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 |
18,300.0 |
18,421.0 |
121.0 |
0.7% |
18,370.0 |
High |
18,436.0 |
18,525.0 |
89.0 |
0.5% |
18,543.0 |
Low |
18,259.0 |
18,360.0 |
101.0 |
0.6% |
18,221.0 |
Close |
18,369.0 |
18,403.0 |
34.0 |
0.2% |
18,403.0 |
Range |
177.0 |
165.0 |
-12.0 |
-6.8% |
322.0 |
ATR |
211.2 |
207.9 |
-3.3 |
-1.6% |
0.0 |
Volume |
31,754 |
44,241 |
12,487 |
39.3% |
193,808 |
|
Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,924.3 |
18,828.7 |
18,493.8 |
|
R3 |
18,759.3 |
18,663.7 |
18,448.4 |
|
R2 |
18,594.3 |
18,594.3 |
18,433.3 |
|
R1 |
18,498.7 |
18,498.7 |
18,418.1 |
18,464.0 |
PP |
18,429.3 |
18,429.3 |
18,429.3 |
18,412.0 |
S1 |
18,333.7 |
18,333.7 |
18,387.9 |
18,299.0 |
S2 |
18,264.3 |
18,264.3 |
18,372.8 |
|
S3 |
18,099.3 |
18,168.7 |
18,357.6 |
|
S4 |
17,934.3 |
18,003.7 |
18,312.3 |
|
|
Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,355.0 |
19,201.0 |
18,580.1 |
|
R3 |
19,033.0 |
18,879.0 |
18,491.6 |
|
R2 |
18,711.0 |
18,711.0 |
18,462.0 |
|
R1 |
18,557.0 |
18,557.0 |
18,432.5 |
18,634.0 |
PP |
18,389.0 |
18,389.0 |
18,389.0 |
18,427.5 |
S1 |
18,235.0 |
18,235.0 |
18,373.5 |
18,312.0 |
S2 |
18,067.0 |
18,067.0 |
18,344.0 |
|
S3 |
17,745.0 |
17,913.0 |
18,314.5 |
|
S4 |
17,423.0 |
17,591.0 |
18,225.9 |
|
|
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 |
1.7% |
216.2 |
1.2% |
57% |
False |
False |
38,761 |
10 |
18,548.0 |
18,162.0 |
386.0 |
2.1% |
216.5 |
1.2% |
62% |
False |
False |
34,312 |
20 |
19,012.0 |
18,162.0 |
850.0 |
4.6% |
199.6 |
1.1% |
28% |
False |
False |
17,682 |
40 |
19,180.0 |
18,162.0 |
1,018.0 |
5.5% |
142.2 |
0.8% |
24% |
False |
False |
8,850 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
132.2 |
0.7% |
31% |
False |
False |
5,906 |
80 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
107.5 |
0.6% |
31% |
False |
False |
4,430 |
100 |
19,180.0 |
17,357.0 |
1,823.0 |
9.9% |
87.4 |
0.5% |
57% |
False |
False |
3,544 |
120 |
19,180.0 |
16,932.0 |
2,248.0 |
12.2% |
72.9 |
0.4% |
65% |
False |
False |
2,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,226.3 |
2.618 |
18,957.0 |
1.618 |
18,792.0 |
1.000 |
18,690.0 |
0.618 |
18,627.0 |
HIGH |
18,525.0 |
0.618 |
18,462.0 |
0.500 |
18,442.5 |
0.382 |
18,423.0 |
LOW |
18,360.0 |
0.618 |
18,258.0 |
1.000 |
18,195.0 |
1.618 |
18,093.0 |
2.618 |
17,928.0 |
4.250 |
17,658.8 |
|
|
Fisher Pivots for day following 28-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,442.5 |
18,396.0 |
PP |
18,429.3 |
18,389.0 |
S1 |
18,416.2 |
18,382.0 |
|