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 |
19,973.00 |
19,946.00 |
-27.00 |
-0.1% |
19,954.75 |
High |
20,070.50 |
20,116.75 |
46.25 |
0.2% |
20,371.00 |
Low |
19,901.00 |
19,874.25 |
-26.75 |
-0.1% |
19,904.00 |
Close |
20,012.50 |
20,039.50 |
27.00 |
0.1% |
19,982.75 |
Range |
169.50 |
242.50 |
73.00 |
43.1% |
467.00 |
ATR |
250.34 |
249.78 |
-0.56 |
-0.2% |
0.00 |
Volume |
590,175 |
589,649 |
-526 |
-0.1% |
2,714,967 |
|
Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,737.75 |
20,631.00 |
20,173.00 |
|
R3 |
20,495.25 |
20,388.50 |
20,106.25 |
|
R2 |
20,252.75 |
20,252.75 |
20,084.00 |
|
R1 |
20,146.00 |
20,146.00 |
20,061.75 |
20,199.50 |
PP |
20,010.25 |
20,010.25 |
20,010.25 |
20,036.75 |
S1 |
19,903.50 |
19,903.50 |
20,017.25 |
19,957.00 |
S2 |
19,767.75 |
19,767.75 |
19,995.00 |
|
S3 |
19,525.25 |
19,661.00 |
19,972.75 |
|
S4 |
19,282.75 |
19,418.50 |
19,906.00 |
|
|
Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,487.00 |
21,201.75 |
20,239.50 |
|
R3 |
21,020.00 |
20,734.75 |
20,111.25 |
|
R2 |
20,553.00 |
20,553.00 |
20,068.25 |
|
R1 |
20,267.75 |
20,267.75 |
20,025.50 |
20,410.50 |
PP |
20,086.00 |
20,086.00 |
20,086.00 |
20,157.25 |
S1 |
19,800.75 |
19,800.75 |
19,940.00 |
19,943.50 |
S2 |
19,619.00 |
19,619.00 |
19,897.25 |
|
S3 |
19,152.00 |
19,333.75 |
19,854.25 |
|
S4 |
18,685.00 |
18,866.75 |
19,726.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,116.75 |
19,726.00 |
390.75 |
1.9% |
228.25 |
1.1% |
80% |
True |
False |
605,816 |
10 |
20,371.00 |
19,726.00 |
645.00 |
3.2% |
245.00 |
1.2% |
49% |
False |
False |
549,580 |
20 |
20,371.00 |
18,482.75 |
1,888.25 |
9.4% |
259.75 |
1.3% |
82% |
False |
False |
278,370 |
40 |
20,371.00 |
17,606.25 |
2,764.75 |
13.8% |
237.00 |
1.2% |
88% |
False |
False |
139,731 |
60 |
20,371.00 |
17,333.50 |
3,037.50 |
15.2% |
271.00 |
1.4% |
89% |
False |
False |
93,484 |
80 |
20,371.00 |
17,333.50 |
3,037.50 |
15.2% |
266.50 |
1.3% |
89% |
False |
False |
70,226 |
100 |
20,371.00 |
17,333.50 |
3,037.50 |
15.2% |
254.50 |
1.3% |
89% |
False |
False |
56,186 |
120 |
20,371.00 |
16,747.50 |
3,623.50 |
18.1% |
248.75 |
1.2% |
91% |
False |
False |
46,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,147.50 |
2.618 |
20,751.50 |
1.618 |
20,509.00 |
1.000 |
20,359.25 |
0.618 |
20,266.50 |
HIGH |
20,116.75 |
0.618 |
20,024.00 |
0.500 |
19,995.50 |
0.382 |
19,967.00 |
LOW |
19,874.25 |
0.618 |
19,724.50 |
1.000 |
19,631.75 |
1.618 |
19,482.00 |
2.618 |
19,239.50 |
4.250 |
18,843.50 |
|
|
Fisher Pivots for day following 27-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
20,024.75 |
20,000.00 |
PP |
20,010.25 |
19,960.75 |
S1 |
19,995.50 |
19,921.50 |
|