 |
1,736.8540 |
50.2% |
188.1039 |
5.4% |
64% |
False |
False |
159,815 |
| 120 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
55.4% |
175.3901 |
5.1% |
67% |
False |
False |
160,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,179.3383 |
|
2.618 |
3,922.2444 |
|
1.618 |
3,764.7114 |
|
1.000 |
3,667.3560 |
|
0.618 |
3,607.1784 |
|
HIGH |
3,509.8230 |
|
0.618 |
3,449.6454 |
|
0.500 |
3,431.0565 |
|
0.382 |
3,412.4676 |
|
LOW |
3,352.2900 |
|
0.618 |
3,254.9346 |
|
1.000 |
3,194.7570 |
|
1.618 |
3,097.4016 |
|
2.618 |
2,939.8686 |
|
4.250 |
2,682.7748 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,452.5508 |
3,452.5508 |
| PP |
3,441.8037 |
3,441.8037 |
| S1 |
3,431.0565 |
3,431.0565 |
|