| 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 |
5,535.00 |
5,533.00 |
-2.00 |
0.0% |
5,500.00 |
| High |
5,551.75 |
5,555.00 |
3.25 |
0.1% |
5,588.00 |
| Low |
5,516.25 |
5,515.75 |
-0.50 |
0.0% |
5,489.75 |
| Close |
5,543.50 |
5,546.00 |
2.50 |
0.0% |
5,534.25 |
| Range |
35.50 |
39.25 |
3.75 |
10.6% |
98.25 |
| ATR |
48.70 |
48.02 |
-0.67 |
-1.4% |
0.00 |
| Volume |
1,197,372 |
1,257,121 |
59,749 |
5.0% |
6,891,490 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,656.75 |
5,640.50 |
5,567.50 |
|
| R3 |
5,617.50 |
5,601.25 |
5,556.75 |
|
| R2 |
5,578.25 |
5,578.25 |
5,553.25 |
|
| R1 |
5,562.00 |
5,562.00 |
5,549.50 |
5,570.00 |
| PP |
5,539.00 |
5,539.00 |
5,539.00 |
5,543.00 |
| S1 |
5,522.75 |
5,522.75 |
5,542.50 |
5,531.00 |
| S2 |
5,499.75 |
5,499.75 |
5,538.75 |
|
| S3 |
5,460.50 |
5,483.50 |
5,535.25 |
|
| S4 |
5,421.25 |
5,444.25 |
5,524.50 |
|
|
| 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 |
5,558.50 |
5,510.25 |
48.25 |
0.9% |
36.75 |
0.7% |
74% |
False |
False |
1,279,649 |
| 10 |
5,588.00 |
5,462.50 |
125.50 |
2.3% |
42.75 |
0.8% |
67% |
False |
False |
1,348,358 |
| 20 |
5,588.00 |
5,267.25 |
320.75 |
5.8% |
50.00 |
0.9% |
87% |
False |
False |
693,262 |
| 40 |
5,588.00 |
5,092.00 |
496.00 |
8.9% |
49.00 |
0.9% |
92% |
False |
False |
348,937 |
| 60 |
5,588.00 |
5,019.75 |
568.25 |
10.2% |
57.50 |
1.0% |
93% |
False |
False |
233,439 |
| 80 |
5,588.00 |
5,019.75 |
568.25 |
10.2% |
55.75 |
1.0% |
93% |
False |
False |
175,454 |
| 100 |
5,588.00 |
5,019.75 |
568.25 |
10.2% |
53.25 |
1.0% |
93% |
False |
False |
140,411 |
| 120 |
5,588.00 |
4,803.25 |
784.75 |
14.1% |
52.50 |
0.9% |
95% |
False |
False |
117,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,721.75 |
|
2.618 |
5,657.75 |
|
1.618 |
5,618.50 |
|
1.000 |
5,594.25 |
|
0.618 |
5,579.25 |
|
HIGH |
5,555.00 |
|
0.618 |
5,540.00 |
|
0.500 |
5,535.50 |
|
0.382 |
5,530.75 |
|
LOW |
5,515.75 |
|
0.618 |
5,491.50 |
|
1.000 |
5,476.50 |
|
1.618 |
5,452.25 |
|
2.618 |
5,413.00 |
|
4.250 |
5,349.00 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,542.50 |
5,541.75 |
| PP |
5,539.00 |
5,537.25 |
| S1 |
5,535.50 |
5,533.00 |
|