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 |
4,945.0 |
4,953.0 |
8.0 |
0.2% |
4,956.0 |
High |
4,974.0 |
4,967.0 |
-7.0 |
-0.1% |
5,017.0 |
Low |
4,933.0 |
4,915.0 |
-18.0 |
-0.4% |
4,915.0 |
Close |
4,938.0 |
4,926.0 |
-12.0 |
-0.2% |
4,926.0 |
Range |
41.0 |
52.0 |
11.0 |
26.8% |
102.0 |
ATR |
66.8 |
65.8 |
-1.1 |
-1.6% |
0.0 |
Volume |
600,720 |
843,605 |
242,885 |
40.4% |
3,357,619 |
|
Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,092.0 |
5,061.0 |
4,954.6 |
|
R3 |
5,040.0 |
5,009.0 |
4,940.3 |
|
R2 |
4,988.0 |
4,988.0 |
4,935.5 |
|
R1 |
4,957.0 |
4,957.0 |
4,930.8 |
4,946.5 |
PP |
4,936.0 |
4,936.0 |
4,936.0 |
4,930.8 |
S1 |
4,905.0 |
4,905.0 |
4,921.2 |
4,894.5 |
S2 |
4,884.0 |
4,884.0 |
4,916.5 |
|
S3 |
4,832.0 |
4,853.0 |
4,911.7 |
|
S4 |
4,780.0 |
4,801.0 |
4,897.4 |
|
|
Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,258.7 |
5,194.3 |
4,982.1 |
|
R3 |
5,156.7 |
5,092.3 |
4,954.1 |
|
R2 |
5,054.7 |
5,054.7 |
4,944.7 |
|
R1 |
4,990.3 |
4,990.3 |
4,935.4 |
4,971.5 |
PP |
4,952.7 |
4,952.7 |
4,952.7 |
4,943.3 |
S1 |
4,888.3 |
4,888.3 |
4,916.7 |
4,869.5 |
S2 |
4,850.7 |
4,850.7 |
4,907.3 |
|
S3 |
4,748.7 |
4,786.3 |
4,898.0 |
|
S4 |
4,646.7 |
4,684.3 |
4,869.9 |
|
|
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 |
4,915.0 |
102.0 |
2.1% |
59.8 |
1.2% |
11% |
False |
True |
671,523 |
10 |
5,017.0 |
4,860.0 |
157.0 |
3.2% |
69.8 |
1.4% |
42% |
False |
False |
790,716 |
20 |
5,132.0 |
4,860.0 |
272.0 |
5.5% |
68.0 |
1.4% |
24% |
False |
False |
423,445 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.9% |
54.6 |
1.1% |
23% |
False |
False |
213,250 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
55.2 |
1.1% |
26% |
False |
False |
142,208 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
46.7 |
0.9% |
26% |
False |
False |
106,704 |
100 |
5,151.0 |
4,645.0 |
506.0 |
10.3% |
37.4 |
0.8% |
56% |
False |
False |
85,371 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.3% |
31.2 |
0.6% |
70% |
False |
False |
71,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,188.0 |
2.618 |
5,103.1 |
1.618 |
5,051.1 |
1.000 |
5,019.0 |
0.618 |
4,999.1 |
HIGH |
4,967.0 |
0.618 |
4,947.1 |
0.500 |
4,941.0 |
0.382 |
4,934.9 |
LOW |
4,915.0 |
0.618 |
4,882.9 |
1.000 |
4,863.0 |
1.618 |
4,830.9 |
2.618 |
4,778.9 |
4.250 |
4,694.0 |
|
|
Fisher Pivots for day following 28-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
4,941.0 |
4,966.0 |
PP |
4,936.0 |
4,952.7 |
S1 |
4,931.0 |
4,939.3 |
|