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 |
5,538.50 |
5,516.00 |
-22.50 |
-0.4% |
5,500.00 |
High |
5,558.50 |
5,539.75 |
-18.75 |
-0.3% |
5,588.00 |
Low |
5,510.25 |
5,511.00 |
0.75 |
0.0% |
5,489.75 |
Close |
5,517.00 |
5,537.00 |
20.00 |
0.4% |
5,534.25 |
Range |
48.25 |
28.75 |
-19.50 |
-40.4% |
98.25 |
ATR |
51.32 |
49.71 |
-1.61 |
-3.1% |
0.00 |
Volume |
1,410,359 |
1,141,183 |
-269,176 |
-19.1% |
6,891,490 |
|
Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,615.50 |
5,605.00 |
5,552.75 |
|
R3 |
5,586.75 |
5,576.25 |
5,545.00 |
|
R2 |
5,558.00 |
5,558.00 |
5,542.25 |
|
R1 |
5,547.50 |
5,547.50 |
5,539.75 |
5,552.75 |
PP |
5,529.25 |
5,529.25 |
5,529.25 |
5,532.00 |
S1 |
5,518.75 |
5,518.75 |
5,534.25 |
5,524.00 |
S2 |
5,500.50 |
5,500.50 |
5,531.75 |
|
S3 |
5,471.75 |
5,490.00 |
5,529.00 |
|
S4 |
5,443.00 |
5,461.25 |
5,521.25 |
|
|
Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,832.00 |
5,781.50 |
5,588.25 |
|
R3 |
5,733.75 |
5,683.25 |
5,561.25 |
|
R2 |
5,635.50 |
5,635.50 |
5,552.25 |
|
R1 |
5,585.00 |
5,585.00 |
5,543.25 |
5,610.25 |
PP |
5,537.25 |
5,537.25 |
5,537.25 |
5,550.00 |
S1 |
5,486.75 |
5,486.75 |
5,525.25 |
5,512.00 |
S2 |
5,439.00 |
5,439.00 |
5,516.25 |
|
S3 |
5,340.75 |
5,388.50 |
5,507.25 |
|
S4 |
5,242.50 |
5,290.25 |
5,480.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,588.00 |
5,510.25 |
77.75 |
1.4% |
38.50 |
0.7% |
34% |
False |
False |
1,463,392 |
10 |
5,588.00 |
5,398.50 |
189.50 |
3.4% |
48.00 |
0.9% |
73% |
False |
False |
1,123,957 |
20 |
5,588.00 |
5,267.25 |
320.75 |
5.8% |
51.00 |
0.9% |
84% |
False |
False |
571,807 |
40 |
5,588.00 |
5,092.00 |
496.00 |
9.0% |
50.50 |
0.9% |
90% |
False |
False |
287,663 |
60 |
5,588.00 |
5,019.75 |
568.25 |
10.3% |
58.25 |
1.1% |
91% |
False |
False |
192,583 |
80 |
5,588.00 |
5,019.75 |
568.25 |
10.3% |
55.75 |
1.0% |
91% |
False |
False |
144,784 |
100 |
5,588.00 |
4,975.50 |
612.50 |
11.1% |
54.25 |
1.0% |
92% |
False |
False |
115,870 |
120 |
5,588.00 |
4,803.25 |
784.75 |
14.2% |
52.50 |
0.9% |
94% |
False |
False |
96,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,662.00 |
2.618 |
5,615.00 |
1.618 |
5,586.25 |
1.000 |
5,568.50 |
0.618 |
5,557.50 |
HIGH |
5,539.75 |
0.618 |
5,528.75 |
0.500 |
5,525.50 |
0.382 |
5,522.00 |
LOW |
5,511.00 |
0.618 |
5,493.25 |
1.000 |
5,482.25 |
1.618 |
5,464.50 |
2.618 |
5,435.75 |
4.250 |
5,388.75 |
|
|
Fisher Pivots for day following 25-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,533.00 |
5,536.00 |
PP |
5,529.25 |
5,535.25 |
S1 |
5,525.50 |
5,534.50 |
|