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 |
19,946.00 |
20,063.25 |
117.25 |
0.6% |
20,014.75 |
High |
20,116.75 |
20,273.25 |
156.50 |
0.8% |
20,273.25 |
Low |
19,874.25 |
19,906.25 |
32.00 |
0.2% |
19,726.00 |
Close |
20,039.50 |
19,927.25 |
-112.25 |
-0.6% |
19,927.25 |
Range |
242.50 |
367.00 |
124.50 |
51.3% |
547.25 |
ATR |
249.78 |
258.15 |
8.37 |
3.4% |
0.00 |
Volume |
589,649 |
750,324 |
160,675 |
27.2% |
3,188,566 |
|
Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,136.50 |
20,899.00 |
20,129.00 |
|
R3 |
20,769.50 |
20,532.00 |
20,028.25 |
|
R2 |
20,402.50 |
20,402.50 |
19,994.50 |
|
R1 |
20,165.00 |
20,165.00 |
19,961.00 |
20,100.25 |
PP |
20,035.50 |
20,035.50 |
20,035.50 |
20,003.25 |
S1 |
19,798.00 |
19,798.00 |
19,893.50 |
19,733.25 |
S2 |
19,668.50 |
19,668.50 |
19,860.00 |
|
S3 |
19,301.50 |
19,431.00 |
19,826.25 |
|
S4 |
18,934.50 |
19,064.00 |
19,725.50 |
|
|
Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,617.25 |
21,319.50 |
20,228.25 |
|
R3 |
21,070.00 |
20,772.25 |
20,077.75 |
|
R2 |
20,522.75 |
20,522.75 |
20,027.50 |
|
R1 |
20,225.00 |
20,225.00 |
19,977.50 |
20,100.25 |
PP |
19,975.50 |
19,975.50 |
19,975.50 |
19,913.00 |
S1 |
19,677.75 |
19,677.75 |
19,877.00 |
19,553.00 |
S2 |
19,428.25 |
19,428.25 |
19,827.00 |
|
S3 |
18,881.00 |
19,130.50 |
19,776.75 |
|
S4 |
18,333.75 |
18,583.25 |
19,626.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,273.25 |
19,726.00 |
547.25 |
2.7% |
267.25 |
1.3% |
37% |
True |
False |
637,713 |
10 |
20,371.00 |
19,726.00 |
645.00 |
3.2% |
262.75 |
1.3% |
31% |
False |
False |
614,533 |
20 |
20,371.00 |
18,482.75 |
1,888.25 |
9.5% |
266.50 |
1.3% |
76% |
False |
False |
315,787 |
40 |
20,371.00 |
17,606.25 |
2,764.75 |
13.9% |
236.50 |
1.2% |
84% |
False |
False |
158,455 |
60 |
20,371.00 |
17,333.50 |
3,037.50 |
15.2% |
273.50 |
1.4% |
85% |
False |
False |
105,982 |
80 |
20,371.00 |
17,333.50 |
3,037.50 |
15.2% |
266.00 |
1.3% |
85% |
False |
False |
79,604 |
100 |
20,371.00 |
17,333.50 |
3,037.50 |
15.2% |
256.25 |
1.3% |
85% |
False |
False |
63,689 |
120 |
20,371.00 |
16,781.25 |
3,589.75 |
18.0% |
250.25 |
1.3% |
88% |
False |
False |
53,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,833.00 |
2.618 |
21,234.00 |
1.618 |
20,867.00 |
1.000 |
20,640.25 |
0.618 |
20,500.00 |
HIGH |
20,273.25 |
0.618 |
20,133.00 |
0.500 |
20,089.75 |
0.382 |
20,046.50 |
LOW |
19,906.25 |
0.618 |
19,679.50 |
1.000 |
19,539.25 |
1.618 |
19,312.50 |
2.618 |
18,945.50 |
4.250 |
18,346.50 |
|
|
Fisher Pivots for day following 28-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
20,089.75 |
20,073.75 |
PP |
20,035.50 |
20,025.00 |
S1 |
19,981.50 |
19,976.00 |
|