| 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 |
2,355.8 |
2,331.8 |
-24.0 |
-1.0% |
2,369.2 |
| High |
2,357.7 |
2,364.3 |
6.6 |
0.3% |
2,403.6 |
| Low |
2,327.5 |
2,330.0 |
2.5 |
0.1% |
2,345.0 |
| Close |
2,335.9 |
2,359.3 |
23.4 |
1.0% |
2,353.9 |
| Range |
30.2 |
34.3 |
4.1 |
13.6% |
58.6 |
| ATR |
34.7 |
34.7 |
0.0 |
-0.1% |
0.0 |
| Volume |
3,766 |
3,550 |
-216 |
-5.7% |
6,770 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,454.1 |
2,441.0 |
2,378.2 |
|
| R3 |
2,419.8 |
2,406.7 |
2,368.7 |
|
| R2 |
2,385.5 |
2,385.5 |
2,365.6 |
|
| R1 |
2,372.4 |
2,372.4 |
2,362.4 |
2,379.0 |
| PP |
2,351.2 |
2,351.2 |
2,351.2 |
2,354.5 |
| S1 |
2,338.1 |
2,338.1 |
2,356.2 |
2,344.7 |
| S2 |
2,316.9 |
2,316.9 |
2,353.0 |
|
| S3 |
2,282.6 |
2,303.8 |
2,349.9 |
|
| S4 |
2,248.3 |
2,269.5 |
2,340.4 |
|
|
| 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 |
3.2% |
31.1 |
1.3% |
42% |
False |
False |
2,480 |
| 10 |
2,403.6 |
2,327.5 |
76.1 |
3.2% |
30.8 |
1.3% |
42% |
False |
False |
2,051 |
| 20 |
2,429.2 |
2,326.9 |
102.3 |
4.3% |
34.5 |
1.5% |
32% |
False |
False |
2,230 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.3% |
34.6 |
1.5% |
19% |
False |
False |
1,907 |
| 60 |
2,500.2 |
2,326.9 |
173.3 |
7.3% |
37.4 |
1.6% |
19% |
False |
False |
1,666 |
| 80 |
2,500.2 |
2,178.6 |
321.6 |
13.6% |
34.7 |
1.5% |
56% |
False |
False |
1,433 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.9% |
31.7 |
1.3% |
68% |
False |
False |
1,257 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.9% |
30.0 |
1.3% |
68% |
False |
False |
1,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,510.1 |
|
2.618 |
2,454.1 |
|
1.618 |
2,419.8 |
|
1.000 |
2,398.6 |
|
0.618 |
2,385.5 |
|
HIGH |
2,364.3 |
|
0.618 |
2,351.2 |
|
0.500 |
2,347.2 |
|
0.382 |
2,343.1 |
|
LOW |
2,330.0 |
|
0.618 |
2,308.8 |
|
1.000 |
2,295.7 |
|
1.618 |
2,274.5 |
|
2.618 |
2,240.2 |
|
4.250 |
2,184.2 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,355.3 |
2,356.2 |
| PP |
2,351.2 |
2,353.0 |
| S1 |
2,347.2 |
2,349.9 |
|