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 |
3,308.3320 |
3,410.1110 |
101.7790 |
3.1% |
3,412.1730 |
High |
3,422.7120 |
3,418.4930 |
-4.2190 |
-0.1% |
3,649.6480 |
Low |
3,307.6370 |
3,327.2390 |
19.6020 |
0.6% |
3,385.6930 |
Close |
3,411.2150 |
3,389.9920 |
-21.2230 |
-0.6% |
3,519.9450 |
Range |
115.0750 |
91.2540 |
-23.8210 |
-20.7% |
263.9550 |
ATR |
166.1827 |
160.8307 |
-5.3521 |
-3.2% |
0.0000 |
Volume |
1,670 |
115,987 |
114,317 |
6,845.3% |
497,107 |
|
Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,652.3367 |
3,612.4183 |
3,440.1817 |
|
R3 |
3,561.0827 |
3,521.1643 |
3,415.0869 |
|
R2 |
3,469.8287 |
3,469.8287 |
3,406.7219 |
|
R1 |
3,429.9103 |
3,429.9103 |
3,398.3570 |
3,404.2425 |
PP |
3,378.5747 |
3,378.5747 |
3,378.5747 |
3,365.7408 |
S1 |
3,338.6563 |
3,338.6563 |
3,381.6271 |
3,312.9885 |
S2 |
3,287.3207 |
3,287.3207 |
3,373.2621 |
|
S3 |
3,196.0667 |
3,247.4023 |
3,364.8972 |
|
S4 |
3,104.8127 |
3,156.1483 |
3,339.8023 |
|
|
Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,310.2937 |
4,179.0743 |
3,665.1203 |
|
R3 |
4,046.3387 |
3,915.1193 |
3,592.5326 |
|
R2 |
3,782.3837 |
3,782.3837 |
3,568.3368 |
|
R1 |
3,651.1643 |
3,651.1643 |
3,544.1409 |
3,716.7740 |
PP |
3,518.4287 |
3,518.4287 |
3,518.4287 |
3,551.2335 |
S1 |
3,387.2093 |
3,387.2093 |
3,495.7491 |
3,452.8190 |
S2 |
3,254.4737 |
3,254.4737 |
3,471.5533 |
|
S3 |
2,990.5187 |
3,123.2543 |
3,447.3574 |
|
S4 |
2,726.5637 |
2,859.2993 |
3,374.7698 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,619.5530 |
3,243.6820 |
375.8710 |
11.1% |
140.6156 |
4.1% |
39% |
False |
False |
85,471 |
10 |
3,649.7620 |
3,243.6820 |
406.0800 |
12.0% |
158.8538 |
4.7% |
36% |
False |
False |
104,940 |
20 |
3,883.2880 |
3,243.6820 |
639.6060 |
18.9% |
142.8405 |
4.2% |
23% |
False |
False |
107,165 |
40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
32.3% |
163.3545 |
4.8% |
50% |
False |
False |
137,474 |
60 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
32.3% |
176.9011 |
5.2% |
50% |
False |
False |
135,850 |
80 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
36.7% |
201.5758 |
5.9% |
44% |
False |
False |
153,492 |
100 |
4,090.3060 |
2,269.1870 |
1,821.1190 |
53.7% |
186.3910 |
5.5% |
62% |
False |
False |
159,677 |
120 |
4,090.3060 |
2,169.5890 |
1,920.7170 |
56.7% |
175.2896 |
5.2% |
64% |
False |
False |
161,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,806.3225 |
2.618 |
3,657.3960 |
1.618 |
3,566.1420 |
1.000 |
3,509.7470 |
0.618 |
3,474.8880 |
HIGH |
3,418.4930 |
0.618 |
3,383.6340 |
0.500 |
3,372.8660 |
0.382 |
3,362.0980 |
LOW |
3,327.2390 |
0.618 |
3,270.8440 |
1.000 |
3,235.9850 |
1.618 |
3,179.5900 |
2.618 |
3,088.3360 |
4.250 |
2,939.4095 |
|
|
Fisher Pivots for day following 26-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
3,384.2833 |
3,388.0950 |
PP |
3,378.5747 |
3,386.1980 |
S1 |
3,372.8660 |
3,384.3010 |
|