| 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 |
2,319.38 |
2,298.20 |
-21.18 |
-0.9% |
2,332.75 |
| High |
2,321.19 |
2,329.91 |
8.72 |
0.4% |
2,367.22 |
| Low |
2,295.86 |
2,297.52 |
1.66 |
0.1% |
2,307.45 |
| Close |
2,298.19 |
2,327.90 |
29.71 |
1.3% |
2,320.90 |
| Range |
25.33 |
32.39 |
7.06 |
27.9% |
59.77 |
| ATR |
31.03 |
31.13 |
0.10 |
0.3% |
0.00 |
| Volume |
5,296 |
5,461 |
165 |
3.1% |
21,408 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,415.61 |
2,404.15 |
2,345.71 |
|
| R3 |
2,383.22 |
2,371.76 |
2,336.81 |
|
| R2 |
2,350.83 |
2,350.83 |
2,333.84 |
|
| R1 |
2,339.37 |
2,339.37 |
2,330.87 |
2,345.10 |
| PP |
2,318.44 |
2,318.44 |
2,318.44 |
2,321.31 |
| S1 |
2,306.98 |
2,306.98 |
2,324.93 |
2,312.71 |
| S2 |
2,286.05 |
2,286.05 |
2,321.96 |
|
| S3 |
2,253.66 |
2,274.59 |
2,318.99 |
|
| S4 |
2,221.27 |
2,242.20 |
2,310.09 |
|
|
| 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% |
28.52 |
1.2% |
45% |
False |
False |
5,358 |
| 10 |
2,367.22 |
2,295.86 |
71.36 |
3.1% |
28.58 |
1.2% |
45% |
False |
False |
5,342 |
| 20 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
32.02 |
1.4% |
41% |
False |
False |
5,265 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.2% |
31.69 |
1.4% |
27% |
False |
False |
5,224 |
| 60 |
2,449.34 |
2,268.72 |
180.62 |
7.8% |
34.26 |
1.5% |
33% |
False |
False |
5,117 |
| 80 |
2,449.34 |
2,111.24 |
338.10 |
14.5% |
32.11 |
1.4% |
64% |
False |
False |
5,162 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
29.50 |
1.3% |
74% |
False |
False |
5,260 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
28.12 |
1.2% |
74% |
False |
False |
5,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.57 |
|
2.618 |
2,414.71 |
|
1.618 |
2,382.32 |
|
1.000 |
2,362.30 |
|
0.618 |
2,349.93 |
|
HIGH |
2,329.91 |
|
0.618 |
2,317.54 |
|
0.500 |
2,313.72 |
|
0.382 |
2,309.89 |
|
LOW |
2,297.52 |
|
0.618 |
2,277.50 |
|
1.000 |
2,265.13 |
|
1.618 |
2,245.11 |
|
2.618 |
2,212.72 |
|
4.250 |
2,159.86 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,323.17 |
2,324.02 |
| PP |
2,318.44 |
2,320.13 |
| S1 |
2,313.72 |
2,316.25 |
|