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 |
3,391.5010 |
3,440.4700 |
48.9690 |
1.4% |
3,519.5590 |
High |
3,468.2840 |
3,481.9210 |
13.6370 |
0.4% |
3,524.9200 |
Low |
3,361.9740 |
3,365.6910 |
3.7170 |
0.1% |
3,243.6820 |
Close |
3,440.6320 |
3,384.3260 |
-56.3060 |
-1.6% |
3,384.3260 |
Range |
106.3100 |
116.2300 |
9.9200 |
9.3% |
281.2380 |
ATR |
156.9363 |
154.0287 |
-2.9076 |
-1.9% |
0.0000 |
Volume |
129,239 |
140,357 |
11,118 |
8.6% |
389,675 |
|
Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,759.3360 |
3,688.0610 |
3,448.2525 |
|
R3 |
3,643.1060 |
3,571.8310 |
3,416.2893 |
|
R2 |
3,526.8760 |
3,526.8760 |
3,405.6348 |
|
R1 |
3,455.6010 |
3,455.6010 |
3,394.9804 |
3,433.1235 |
PP |
3,410.6460 |
3,410.6460 |
3,410.6460 |
3,399.4073 |
S1 |
3,339.3710 |
3,339.3710 |
3,373.6716 |
3,316.8935 |
S2 |
3,294.4160 |
3,294.4160 |
3,363.0172 |
|
S3 |
3,178.1860 |
3,223.1410 |
3,352.3628 |
|
S4 |
3,061.9560 |
3,106.9110 |
3,320.3995 |
|
|
Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,228.0233 |
4,087.4127 |
3,539.0069 |
|
R3 |
3,946.7853 |
3,806.1747 |
3,461.6665 |
|
R2 |
3,665.5473 |
3,665.5473 |
3,435.8863 |
|
R1 |
3,524.9367 |
3,524.9367 |
3,410.1062 |
3,454.6230 |
PP |
3,384.3093 |
3,384.3093 |
3,384.3093 |
3,349.1525 |
S1 |
3,243.6987 |
3,243.6987 |
3,358.5459 |
3,173.3850 |
S2 |
3,103.0713 |
3,103.0713 |
3,332.7657 |
|
S3 |
2,821.8333 |
2,962.4607 |
3,306.9856 |
|
S4 |
2,540.5953 |
2,681.2227 |
3,229.6451 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,524.9200 |
3,243.6820 |
281.2380 |
8.3% |
142.0214 |
4.2% |
50% |
False |
False |
77,935 |
10 |
3,649.6480 |
3,243.6820 |
405.9660 |
12.0% |
148.3265 |
4.4% |
35% |
False |
False |
100,475 |
20 |
3,883.2880 |
3,243.6820 |
639.6060 |
18.9% |
141.3575 |
4.2% |
22% |
False |
False |
105,657 |
40 |
3,940.4060 |
2,864.3480 |
1,076.0580 |
31.8% |
156.3090 |
4.6% |
48% |
False |
False |
133,017 |
60 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
32.3% |
173.1159 |
5.1% |
49% |
False |
False |
133,608 |
80 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
36.8% |
194.1848 |
5.7% |
43% |
False |
False |
149,267 |
100 |
4,090.3060 |
2,284.8710 |
1,805.4350 |
53.3% |
187.5863 |
5.5% |
61% |
False |
False |
161,437 |
120 |
4,090.3060 |
2,169.5890 |
1,920.7170 |
56.8% |
175.6592 |
5.2% |
63% |
False |
False |
160,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,975.8985 |
2.618 |
3,786.2111 |
1.618 |
3,669.9811 |
1.000 |
3,598.1510 |
0.618 |
3,553.7511 |
HIGH |
3,481.9210 |
0.618 |
3,437.5211 |
0.500 |
3,423.8060 |
0.382 |
3,410.0909 |
LOW |
3,365.6910 |
0.618 |
3,293.8609 |
1.000 |
3,249.4610 |
1.618 |
3,177.6309 |
2.618 |
3,061.4009 |
4.250 |
2,871.7135 |
|
|
Fisher Pivots for day following 28-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
3,423.8060 |
3,404.5800 |
PP |
3,410.6460 |
3,397.8287 |
S1 |
3,397.4860 |
3,391.0773 |
|