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 |
8,275.5 |
8,248.5 |
-27.0 |
-0.3% |
8,221.5 |
High |
8,341.5 |
8,281.0 |
-60.5 |
-0.7% |
8,335.5 |
Low |
8,241.0 |
8,204.5 |
-36.5 |
-0.4% |
8,168.5 |
Close |
8,270.5 |
8,220.0 |
-50.5 |
-0.6% |
8,280.0 |
Range |
100.5 |
76.5 |
-24.0 |
-23.9% |
167.0 |
ATR |
78.5 |
78.4 |
-0.1 |
-0.2% |
0.0 |
Volume |
83,684 |
85,980 |
2,296 |
2.7% |
826,145 |
|
Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,464.5 |
8,419.0 |
8,262.0 |
|
R3 |
8,388.0 |
8,342.5 |
8,241.0 |
|
R2 |
8,311.5 |
8,311.5 |
8,234.0 |
|
R1 |
8,266.0 |
8,266.0 |
8,227.0 |
8,250.5 |
PP |
8,235.0 |
8,235.0 |
8,235.0 |
8,227.5 |
S1 |
8,189.5 |
8,189.5 |
8,213.0 |
8,174.0 |
S2 |
8,158.5 |
8,158.5 |
8,206.0 |
|
S3 |
8,082.0 |
8,113.0 |
8,199.0 |
|
S4 |
8,005.5 |
8,036.5 |
8,178.0 |
|
|
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 |
8,204.5 |
151.5 |
1.8% |
97.0 |
1.2% |
10% |
False |
True |
95,420 |
10 |
8,356.0 |
8,160.5 |
195.5 |
2.4% |
85.0 |
1.0% |
30% |
False |
False |
125,218 |
20 |
8,390.0 |
8,160.5 |
229.5 |
2.8% |
77.0 |
0.9% |
26% |
False |
False |
65,393 |
40 |
8,492.0 |
8,160.5 |
331.5 |
4.0% |
52.5 |
0.6% |
18% |
False |
False |
32,715 |
60 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
51.0 |
0.6% |
61% |
False |
False |
21,812 |
80 |
8,492.0 |
7,671.0 |
821.0 |
10.0% |
44.5 |
0.5% |
67% |
False |
False |
16,361 |
100 |
8,492.0 |
7,509.0 |
983.0 |
12.0% |
35.5 |
0.4% |
72% |
False |
False |
13,089 |
120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.5% |
30.0 |
0.4% |
73% |
False |
False |
10,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,606.0 |
2.618 |
8,481.5 |
1.618 |
8,405.0 |
1.000 |
8,357.5 |
0.618 |
8,328.5 |
HIGH |
8,281.0 |
0.618 |
8,252.0 |
0.500 |
8,243.0 |
0.382 |
8,233.5 |
LOW |
8,204.5 |
0.618 |
8,157.0 |
1.000 |
8,128.0 |
1.618 |
8,080.5 |
2.618 |
8,004.0 |
4.250 |
7,879.5 |
|
|
Fisher Pivots for day following 27-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
8,243.0 |
8,280.0 |
PP |
8,235.0 |
8,260.0 |
S1 |
8,227.5 |
8,240.0 |
|