| 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 |
2,338.6 |
2,336.2 |
-2.4 |
-0.1% |
2,333.5 |
| High |
2,350.6 |
2,348.8 |
-1.8 |
-0.1% |
2,350.6 |
| Low |
2,329.7 |
2,328.2 |
-1.5 |
-0.1% |
2,304.7 |
| Close |
2,339.6 |
2,338.9 |
-0.7 |
0.0% |
2,339.6 |
| Range |
20.9 |
20.6 |
-0.3 |
-1.4% |
45.9 |
| ATR |
34.6 |
33.6 |
-1.0 |
-2.9% |
0.0 |
| Volume |
135,383 |
142,601 |
7,218 |
5.3% |
729,135 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.4 |
2,390.3 |
2,350.2 |
|
| R3 |
2,379.8 |
2,369.7 |
2,344.6 |
|
| R2 |
2,359.2 |
2,359.2 |
2,342.7 |
|
| R1 |
2,349.1 |
2,349.1 |
2,340.8 |
2,354.2 |
| PP |
2,338.6 |
2,338.6 |
2,338.6 |
2,341.2 |
| S1 |
2,328.5 |
2,328.5 |
2,337.0 |
2,333.6 |
| S2 |
2,318.0 |
2,318.0 |
2,335.1 |
|
| S3 |
2,297.4 |
2,307.9 |
2,333.2 |
|
| S4 |
2,276.8 |
2,287.3 |
2,327.6 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.3 |
2,450.4 |
2,364.8 |
|
| R3 |
2,423.4 |
2,404.5 |
2,352.2 |
|
| R2 |
2,377.5 |
2,377.5 |
2,348.0 |
|
| R1 |
2,358.6 |
2,358.6 |
2,343.8 |
2,368.1 |
| PP |
2,331.6 |
2,331.6 |
2,331.6 |
2,336.4 |
| S1 |
2,312.7 |
2,312.7 |
2,335.4 |
2,322.2 |
| S2 |
2,285.7 |
2,285.7 |
2,331.2 |
|
| S3 |
2,239.8 |
2,266.8 |
2,327.0 |
|
| S4 |
2,193.9 |
2,220.9 |
2,314.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,350.6 |
2,304.7 |
45.9 |
2.0% |
26.1 |
1.1% |
75% |
False |
False |
150,822 |
| 10 |
2,382.6 |
2,304.7 |
77.9 |
3.3% |
29.5 |
1.3% |
44% |
False |
False |
159,620 |
| 20 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
34.1 |
1.5% |
34% |
False |
False |
173,779 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
34.7 |
1.5% |
20% |
False |
False |
122,328 |
| 60 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
38.3 |
1.6% |
20% |
False |
False |
85,278 |
| 80 |
2,477.0 |
2,190.7 |
286.3 |
12.2% |
35.9 |
1.5% |
52% |
False |
False |
65,068 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.9% |
33.0 |
1.4% |
69% |
False |
False |
52,542 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.9% |
31.1 |
1.3% |
69% |
False |
False |
44,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,436.4 |
|
2.618 |
2,402.7 |
|
1.618 |
2,382.1 |
|
1.000 |
2,369.4 |
|
0.618 |
2,361.5 |
|
HIGH |
2,348.8 |
|
0.618 |
2,340.9 |
|
0.500 |
2,338.5 |
|
0.382 |
2,336.1 |
|
LOW |
2,328.2 |
|
0.618 |
2,315.5 |
|
1.000 |
2,307.6 |
|
1.618 |
2,294.9 |
|
2.618 |
2,274.3 |
|
4.250 |
2,240.7 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,338.8 |
2,335.5 |
| PP |
2,338.6 |
2,332.1 |
| S1 |
2,338.5 |
2,328.7 |
|