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 |
18,379.0 |
18,300.0 |
-79.0 |
-0.4% |
18,223.0 |
High |
18,543.0 |
18,436.0 |
-107.0 |
-0.6% |
18,448.0 |
Low |
18,221.0 |
18,259.0 |
38.0 |
0.2% |
18,168.0 |
Close |
18,342.0 |
18,369.0 |
27.0 |
0.1% |
18,363.0 |
Range |
322.0 |
177.0 |
-145.0 |
-45.0% |
280.0 |
ATR |
213.8 |
211.2 |
-2.6 |
-1.2% |
0.0 |
Volume |
40,019 |
31,754 |
-8,265 |
-20.7% |
142,513 |
|
Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,885.7 |
18,804.3 |
18,466.4 |
|
R3 |
18,708.7 |
18,627.3 |
18,417.7 |
|
R2 |
18,531.7 |
18,531.7 |
18,401.5 |
|
R1 |
18,450.3 |
18,450.3 |
18,385.2 |
18,491.0 |
PP |
18,354.7 |
18,354.7 |
18,354.7 |
18,375.0 |
S1 |
18,273.3 |
18,273.3 |
18,352.8 |
18,314.0 |
S2 |
18,177.7 |
18,177.7 |
18,336.6 |
|
S3 |
18,000.7 |
18,096.3 |
18,320.3 |
|
S4 |
17,823.7 |
17,919.3 |
18,271.7 |
|
|
Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,166.3 |
19,044.7 |
18,517.0 |
|
R3 |
18,886.3 |
18,764.7 |
18,440.0 |
|
R2 |
18,606.3 |
18,606.3 |
18,414.3 |
|
R1 |
18,484.7 |
18,484.7 |
18,388.7 |
18,545.5 |
PP |
18,326.3 |
18,326.3 |
18,326.3 |
18,356.8 |
S1 |
18,204.7 |
18,204.7 |
18,337.3 |
18,265.5 |
S2 |
18,046.3 |
18,046.3 |
18,311.7 |
|
S3 |
17,766.3 |
17,924.7 |
18,286.0 |
|
S4 |
17,486.3 |
17,644.7 |
18,209.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,543.0 |
18,221.0 |
322.0 |
1.8% |
218.4 |
1.2% |
46% |
False |
False |
38,276 |
10 |
18,835.0 |
18,162.0 |
673.0 |
3.7% |
238.8 |
1.3% |
31% |
False |
False |
30,111 |
20 |
19,012.0 |
18,162.0 |
850.0 |
4.6% |
197.3 |
1.1% |
24% |
False |
False |
15,471 |
40 |
19,180.0 |
18,162.0 |
1,018.0 |
5.5% |
140.8 |
0.8% |
20% |
False |
False |
7,745 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
132.6 |
0.7% |
28% |
False |
False |
5,169 |
80 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
105.5 |
0.6% |
28% |
False |
False |
3,877 |
100 |
19,180.0 |
17,357.0 |
1,823.0 |
9.9% |
85.8 |
0.5% |
56% |
False |
False |
3,101 |
120 |
19,180.0 |
16,932.0 |
2,248.0 |
12.2% |
71.5 |
0.4% |
64% |
False |
False |
2,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,188.3 |
2.618 |
18,899.4 |
1.618 |
18,722.4 |
1.000 |
18,613.0 |
0.618 |
18,545.4 |
HIGH |
18,436.0 |
0.618 |
18,368.4 |
0.500 |
18,347.5 |
0.382 |
18,326.6 |
LOW |
18,259.0 |
0.618 |
18,149.6 |
1.000 |
18,082.0 |
1.618 |
17,972.6 |
2.618 |
17,795.6 |
4.250 |
17,506.8 |
|
|
Fisher Pivots for day following 27-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,361.8 |
18,382.0 |
PP |
18,354.7 |
18,377.7 |
S1 |
18,347.5 |
18,373.3 |
|