| Trading Metrics calculated at close of trading on 25-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2024 |
25-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
8,279.0 |
8,339.5 |
60.5 |
0.7% |
8,221.5 |
| High |
8,351.5 |
8,356.0 |
4.5 |
0.1% |
8,335.5 |
| Low |
8,247.5 |
8,258.5 |
11.0 |
0.1% |
8,168.5 |
| Close |
8,345.5 |
8,288.5 |
-57.0 |
-0.7% |
8,280.0 |
| Range |
104.0 |
97.5 |
-6.5 |
-6.3% |
167.0 |
| ATR |
75.3 |
76.9 |
1.6 |
2.1% |
0.0 |
| Volume |
91,368 |
89,515 |
-1,853 |
-2.0% |
826,145 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,593.5 |
8,538.5 |
8,342.0 |
|
| R3 |
8,496.0 |
8,441.0 |
8,315.5 |
|
| R2 |
8,398.5 |
8,398.5 |
8,306.5 |
|
| R1 |
8,343.5 |
8,343.5 |
8,297.5 |
8,322.0 |
| PP |
8,301.0 |
8,301.0 |
8,301.0 |
8,290.5 |
| S1 |
8,246.0 |
8,246.0 |
8,279.5 |
8,225.0 |
| S2 |
8,203.5 |
8,203.5 |
8,270.5 |
|
| S3 |
8,106.0 |
8,148.5 |
8,261.5 |
|
| S4 |
8,008.5 |
8,051.0 |
8,235.0 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,762.5 |
8,688.0 |
8,372.0 |
|
| R3 |
8,595.5 |
8,521.0 |
8,326.0 |
|
| R2 |
8,428.5 |
8,428.5 |
8,310.5 |
|
| R1 |
8,354.0 |
8,354.0 |
8,295.5 |
8,391.0 |
| PP |
8,261.5 |
8,261.5 |
8,261.5 |
8,280.0 |
| S1 |
8,187.0 |
8,187.0 |
8,264.5 |
8,224.0 |
| S2 |
8,094.5 |
8,094.5 |
8,249.5 |
|
| S3 |
7,927.5 |
8,020.0 |
8,234.0 |
|
| S4 |
7,760.5 |
7,853.0 |
8,188.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,356.0 |
8,209.0 |
147.0 |
1.8% |
89.5 |
1.1% |
54% |
True |
False |
102,081 |
| 10 |
8,356.0 |
8,160.5 |
195.5 |
2.4% |
81.5 |
1.0% |
65% |
True |
False |
113,056 |
| 20 |
8,390.0 |
8,160.5 |
229.5 |
2.8% |
76.5 |
0.9% |
56% |
False |
False |
56,928 |
| 40 |
8,492.0 |
8,160.5 |
331.5 |
4.0% |
49.0 |
0.6% |
39% |
False |
False |
28,473 |
| 60 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
50.0 |
0.6% |
71% |
False |
False |
18,985 |
| 80 |
8,492.0 |
7,661.0 |
831.0 |
10.0% |
42.0 |
0.5% |
76% |
False |
False |
14,240 |
| 100 |
8,492.0 |
7,509.0 |
983.0 |
11.9% |
34.0 |
0.4% |
79% |
False |
False |
11,392 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.4% |
28.5 |
0.3% |
80% |
False |
False |
9,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,770.5 |
|
2.618 |
8,611.5 |
|
1.618 |
8,514.0 |
|
1.000 |
8,453.5 |
|
0.618 |
8,416.5 |
|
HIGH |
8,356.0 |
|
0.618 |
8,319.0 |
|
0.500 |
8,307.0 |
|
0.382 |
8,295.5 |
|
LOW |
8,258.5 |
|
0.618 |
8,198.0 |
|
1.000 |
8,161.0 |
|
1.618 |
8,100.5 |
|
2.618 |
8,003.0 |
|
4.250 |
7,844.0 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,307.0 |
8,292.5 |
| PP |
8,301.0 |
8,291.0 |
| S1 |
8,295.0 |
8,290.0 |
|