| 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 |
5,516.00 |
5,535.00 |
19.00 |
0.3% |
5,500.00 |
| High |
5,539.75 |
5,551.75 |
12.00 |
0.2% |
5,588.00 |
| Low |
5,511.00 |
5,516.25 |
5.25 |
0.1% |
5,489.75 |
| Close |
5,537.00 |
5,543.50 |
6.50 |
0.1% |
5,534.25 |
| Range |
28.75 |
35.50 |
6.75 |
23.5% |
98.25 |
| ATR |
49.71 |
48.70 |
-1.02 |
-2.0% |
0.00 |
| Volume |
1,141,183 |
1,197,372 |
56,189 |
4.9% |
6,891,490 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,643.75 |
5,629.00 |
5,563.00 |
|
| R3 |
5,608.25 |
5,593.50 |
5,553.25 |
|
| R2 |
5,572.75 |
5,572.75 |
5,550.00 |
|
| R1 |
5,558.00 |
5,558.00 |
5,546.75 |
5,565.50 |
| PP |
5,537.25 |
5,537.25 |
5,537.25 |
5,540.75 |
| S1 |
5,522.50 |
5,522.50 |
5,540.25 |
5,530.00 |
| S2 |
5,501.75 |
5,501.75 |
5,537.00 |
|
| S3 |
5,466.25 |
5,487.00 |
5,533.75 |
|
| S4 |
5,430.75 |
5,451.50 |
5,524.00 |
|
|
| 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% |
41.25 |
0.7% |
43% |
False |
False |
1,390,580 |
| 10 |
5,588.00 |
5,444.75 |
143.25 |
2.6% |
46.50 |
0.8% |
69% |
False |
False |
1,237,847 |
| 20 |
5,588.00 |
5,267.25 |
320.75 |
5.8% |
50.75 |
0.9% |
86% |
False |
False |
631,244 |
| 40 |
5,588.00 |
5,092.00 |
496.00 |
8.9% |
50.50 |
0.9% |
91% |
False |
False |
317,567 |
| 60 |
5,588.00 |
5,019.75 |
568.25 |
10.3% |
58.00 |
1.0% |
92% |
False |
False |
212,510 |
| 80 |
5,588.00 |
5,019.75 |
568.25 |
10.3% |
55.50 |
1.0% |
92% |
False |
False |
159,747 |
| 100 |
5,588.00 |
5,019.75 |
568.25 |
10.3% |
53.75 |
1.0% |
92% |
False |
False |
127,842 |
| 120 |
5,588.00 |
4,803.25 |
784.75 |
14.2% |
52.50 |
0.9% |
94% |
False |
False |
106,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,702.50 |
|
2.618 |
5,644.75 |
|
1.618 |
5,609.25 |
|
1.000 |
5,587.25 |
|
0.618 |
5,573.75 |
|
HIGH |
5,551.75 |
|
0.618 |
5,538.25 |
|
0.500 |
5,534.00 |
|
0.382 |
5,529.75 |
|
LOW |
5,516.25 |
|
0.618 |
5,494.25 |
|
1.000 |
5,480.75 |
|
1.618 |
5,458.75 |
|
2.618 |
5,423.25 |
|
4.250 |
5,365.50 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,540.25 |
5,540.50 |
| PP |
5,537.25 |
5,537.50 |
| S1 |
5,534.00 |
5,534.50 |
|