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 |
4,988.0 |
4,945.0 |
-43.0 |
-0.9% |
4,885.0 |
High |
5,017.0 |
4,974.0 |
-43.0 |
-0.9% |
4,995.0 |
Low |
4,928.0 |
4,933.0 |
5.0 |
0.1% |
4,879.0 |
Close |
4,957.0 |
4,938.0 |
-19.0 |
-0.4% |
4,953.0 |
Range |
89.0 |
41.0 |
-48.0 |
-53.9% |
116.0 |
ATR |
68.8 |
66.8 |
-2.0 |
-2.9% |
0.0 |
Volume |
697,226 |
600,720 |
-96,506 |
-13.8% |
3,939,481 |
|
Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,071.3 |
5,045.7 |
4,960.6 |
|
R3 |
5,030.3 |
5,004.7 |
4,949.3 |
|
R2 |
4,989.3 |
4,989.3 |
4,945.5 |
|
R1 |
4,963.7 |
4,963.7 |
4,941.8 |
4,956.0 |
PP |
4,948.3 |
4,948.3 |
4,948.3 |
4,944.5 |
S1 |
4,922.7 |
4,922.7 |
4,934.2 |
4,915.0 |
S2 |
4,907.3 |
4,907.3 |
4,930.5 |
|
S3 |
4,866.3 |
4,881.7 |
4,926.7 |
|
S4 |
4,825.3 |
4,840.7 |
4,915.5 |
|
|
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 |
5,017.0 |
4,928.0 |
89.0 |
1.8% |
61.8 |
1.3% |
11% |
False |
False |
672,953 |
10 |
5,085.0 |
4,860.0 |
225.0 |
4.6% |
76.0 |
1.5% |
35% |
False |
False |
725,541 |
20 |
5,132.0 |
4,860.0 |
272.0 |
5.5% |
68.0 |
1.4% |
29% |
False |
False |
381,365 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.9% |
55.4 |
1.1% |
27% |
False |
False |
192,162 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
55.3 |
1.1% |
30% |
False |
False |
128,148 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
46.0 |
0.9% |
30% |
False |
False |
96,159 |
100 |
5,151.0 |
4,645.0 |
506.0 |
10.2% |
36.9 |
0.7% |
58% |
False |
False |
76,935 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.3% |
30.7 |
0.6% |
72% |
False |
False |
64,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,148.3 |
2.618 |
5,081.3 |
1.618 |
5,040.3 |
1.000 |
5,015.0 |
0.618 |
4,999.3 |
HIGH |
4,974.0 |
0.618 |
4,958.3 |
0.500 |
4,953.5 |
0.382 |
4,948.7 |
LOW |
4,933.0 |
0.618 |
4,907.7 |
1.000 |
4,892.0 |
1.618 |
4,866.7 |
2.618 |
4,825.7 |
4.250 |
4,758.8 |
|
|
Fisher Pivots for day following 27-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
4,953.5 |
4,972.5 |
PP |
4,948.3 |
4,961.0 |
S1 |
4,943.2 |
4,949.5 |
|