| Trading Metrics calculated at close of trading on 25-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2024 |
25-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,333.5 |
2,346.8 |
13.3 |
0.6% |
2,348.5 |
| High |
2,347.5 |
2,349.7 |
2.2 |
0.1% |
2,382.6 |
| Low |
2,329.5 |
2,327.1 |
-2.4 |
-0.1% |
2,320.2 |
| Close |
2,344.4 |
2,330.8 |
-13.6 |
-0.6% |
2,331.2 |
| Range |
18.0 |
22.6 |
4.6 |
25.6% |
62.4 |
| ATR |
37.1 |
36.0 |
-1.0 |
-2.8% |
0.0 |
| Volume |
117,625 |
144,271 |
26,646 |
22.7% |
724,464 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.7 |
2,389.8 |
2,343.2 |
|
| R3 |
2,381.1 |
2,367.2 |
2,337.0 |
|
| R2 |
2,358.5 |
2,358.5 |
2,334.9 |
|
| R1 |
2,344.6 |
2,344.6 |
2,332.9 |
2,340.3 |
| PP |
2,335.9 |
2,335.9 |
2,335.9 |
2,333.7 |
| S1 |
2,322.0 |
2,322.0 |
2,328.7 |
2,317.7 |
| S2 |
2,313.3 |
2,313.3 |
2,326.7 |
|
| S3 |
2,290.7 |
2,299.4 |
2,324.6 |
|
| S4 |
2,268.1 |
2,276.8 |
2,318.4 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,531.9 |
2,493.9 |
2,365.5 |
|
| R3 |
2,469.5 |
2,431.5 |
2,348.4 |
|
| R2 |
2,407.1 |
2,407.1 |
2,342.6 |
|
| R1 |
2,369.1 |
2,369.1 |
2,336.9 |
2,356.9 |
| PP |
2,344.7 |
2,344.7 |
2,344.7 |
2,338.6 |
| S1 |
2,306.7 |
2,306.7 |
2,325.5 |
2,294.5 |
| S2 |
2,282.3 |
2,282.3 |
2,319.8 |
|
| S3 |
2,219.9 |
2,244.3 |
2,314.0 |
|
| S4 |
2,157.5 |
2,181.9 |
2,296.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,382.6 |
2,320.2 |
62.4 |
2.7% |
32.6 |
1.4% |
17% |
False |
False |
172,731 |
| 10 |
2,382.6 |
2,310.9 |
71.7 |
3.1% |
30.9 |
1.3% |
28% |
False |
False |
171,955 |
| 20 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
35.3 |
1.5% |
26% |
False |
False |
176,962 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
36.1 |
1.5% |
15% |
False |
False |
108,609 |
| 60 |
2,477.0 |
2,269.6 |
207.4 |
8.9% |
38.8 |
1.7% |
30% |
False |
False |
75,575 |
| 80 |
2,477.0 |
2,086.0 |
391.0 |
16.8% |
36.4 |
1.6% |
63% |
False |
False |
57,613 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.9% |
33.0 |
1.4% |
67% |
False |
False |
46,542 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.9% |
31.2 |
1.3% |
67% |
False |
False |
39,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.8 |
|
2.618 |
2,408.9 |
|
1.618 |
2,386.3 |
|
1.000 |
2,372.3 |
|
0.618 |
2,363.7 |
|
HIGH |
2,349.7 |
|
0.618 |
2,341.1 |
|
0.500 |
2,338.4 |
|
0.382 |
2,335.7 |
|
LOW |
2,327.1 |
|
0.618 |
2,313.1 |
|
1.000 |
2,304.5 |
|
1.618 |
2,290.5 |
|
2.618 |
2,267.9 |
|
4.250 |
2,231.1 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,338.4 |
2,354.9 |
| PP |
2,335.9 |
2,346.8 |
| S1 |
2,333.3 |
2,338.8 |
|