| Trading Metrics calculated at close of trading on 26-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2024 |
26-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
8,339.5 |
8,275.5 |
-64.0 |
-0.8% |
8,221.5 |
| High |
8,356.0 |
8,341.5 |
-14.5 |
-0.2% |
8,335.5 |
| Low |
8,258.5 |
8,241.0 |
-17.5 |
-0.2% |
8,168.5 |
| Close |
8,288.5 |
8,270.5 |
-18.0 |
-0.2% |
8,280.0 |
| Range |
97.5 |
100.5 |
3.0 |
3.1% |
167.0 |
| ATR |
76.9 |
78.5 |
1.7 |
2.2% |
0.0 |
| Volume |
89,515 |
83,684 |
-5,831 |
-6.5% |
826,145 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,586.0 |
8,528.5 |
8,326.0 |
|
| R3 |
8,485.5 |
8,428.0 |
8,298.0 |
|
| R2 |
8,385.0 |
8,385.0 |
8,289.0 |
|
| R1 |
8,327.5 |
8,327.5 |
8,279.5 |
8,306.0 |
| PP |
8,284.5 |
8,284.5 |
8,284.5 |
8,273.5 |
| S1 |
8,227.0 |
8,227.0 |
8,261.5 |
8,205.5 |
| S2 |
8,184.0 |
8,184.0 |
8,252.0 |
|
| S3 |
8,083.5 |
8,126.5 |
8,243.0 |
|
| S4 |
7,983.0 |
8,026.0 |
8,215.0 |
|
|
| 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 |
8,229.0 |
127.0 |
1.5% |
99.5 |
1.2% |
33% |
False |
False |
97,790 |
| 10 |
8,356.0 |
8,160.5 |
195.5 |
2.4% |
84.0 |
1.0% |
56% |
False |
False |
120,430 |
| 20 |
8,390.0 |
8,160.5 |
229.5 |
2.8% |
78.0 |
0.9% |
48% |
False |
False |
61,097 |
| 40 |
8,492.0 |
8,160.5 |
331.5 |
4.0% |
51.5 |
0.6% |
33% |
False |
False |
30,565 |
| 60 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
50.5 |
0.6% |
68% |
False |
False |
20,379 |
| 80 |
8,492.0 |
7,661.0 |
831.0 |
10.0% |
43.5 |
0.5% |
73% |
False |
False |
15,286 |
| 100 |
8,492.0 |
7,509.0 |
983.0 |
11.9% |
35.0 |
0.4% |
77% |
False |
False |
12,229 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.4% |
29.5 |
0.4% |
78% |
False |
False |
10,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,768.5 |
|
2.618 |
8,604.5 |
|
1.618 |
8,504.0 |
|
1.000 |
8,442.0 |
|
0.618 |
8,403.5 |
|
HIGH |
8,341.5 |
|
0.618 |
8,303.0 |
|
0.500 |
8,291.0 |
|
0.382 |
8,279.5 |
|
LOW |
8,241.0 |
|
0.618 |
8,179.0 |
|
1.000 |
8,140.5 |
|
1.618 |
8,078.5 |
|
2.618 |
7,978.0 |
|
4.250 |
7,814.0 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,291.0 |
8,298.5 |
| PP |
8,284.5 |
8,289.0 |
| S1 |
8,277.5 |
8,280.0 |
|