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 |
62,500 |
61,440 |
-1,060 |
-1.7% |
67,305 |
High |
63,005 |
62,935 |
-70 |
-0.1% |
68,075 |
Low |
61,160 |
61,065 |
-95 |
-0.2% |
63,945 |
Close |
61,430 |
61,845 |
415 |
0.7% |
64,810 |
Range |
1,845 |
1,870 |
25 |
1.4% |
4,130 |
ATR |
2,861 |
2,790 |
-71 |
-2.5% |
0 |
Volume |
6,076 |
6,817 |
741 |
12.2% |
14,343 |
|
Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67,558 |
66,572 |
62,874 |
|
R3 |
65,688 |
64,702 |
62,359 |
|
R2 |
63,818 |
63,818 |
62,188 |
|
R1 |
62,832 |
62,832 |
62,016 |
63,325 |
PP |
61,948 |
61,948 |
61,948 |
62,195 |
S1 |
60,962 |
60,962 |
61,674 |
61,455 |
S2 |
60,078 |
60,078 |
61,502 |
|
S3 |
58,208 |
59,092 |
61,331 |
|
S4 |
56,338 |
57,222 |
60,817 |
|
|
Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78,000 |
75,535 |
67,082 |
|
R3 |
73,870 |
71,405 |
65,946 |
|
R2 |
69,740 |
69,740 |
65,567 |
|
R1 |
67,275 |
67,275 |
65,189 |
66,443 |
PP |
65,610 |
65,610 |
65,610 |
65,194 |
S1 |
63,145 |
63,145 |
64,431 |
62,313 |
S2 |
61,480 |
61,480 |
64,053 |
|
S3 |
57,350 |
59,015 |
63,674 |
|
S4 |
53,220 |
54,885 |
62,539 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65,800 |
58,885 |
6,915 |
11.2% |
2,746 |
4.4% |
43% |
False |
False |
6,534 |
10 |
69,315 |
58,885 |
10,430 |
16.9% |
2,574 |
4.2% |
28% |
False |
False |
5,010 |
20 |
73,280 |
58,885 |
14,395 |
23.3% |
2,596 |
4.2% |
21% |
False |
False |
3,558 |
40 |
73,515 |
57,765 |
15,750 |
25.5% |
2,732 |
4.4% |
26% |
False |
False |
2,324 |
60 |
75,390 |
57,765 |
17,625 |
28.5% |
2,828 |
4.6% |
23% |
False |
False |
1,571 |
80 |
77,785 |
57,765 |
20,020 |
32.4% |
3,108 |
5.0% |
20% |
False |
False |
1,180 |
100 |
77,785 |
43,970 |
33,815 |
54.7% |
2,785 |
4.5% |
53% |
False |
False |
944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70,883 |
2.618 |
67,831 |
1.618 |
65,961 |
1.000 |
64,805 |
0.618 |
64,091 |
HIGH |
62,935 |
0.618 |
62,221 |
0.500 |
62,000 |
0.382 |
61,779 |
LOW |
61,065 |
0.618 |
59,909 |
1.000 |
59,195 |
1.618 |
58,039 |
2.618 |
56,169 |
4.250 |
53,118 |
|
|
Fisher Pivots for day following 27-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
62,000 |
61,795 |
PP |
61,948 |
61,745 |
S1 |
61,897 |
61,695 |
|