| 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 |
2,298.20 |
2,327.86 |
29.66 |
1.3% |
2,319.20 |
| High |
2,329.91 |
2,338.03 |
8.12 |
0.3% |
2,338.03 |
| Low |
2,297.52 |
2,319.85 |
22.33 |
1.0% |
2,295.86 |
| Close |
2,327.90 |
2,326.51 |
-1.39 |
-0.1% |
2,326.51 |
| Range |
32.39 |
18.18 |
-14.21 |
-43.9% |
42.17 |
| ATR |
31.13 |
30.21 |
-0.93 |
-3.0% |
0.00 |
| Volume |
5,461 |
5,445 |
-16 |
-0.3% |
26,901 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.67 |
2,372.77 |
2,336.51 |
|
| R3 |
2,364.49 |
2,354.59 |
2,331.51 |
|
| R2 |
2,346.31 |
2,346.31 |
2,329.84 |
|
| R1 |
2,336.41 |
2,336.41 |
2,328.18 |
2,332.27 |
| PP |
2,328.13 |
2,328.13 |
2,328.13 |
2,326.06 |
| S1 |
2,318.23 |
2,318.23 |
2,324.84 |
2,314.09 |
| S2 |
2,309.95 |
2,309.95 |
2,323.18 |
|
| S3 |
2,291.77 |
2,300.05 |
2,321.51 |
|
| S4 |
2,273.59 |
2,281.87 |
2,316.51 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.64 |
2,428.75 |
2,349.70 |
|
| R3 |
2,404.47 |
2,386.58 |
2,338.11 |
|
| R2 |
2,362.30 |
2,362.30 |
2,334.24 |
|
| R1 |
2,344.41 |
2,344.41 |
2,330.38 |
2,353.36 |
| PP |
2,320.13 |
2,320.13 |
2,320.13 |
2,324.61 |
| S1 |
2,302.24 |
2,302.24 |
2,322.64 |
2,311.19 |
| S2 |
2,277.96 |
2,277.96 |
2,318.78 |
|
| S3 |
2,235.79 |
2,260.07 |
2,314.91 |
|
| S4 |
2,193.62 |
2,217.90 |
2,303.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,338.03 |
2,295.86 |
42.17 |
1.8% |
22.28 |
1.0% |
73% |
True |
False |
5,380 |
| 10 |
2,367.22 |
2,295.86 |
71.36 |
3.1% |
27.63 |
1.2% |
43% |
False |
False |
5,362 |
| 20 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
31.65 |
1.4% |
39% |
False |
False |
5,277 |
| 40 |
2,449.34 |
2,285.07 |
164.27 |
7.1% |
31.04 |
1.3% |
25% |
False |
False |
5,233 |
| 60 |
2,449.34 |
2,270.21 |
179.13 |
7.7% |
34.04 |
1.5% |
31% |
False |
False |
5,123 |
| 80 |
2,449.34 |
2,124.31 |
325.03 |
14.0% |
32.03 |
1.4% |
62% |
False |
False |
5,164 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
29.42 |
1.3% |
73% |
False |
False |
5,261 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
28.00 |
1.2% |
73% |
False |
False |
5,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,415.30 |
|
2.618 |
2,385.63 |
|
1.618 |
2,367.45 |
|
1.000 |
2,356.21 |
|
0.618 |
2,349.27 |
|
HIGH |
2,338.03 |
|
0.618 |
2,331.09 |
|
0.500 |
2,328.94 |
|
0.382 |
2,326.79 |
|
LOW |
2,319.85 |
|
0.618 |
2,308.61 |
|
1.000 |
2,301.67 |
|
1.618 |
2,290.43 |
|
2.618 |
2,272.25 |
|
4.250 |
2,242.59 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,328.94 |
2,323.32 |
| PP |
2,328.13 |
2,320.13 |
| S1 |
2,327.32 |
2,316.95 |
|