| 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 |
2,309.4 |
2,338.6 |
29.2 |
1.3% |
2,333.5 |
| High |
2,342.0 |
2,350.6 |
8.6 |
0.4% |
2,350.6 |
| Low |
2,306.8 |
2,329.7 |
22.9 |
1.0% |
2,304.7 |
| Close |
2,336.6 |
2,339.6 |
3.0 |
0.1% |
2,339.6 |
| Range |
35.2 |
20.9 |
-14.3 |
-40.6% |
45.9 |
| ATR |
35.6 |
34.6 |
-1.1 |
-3.0% |
0.0 |
| Volume |
140,228 |
135,383 |
-4,845 |
-3.5% |
729,135 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.7 |
2,392.0 |
2,351.1 |
|
| R3 |
2,381.8 |
2,371.1 |
2,345.3 |
|
| R2 |
2,360.9 |
2,360.9 |
2,343.4 |
|
| R1 |
2,350.2 |
2,350.2 |
2,341.5 |
2,355.6 |
| PP |
2,340.0 |
2,340.0 |
2,340.0 |
2,342.6 |
| S1 |
2,329.3 |
2,329.3 |
2,337.7 |
2,334.7 |
| S2 |
2,319.1 |
2,319.1 |
2,335.8 |
|
| S3 |
2,298.2 |
2,308.4 |
2,333.9 |
|
| S4 |
2,277.3 |
2,287.5 |
2,328.1 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.3 |
2,450.4 |
2,364.8 |
|
| R3 |
2,423.4 |
2,404.5 |
2,352.2 |
|
| R2 |
2,377.5 |
2,377.5 |
2,348.0 |
|
| R1 |
2,358.6 |
2,358.6 |
2,343.8 |
2,368.1 |
| PP |
2,331.6 |
2,331.6 |
2,331.6 |
2,336.4 |
| S1 |
2,312.7 |
2,312.7 |
2,335.4 |
2,322.2 |
| S2 |
2,285.7 |
2,285.7 |
2,331.2 |
|
| S3 |
2,239.8 |
2,266.8 |
2,327.0 |
|
| S4 |
2,193.9 |
2,220.9 |
2,314.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,350.6 |
2,304.7 |
45.9 |
2.0% |
25.6 |
1.1% |
76% |
True |
False |
145,827 |
| 10 |
2,382.6 |
2,304.7 |
77.9 |
3.3% |
31.0 |
1.3% |
45% |
False |
False |
161,696 |
| 20 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
35.1 |
1.5% |
35% |
False |
False |
175,819 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
35.2 |
1.5% |
20% |
False |
False |
119,298 |
| 60 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
38.4 |
1.6% |
20% |
False |
False |
82,988 |
| 80 |
2,477.0 |
2,172.4 |
304.6 |
13.0% |
36.0 |
1.5% |
55% |
False |
False |
63,306 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.8% |
32.9 |
1.4% |
69% |
False |
False |
51,132 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.8% |
31.2 |
1.3% |
69% |
False |
False |
42,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,439.4 |
|
2.618 |
2,405.3 |
|
1.618 |
2,384.4 |
|
1.000 |
2,371.5 |
|
0.618 |
2,363.5 |
|
HIGH |
2,350.6 |
|
0.618 |
2,342.6 |
|
0.500 |
2,340.2 |
|
0.382 |
2,337.7 |
|
LOW |
2,329.7 |
|
0.618 |
2,316.8 |
|
1.000 |
2,308.8 |
|
1.618 |
2,295.9 |
|
2.618 |
2,275.0 |
|
4.250 |
2,240.9 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,340.2 |
2,335.6 |
| PP |
2,340.0 |
2,331.6 |
| S1 |
2,339.8 |
2,327.7 |
|