| Trading Metrics calculated at close of trading on 27-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,331.8 |
2,309.4 |
-22.4 |
-1.0% |
2,348.5 |
| High |
2,335.8 |
2,342.0 |
6.2 |
0.3% |
2,382.6 |
| Low |
2,304.7 |
2,306.8 |
2.1 |
0.1% |
2,320.2 |
| Close |
2,313.2 |
2,336.6 |
23.4 |
1.0% |
2,331.2 |
| Range |
31.1 |
35.2 |
4.1 |
13.2% |
62.4 |
| ATR |
35.7 |
35.6 |
0.0 |
-0.1% |
0.0 |
| Volume |
191,628 |
140,228 |
-51,400 |
-26.8% |
724,464 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.1 |
2,420.5 |
2,356.0 |
|
| R3 |
2,398.9 |
2,385.3 |
2,346.3 |
|
| R2 |
2,363.7 |
2,363.7 |
2,343.1 |
|
| R1 |
2,350.1 |
2,350.1 |
2,339.8 |
2,356.9 |
| PP |
2,328.5 |
2,328.5 |
2,328.5 |
2,331.9 |
| S1 |
2,314.9 |
2,314.9 |
2,333.4 |
2,321.7 |
| S2 |
2,293.3 |
2,293.3 |
2,330.1 |
|
| S3 |
2,258.1 |
2,279.7 |
2,326.9 |
|
| S4 |
2,222.9 |
2,244.5 |
2,317.2 |
|
|
| 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 |
3.3% |
32.1 |
1.4% |
41% |
False |
False |
157,715 |
| 10 |
2,382.6 |
2,304.7 |
77.9 |
3.3% |
32.1 |
1.4% |
41% |
False |
False |
166,424 |
| 20 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
35.6 |
1.5% |
32% |
False |
False |
178,495 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
35.8 |
1.5% |
19% |
False |
False |
116,340 |
| 60 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
38.7 |
1.7% |
19% |
False |
False |
80,840 |
| 80 |
2,477.0 |
2,158.1 |
318.9 |
13.6% |
36.1 |
1.5% |
56% |
False |
False |
61,654 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.9% |
33.0 |
1.4% |
68% |
False |
False |
49,797 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.9% |
31.4 |
1.3% |
68% |
False |
False |
41,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.6 |
|
2.618 |
2,434.2 |
|
1.618 |
2,399.0 |
|
1.000 |
2,377.2 |
|
0.618 |
2,363.8 |
|
HIGH |
2,342.0 |
|
0.618 |
2,328.6 |
|
0.500 |
2,324.4 |
|
0.382 |
2,320.2 |
|
LOW |
2,306.8 |
|
0.618 |
2,285.0 |
|
1.000 |
2,271.6 |
|
1.618 |
2,249.8 |
|
2.618 |
2,214.6 |
|
4.250 |
2,157.2 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,332.5 |
2,333.5 |
| PP |
2,328.5 |
2,330.3 |
| S1 |
2,324.4 |
2,327.2 |
|