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 |
4,956.0 |
4,974.0 |
18.0 |
0.4% |
4,885.0 |
High |
5,008.0 |
4,991.0 |
-17.0 |
-0.3% |
4,995.0 |
Low |
4,932.0 |
4,950.0 |
18.0 |
0.4% |
4,879.0 |
Close |
4,997.0 |
4,971.0 |
-26.0 |
-0.5% |
4,953.0 |
Range |
76.0 |
41.0 |
-35.0 |
-46.1% |
116.0 |
ATR |
68.8 |
67.3 |
-1.6 |
-2.3% |
0.0 |
Volume |
599,381 |
616,687 |
17,306 |
2.9% |
3,939,481 |
|
Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,093.7 |
5,073.3 |
4,993.6 |
|
R3 |
5,052.7 |
5,032.3 |
4,982.3 |
|
R2 |
5,011.7 |
5,011.7 |
4,978.5 |
|
R1 |
4,991.3 |
4,991.3 |
4,974.8 |
4,981.0 |
PP |
4,970.7 |
4,970.7 |
4,970.7 |
4,965.5 |
S1 |
4,950.3 |
4,950.3 |
4,967.2 |
4,940.0 |
S2 |
4,929.7 |
4,929.7 |
4,963.5 |
|
S3 |
4,888.7 |
4,909.3 |
4,959.7 |
|
S4 |
4,847.7 |
4,868.3 |
4,948.5 |
|
|
Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,290.3 |
5,237.7 |
5,016.8 |
|
R3 |
5,174.3 |
5,121.7 |
4,984.9 |
|
R2 |
5,058.3 |
5,058.3 |
4,974.3 |
|
R1 |
5,005.7 |
5,005.7 |
4,963.6 |
5,032.0 |
PP |
4,942.3 |
4,942.3 |
4,942.3 |
4,955.5 |
S1 |
4,889.7 |
4,889.7 |
4,942.4 |
4,916.0 |
S2 |
4,826.3 |
4,826.3 |
4,931.7 |
|
S3 |
4,710.3 |
4,773.7 |
4,921.1 |
|
S4 |
4,594.3 |
4,657.7 |
4,889.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,008.0 |
4,921.0 |
87.0 |
1.8% |
60.2 |
1.2% |
57% |
False |
False |
821,657 |
10 |
5,092.0 |
4,860.0 |
232.0 |
4.7% |
79.2 |
1.6% |
48% |
False |
False |
615,734 |
20 |
5,132.0 |
4,860.0 |
272.0 |
5.5% |
67.7 |
1.4% |
41% |
False |
False |
316,813 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.9% |
54.5 |
1.1% |
38% |
False |
False |
159,719 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
54.1 |
1.1% |
41% |
False |
False |
106,518 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
44.4 |
0.9% |
41% |
False |
False |
79,935 |
100 |
5,151.0 |
4,625.0 |
526.0 |
10.6% |
35.6 |
0.7% |
66% |
False |
False |
63,955 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.2% |
29.7 |
0.6% |
76% |
False |
False |
53,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,165.3 |
2.618 |
5,098.3 |
1.618 |
5,057.3 |
1.000 |
5,032.0 |
0.618 |
5,016.3 |
HIGH |
4,991.0 |
0.618 |
4,975.3 |
0.500 |
4,970.5 |
0.382 |
4,965.7 |
LOW |
4,950.0 |
0.618 |
4,924.7 |
1.000 |
4,909.0 |
1.618 |
4,883.7 |
2.618 |
4,842.7 |
4.250 |
4,775.8 |
|
|
Fisher Pivots for day following 25-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
4,970.8 |
4,970.3 |
PP |
4,970.7 |
4,969.7 |
S1 |
4,970.5 |
4,969.0 |
|