| 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 |
2,366.7 |
2,355.8 |
-10.9 |
-0.5% |
2,369.2 |
| High |
2,372.2 |
2,357.7 |
-14.5 |
-0.6% |
2,403.6 |
| Low |
2,350.0 |
2,327.5 |
-22.5 |
-1.0% |
2,345.0 |
| Close |
2,353.5 |
2,335.9 |
-17.6 |
-0.7% |
2,353.9 |
| Range |
22.2 |
30.2 |
8.0 |
36.0% |
58.6 |
| ATR |
35.0 |
34.7 |
-0.3 |
-1.0% |
0.0 |
| Volume |
1,829 |
3,766 |
1,937 |
105.9% |
6,770 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,431.0 |
2,413.6 |
2,352.5 |
|
| R3 |
2,400.8 |
2,383.4 |
2,344.2 |
|
| R2 |
2,370.6 |
2,370.6 |
2,341.4 |
|
| R1 |
2,353.2 |
2,353.2 |
2,338.7 |
2,346.8 |
| PP |
2,340.4 |
2,340.4 |
2,340.4 |
2,337.2 |
| S1 |
2,323.0 |
2,323.0 |
2,333.1 |
2,316.6 |
| S2 |
2,310.2 |
2,310.2 |
2,330.4 |
|
| S3 |
2,280.0 |
2,292.8 |
2,327.6 |
|
| S4 |
2,249.8 |
2,262.6 |
2,319.3 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,543.3 |
2,507.2 |
2,386.1 |
|
| R3 |
2,484.7 |
2,448.6 |
2,370.0 |
|
| R2 |
2,426.1 |
2,426.1 |
2,364.6 |
|
| R1 |
2,390.0 |
2,390.0 |
2,359.3 |
2,378.8 |
| PP |
2,367.5 |
2,367.5 |
2,367.5 |
2,361.9 |
| S1 |
2,331.4 |
2,331.4 |
2,348.5 |
2,320.2 |
| S2 |
2,308.9 |
2,308.9 |
2,343.2 |
|
| S3 |
2,250.3 |
2,272.8 |
2,337.8 |
|
| S4 |
2,191.7 |
2,214.2 |
2,321.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,403.6 |
2,327.5 |
76.1 |
3.3% |
32.4 |
1.4% |
11% |
False |
True |
2,279 |
| 10 |
2,403.6 |
2,327.5 |
76.1 |
3.3% |
30.4 |
1.3% |
11% |
False |
True |
1,940 |
| 20 |
2,429.2 |
2,326.9 |
102.3 |
4.4% |
34.2 |
1.5% |
9% |
False |
False |
2,122 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
35.0 |
1.5% |
5% |
False |
False |
1,855 |
| 60 |
2,500.2 |
2,309.4 |
190.8 |
8.2% |
37.3 |
1.6% |
14% |
False |
False |
1,624 |
| 80 |
2,500.2 |
2,146.4 |
353.8 |
15.1% |
34.8 |
1.5% |
54% |
False |
False |
1,412 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
19.1% |
31.6 |
1.4% |
63% |
False |
False |
1,230 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
19.1% |
29.8 |
1.3% |
63% |
False |
False |
1,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,486.1 |
|
2.618 |
2,436.8 |
|
1.618 |
2,406.6 |
|
1.000 |
2,387.9 |
|
0.618 |
2,376.4 |
|
HIGH |
2,357.7 |
|
0.618 |
2,346.2 |
|
0.500 |
2,342.6 |
|
0.382 |
2,339.0 |
|
LOW |
2,327.5 |
|
0.618 |
2,308.8 |
|
1.000 |
2,297.3 |
|
1.618 |
2,278.6 |
|
2.618 |
2,248.4 |
|
4.250 |
2,199.2 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,342.6 |
2,349.9 |
| PP |
2,340.4 |
2,345.2 |
| S1 |
2,338.1 |
2,340.6 |
|