| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
4,990.0 |
4,960.0 |
-30.0 |
-0.6% |
4,997.0 |
| High |
4,998.0 |
4,964.0 |
-34.0 |
-0.7% |
5,035.0 |
| Low |
4,967.0 |
4,954.0 |
-13.0 |
-0.3% |
4,954.0 |
| Close |
4,967.0 |
4,954.0 |
-13.0 |
-0.3% |
4,954.0 |
| Range |
31.0 |
10.0 |
-21.0 |
-67.7% |
81.0 |
| ATR |
50.2 |
47.5 |
-2.7 |
-5.3% |
0.0 |
| Volume |
54 |
2,080 |
2,026 |
3,751.9% |
2,313 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,987.3 |
4,980.7 |
4,959.5 |
|
| R3 |
4,977.3 |
4,970.7 |
4,956.8 |
|
| R2 |
4,967.3 |
4,967.3 |
4,955.8 |
|
| R1 |
4,960.7 |
4,960.7 |
4,954.9 |
4,959.0 |
| PP |
4,957.3 |
4,957.3 |
4,957.3 |
4,956.5 |
| S1 |
4,950.7 |
4,950.7 |
4,953.1 |
4,949.0 |
| S2 |
4,947.3 |
4,947.3 |
4,952.2 |
|
| S3 |
4,937.3 |
4,940.7 |
4,951.3 |
|
| S4 |
4,927.3 |
4,930.7 |
4,948.5 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,224.0 |
5,170.0 |
4,998.6 |
|
| R3 |
5,143.0 |
5,089.0 |
4,976.3 |
|
| R2 |
5,062.0 |
5,062.0 |
4,968.9 |
|
| R1 |
5,008.0 |
5,008.0 |
4,961.4 |
4,994.5 |
| PP |
4,981.0 |
4,981.0 |
4,981.0 |
4,974.3 |
| S1 |
4,927.0 |
4,927.0 |
4,946.6 |
4,913.5 |
| S2 |
4,900.0 |
4,900.0 |
4,939.2 |
|
| S3 |
4,819.0 |
4,846.0 |
4,931.7 |
|
| S4 |
4,738.0 |
4,765.0 |
4,909.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,035.0 |
4,954.0 |
81.0 |
1.6% |
34.6 |
0.7% |
0% |
False |
True |
462 |
| 10 |
5,035.0 |
4,954.0 |
81.0 |
1.6% |
27.8 |
0.6% |
0% |
False |
True |
703 |
| 20 |
5,307.0 |
4,908.0 |
399.0 |
8.1% |
23.1 |
0.5% |
12% |
False |
False |
402 |
| 40 |
5,307.0 |
4,908.0 |
399.0 |
8.1% |
13.1 |
0.3% |
12% |
False |
False |
589 |
| 60 |
5,307.0 |
4,908.0 |
399.0 |
8.1% |
8.7 |
0.2% |
12% |
False |
False |
405 |
| 80 |
5,307.0 |
4,908.0 |
399.0 |
8.1% |
7.5 |
0.2% |
12% |
False |
False |
476 |
| 100 |
5,307.0 |
4,692.0 |
615.0 |
12.4% |
6.0 |
0.1% |
43% |
False |
False |
435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,006.5 |
|
2.618 |
4,990.2 |
|
1.618 |
4,980.2 |
|
1.000 |
4,974.0 |
|
0.618 |
4,970.2 |
|
HIGH |
4,964.0 |
|
0.618 |
4,960.2 |
|
0.500 |
4,959.0 |
|
0.382 |
4,957.8 |
|
LOW |
4,954.0 |
|
0.618 |
4,947.8 |
|
1.000 |
4,944.0 |
|
1.618 |
4,937.8 |
|
2.618 |
4,927.8 |
|
4.250 |
4,911.5 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,959.0 |
4,994.5 |
| PP |
4,957.3 |
4,981.0 |
| S1 |
4,955.7 |
4,967.5 |
|