| 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 |
2,356.3 |
2,364.0 |
7.7 |
0.3% |
2,354.5 |
| High |
2,371.4 |
2,368.8 |
-2.6 |
-0.1% |
2,373.1 |
| Low |
2,350.9 |
2,350.8 |
-0.1 |
0.0% |
2,327.5 |
| Close |
2,361.9 |
2,356.4 |
-5.5 |
-0.2% |
2,362.5 |
| Range |
20.5 |
18.0 |
-2.5 |
-12.2% |
45.6 |
| ATR |
32.7 |
31.7 |
-1.1 |
-3.2% |
0.0 |
| Volume |
2,300 |
5,795 |
3,495 |
152.0% |
13,189 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,412.7 |
2,402.5 |
2,366.3 |
|
| R3 |
2,394.7 |
2,384.5 |
2,361.4 |
|
| R2 |
2,376.7 |
2,376.7 |
2,359.7 |
|
| R1 |
2,366.5 |
2,366.5 |
2,358.1 |
2,362.6 |
| PP |
2,358.7 |
2,358.7 |
2,358.7 |
2,356.7 |
| S1 |
2,348.5 |
2,348.5 |
2,354.8 |
2,344.6 |
| S2 |
2,340.7 |
2,340.7 |
2,353.1 |
|
| S3 |
2,322.7 |
2,330.5 |
2,351.5 |
|
| S4 |
2,304.7 |
2,312.5 |
2,346.5 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,491.2 |
2,472.4 |
2,387.6 |
|
| R3 |
2,445.6 |
2,426.8 |
2,375.0 |
|
| R2 |
2,400.0 |
2,400.0 |
2,370.9 |
|
| R1 |
2,381.2 |
2,381.2 |
2,366.7 |
2,390.6 |
| PP |
2,354.4 |
2,354.4 |
2,354.4 |
2,359.1 |
| S1 |
2,335.6 |
2,335.6 |
2,358.3 |
2,345.0 |
| S2 |
2,308.8 |
2,308.8 |
2,354.1 |
|
| S3 |
2,263.2 |
2,290.0 |
2,350.0 |
|
| S4 |
2,217.6 |
2,244.4 |
2,337.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,373.1 |
2,327.5 |
45.6 |
1.9% |
24.7 |
1.0% |
63% |
False |
False |
3,679 |
| 10 |
2,403.6 |
2,327.5 |
76.1 |
3.2% |
28.1 |
1.2% |
38% |
False |
False |
2,688 |
| 20 |
2,429.2 |
2,326.9 |
102.3 |
4.3% |
32.0 |
1.4% |
29% |
False |
False |
2,418 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
32.8 |
1.4% |
17% |
False |
False |
2,124 |
| 60 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
36.3 |
1.5% |
17% |
False |
False |
1,785 |
| 80 |
2,500.2 |
2,210.4 |
289.8 |
12.3% |
34.6 |
1.5% |
50% |
False |
False |
1,542 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.9% |
31.7 |
1.3% |
68% |
False |
False |
1,357 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.9% |
30.0 |
1.3% |
68% |
False |
False |
1,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.3 |
|
2.618 |
2,415.9 |
|
1.618 |
2,397.9 |
|
1.000 |
2,386.8 |
|
0.618 |
2,379.9 |
|
HIGH |
2,368.8 |
|
0.618 |
2,361.9 |
|
0.500 |
2,359.8 |
|
0.382 |
2,357.7 |
|
LOW |
2,350.8 |
|
0.618 |
2,339.7 |
|
1.000 |
2,332.8 |
|
1.618 |
2,321.7 |
|
2.618 |
2,303.7 |
|
4.250 |
2,274.3 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,359.8 |
2,362.0 |
| PP |
2,358.7 |
2,360.1 |
| S1 |
2,357.5 |
2,358.3 |
|