| 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 |
2,333.90 |
2,319.38 |
-14.52 |
-0.6% |
2,332.75 |
| High |
2,336.64 |
2,321.19 |
-15.45 |
-0.7% |
2,367.22 |
| Low |
2,317.36 |
2,295.86 |
-21.50 |
-0.9% |
2,307.45 |
| Close |
2,319.39 |
2,298.19 |
-21.20 |
-0.9% |
2,320.90 |
| Range |
19.28 |
25.33 |
6.05 |
31.4% |
59.77 |
| ATR |
31.47 |
31.03 |
-0.44 |
-1.4% |
0.00 |
| Volume |
5,387 |
5,296 |
-91 |
-1.7% |
21,408 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.07 |
2,364.96 |
2,312.12 |
|
| R3 |
2,355.74 |
2,339.63 |
2,305.16 |
|
| R2 |
2,330.41 |
2,330.41 |
2,302.83 |
|
| R1 |
2,314.30 |
2,314.30 |
2,300.51 |
2,309.69 |
| PP |
2,305.08 |
2,305.08 |
2,305.08 |
2,302.78 |
| S1 |
2,288.97 |
2,288.97 |
2,295.87 |
2,284.36 |
| S2 |
2,279.75 |
2,279.75 |
2,293.55 |
|
| S3 |
2,254.42 |
2,263.64 |
2,291.22 |
|
| S4 |
2,229.09 |
2,238.31 |
2,284.26 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.17 |
2,475.80 |
2,353.77 |
|
| R3 |
2,451.40 |
2,416.03 |
2,337.34 |
|
| R2 |
2,391.63 |
2,391.63 |
2,331.86 |
|
| R1 |
2,356.26 |
2,356.26 |
2,326.38 |
2,344.06 |
| PP |
2,331.86 |
2,331.86 |
2,331.86 |
2,325.76 |
| S1 |
2,296.49 |
2,296.49 |
2,315.42 |
2,284.29 |
| S2 |
2,272.09 |
2,272.09 |
2,309.94 |
|
| S3 |
2,212.32 |
2,236.72 |
2,304.46 |
|
| S4 |
2,152.55 |
2,176.95 |
2,288.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,367.22 |
2,295.86 |
71.36 |
3.1% |
29.27 |
1.3% |
3% |
False |
True |
5,334 |
| 10 |
2,367.22 |
2,295.86 |
71.36 |
3.1% |
28.15 |
1.2% |
3% |
False |
True |
5,325 |
| 20 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
31.63 |
1.4% |
11% |
False |
False |
5,256 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.3% |
32.13 |
1.4% |
10% |
False |
False |
5,205 |
| 60 |
2,449.34 |
2,248.01 |
201.33 |
8.8% |
34.26 |
1.5% |
25% |
False |
False |
5,111 |
| 80 |
2,449.34 |
2,079.74 |
369.60 |
16.1% |
32.20 |
1.4% |
59% |
False |
False |
5,162 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
20.2% |
29.45 |
1.3% |
67% |
False |
False |
5,261 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
20.2% |
27.95 |
1.2% |
67% |
False |
False |
5,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,428.84 |
|
2.618 |
2,387.50 |
|
1.618 |
2,362.17 |
|
1.000 |
2,346.52 |
|
0.618 |
2,336.84 |
|
HIGH |
2,321.19 |
|
0.618 |
2,311.51 |
|
0.500 |
2,308.53 |
|
0.382 |
2,305.54 |
|
LOW |
2,295.86 |
|
0.618 |
2,280.21 |
|
1.000 |
2,270.53 |
|
1.618 |
2,254.88 |
|
2.618 |
2,229.55 |
|
4.250 |
2,188.21 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,308.53 |
2,316.25 |
| PP |
2,305.08 |
2,310.23 |
| S1 |
2,301.64 |
2,304.21 |
|