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 |
3,410.1110 |
3,391.5010 |
-18.6100 |
-0.5% |
3,412.1730 |
High |
3,418.4930 |
3,468.2840 |
49.7910 |
1.5% |
3,649.6480 |
Low |
3,327.2390 |
3,361.9740 |
34.7350 |
1.0% |
3,385.6930 |
Close |
3,389.9920 |
3,440.6320 |
50.6400 |
1.5% |
3,519.9450 |
Range |
91.2540 |
106.3100 |
15.0560 |
16.5% |
263.9550 |
ATR |
160.8307 |
156.9363 |
-3.8943 |
-2.4% |
0.0000 |
Volume |
115,987 |
129,239 |
13,252 |
11.4% |
497,107 |
|
Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,742.5600 |
3,697.9060 |
3,499.1025 |
|
R3 |
3,636.2500 |
3,591.5960 |
3,469.8673 |
|
R2 |
3,529.9400 |
3,529.9400 |
3,460.1222 |
|
R1 |
3,485.2860 |
3,485.2860 |
3,450.3771 |
3,507.6130 |
PP |
3,423.6300 |
3,423.6300 |
3,423.6300 |
3,434.7935 |
S1 |
3,378.9760 |
3,378.9760 |
3,430.8869 |
3,401.3030 |
S2 |
3,317.3200 |
3,317.3200 |
3,421.1418 |
|
S3 |
3,211.0100 |
3,272.6660 |
3,411.3968 |
|
S4 |
3,104.7000 |
3,166.3560 |
3,382.1615 |
|
|
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 |
3,536.5090 |
3,243.6820 |
292.8270 |
8.5% |
135.2374 |
3.9% |
67% |
False |
False |
79,825 |
10 |
3,649.6480 |
3,243.6820 |
405.9660 |
11.8% |
150.8556 |
4.4% |
49% |
False |
False |
102,200 |
20 |
3,883.2880 |
3,243.6820 |
639.6060 |
18.6% |
141.3611 |
4.1% |
31% |
False |
False |
105,851 |
40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
31.8% |
157.8726 |
4.6% |
54% |
False |
False |
135,889 |
60 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
31.8% |
173.8021 |
5.1% |
54% |
False |
False |
134,033 |
80 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
36.2% |
200.0685 |
5.8% |
48% |
False |
False |
155,072 |
100 |
4,090.3060 |
2,269.1870 |
1,821.1190 |
52.9% |
187.0812 |
5.4% |
64% |
False |
False |
160,041 |
120 |
4,090.3060 |
2,169.5890 |
1,920.7170 |
55.8% |
175.3619 |
5.1% |
66% |
False |
False |
160,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,920.1015 |
2.618 |
3,746.6036 |
1.618 |
3,640.2936 |
1.000 |
3,574.5940 |
0.618 |
3,533.9836 |
HIGH |
3,468.2840 |
0.618 |
3,427.6736 |
0.500 |
3,415.1290 |
0.382 |
3,402.5844 |
LOW |
3,361.9740 |
0.618 |
3,296.2744 |
1.000 |
3,255.6640 |
1.618 |
3,189.9644 |
2.618 |
3,083.6544 |
4.250 |
2,910.1565 |
|
|
Fisher Pivots for day following 27-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
3,432.1310 |
3,423.0748 |
PP |
3,423.6300 |
3,405.5177 |
S1 |
3,415.1290 |
3,387.9605 |
|