Trading Metrics calculated at close of trading on 26-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2024 |
26-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
4,974.0 |
4,988.0 |
14.0 |
0.3% |
4,885.0 |
High |
4,991.0 |
5,017.0 |
26.0 |
0.5% |
4,995.0 |
Low |
4,950.0 |
4,928.0 |
-22.0 |
-0.4% |
4,879.0 |
Close |
4,971.0 |
4,957.0 |
-14.0 |
-0.3% |
4,953.0 |
Range |
41.0 |
89.0 |
48.0 |
117.1% |
116.0 |
ATR |
67.3 |
68.8 |
1.6 |
2.3% |
0.0 |
Volume |
616,687 |
697,226 |
80,539 |
13.1% |
3,939,481 |
|
Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,234.3 |
5,184.7 |
5,006.0 |
|
R3 |
5,145.3 |
5,095.7 |
4,981.5 |
|
R2 |
5,056.3 |
5,056.3 |
4,973.3 |
|
R1 |
5,006.7 |
5,006.7 |
4,965.2 |
4,987.0 |
PP |
4,967.3 |
4,967.3 |
4,967.3 |
4,957.5 |
S1 |
4,917.7 |
4,917.7 |
4,948.8 |
4,898.0 |
S2 |
4,878.3 |
4,878.3 |
4,940.7 |
|
S3 |
4,789.3 |
4,828.7 |
4,932.5 |
|
S4 |
4,700.3 |
4,739.7 |
4,908.1 |
|
|
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 |
5,017.0 |
4,921.0 |
96.0 |
1.9% |
68.4 |
1.4% |
38% |
True |
False |
701,584 |
10 |
5,092.0 |
4,860.0 |
232.0 |
4.7% |
78.4 |
1.6% |
42% |
False |
False |
679,977 |
20 |
5,132.0 |
4,860.0 |
272.0 |
5.5% |
69.7 |
1.4% |
36% |
False |
False |
351,554 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.9% |
55.6 |
1.1% |
33% |
False |
False |
177,148 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
55.0 |
1.1% |
36% |
False |
False |
118,136 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
45.5 |
0.9% |
36% |
False |
False |
88,650 |
100 |
5,151.0 |
4,625.0 |
526.0 |
10.6% |
36.5 |
0.7% |
63% |
False |
False |
70,928 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.2% |
30.4 |
0.6% |
74% |
False |
False |
59,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,395.3 |
2.618 |
5,250.0 |
1.618 |
5,161.0 |
1.000 |
5,106.0 |
0.618 |
5,072.0 |
HIGH |
5,017.0 |
0.618 |
4,983.0 |
0.500 |
4,972.5 |
0.382 |
4,962.0 |
LOW |
4,928.0 |
0.618 |
4,873.0 |
1.000 |
4,839.0 |
1.618 |
4,784.0 |
2.618 |
4,695.0 |
4.250 |
4,549.8 |
|
|
Fisher Pivots for day following 26-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
4,972.5 |
4,972.5 |
PP |
4,967.3 |
4,967.3 |
S1 |
4,962.2 |
4,962.2 |
|