| Trading Metrics calculated at close of trading on 26-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2024 |
26-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,346.8 |
2,331.8 |
-15.0 |
-0.6% |
2,348.5 |
| High |
2,349.7 |
2,335.8 |
-13.9 |
-0.6% |
2,382.6 |
| Low |
2,327.1 |
2,304.7 |
-22.4 |
-1.0% |
2,320.2 |
| Close |
2,330.8 |
2,313.2 |
-17.6 |
-0.8% |
2,331.2 |
| Range |
22.6 |
31.1 |
8.5 |
37.6% |
62.4 |
| ATR |
36.0 |
35.7 |
-0.4 |
-1.0% |
0.0 |
| Volume |
144,271 |
191,628 |
47,357 |
32.8% |
724,464 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,411.2 |
2,393.3 |
2,330.3 |
|
| R3 |
2,380.1 |
2,362.2 |
2,321.8 |
|
| R2 |
2,349.0 |
2,349.0 |
2,318.9 |
|
| R1 |
2,331.1 |
2,331.1 |
2,316.1 |
2,324.5 |
| PP |
2,317.9 |
2,317.9 |
2,317.9 |
2,314.6 |
| S1 |
2,300.0 |
2,300.0 |
2,310.3 |
2,293.4 |
| S2 |
2,286.8 |
2,286.8 |
2,307.5 |
|
| S3 |
2,255.7 |
2,268.9 |
2,304.6 |
|
| S4 |
2,224.6 |
2,237.8 |
2,296.1 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,531.9 |
2,493.9 |
2,365.5 |
|
| R3 |
2,469.5 |
2,431.5 |
2,348.4 |
|
| R2 |
2,407.1 |
2,407.1 |
2,342.6 |
|
| R1 |
2,369.1 |
2,369.1 |
2,336.9 |
2,356.9 |
| PP |
2,344.7 |
2,344.7 |
2,344.7 |
2,338.6 |
| S1 |
2,306.7 |
2,306.7 |
2,325.5 |
2,294.5 |
| S2 |
2,282.3 |
2,282.3 |
2,319.8 |
|
| S3 |
2,219.9 |
2,244.3 |
2,314.0 |
|
| S4 |
2,157.5 |
2,181.9 |
2,296.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,382.6 |
2,304.7 |
77.9 |
3.4% |
33.2 |
1.4% |
11% |
False |
True |
180,207 |
| 10 |
2,382.6 |
2,304.7 |
77.9 |
3.4% |
31.7 |
1.4% |
11% |
False |
True |
176,568 |
| 20 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
35.3 |
1.5% |
9% |
False |
False |
180,086 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.5% |
36.2 |
1.6% |
5% |
False |
False |
113,171 |
| 60 |
2,477.0 |
2,288.0 |
189.0 |
8.2% |
38.7 |
1.7% |
13% |
False |
False |
78,640 |
| 80 |
2,477.0 |
2,127.0 |
350.0 |
15.1% |
36.2 |
1.6% |
53% |
False |
False |
59,952 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
19.1% |
32.9 |
1.4% |
63% |
False |
False |
48,436 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
19.1% |
31.2 |
1.3% |
63% |
False |
False |
40,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,468.0 |
|
2.618 |
2,417.2 |
|
1.618 |
2,386.1 |
|
1.000 |
2,366.9 |
|
0.618 |
2,355.0 |
|
HIGH |
2,335.8 |
|
0.618 |
2,323.9 |
|
0.500 |
2,320.3 |
|
0.382 |
2,316.6 |
|
LOW |
2,304.7 |
|
0.618 |
2,285.5 |
|
1.000 |
2,273.6 |
|
1.618 |
2,254.4 |
|
2.618 |
2,223.3 |
|
4.250 |
2,172.5 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,320.3 |
2,327.2 |
| PP |
2,317.9 |
2,322.5 |
| S1 |
2,315.6 |
2,317.9 |
|