| 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 |
2,044.8 |
2,053.6 |
8.8 |
0.4% |
2,025.7 |
| High |
2,067.3 |
2,060.0 |
-7.3 |
-0.4% |
2,060.6 |
| Low |
2,034.5 |
2,037.3 |
2.8 |
0.1% |
2,015.2 |
| Close |
2,052.8 |
2,044.9 |
-7.9 |
-0.4% |
2,043.4 |
| Range |
32.8 |
22.7 |
-10.1 |
-30.8% |
45.4 |
| ATR |
34.4 |
33.6 |
-0.8 |
-2.4% |
0.0 |
| Volume |
156,102 |
120,879 |
-35,223 |
-22.6% |
947,639 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.5 |
2,102.9 |
2,057.4 |
|
| R3 |
2,092.8 |
2,080.2 |
2,051.1 |
|
| R2 |
2,070.1 |
2,070.1 |
2,049.1 |
|
| R1 |
2,057.5 |
2,057.5 |
2,047.0 |
2,052.5 |
| PP |
2,047.4 |
2,047.4 |
2,047.4 |
2,044.9 |
| S1 |
2,034.8 |
2,034.8 |
2,042.8 |
2,029.8 |
| S2 |
2,024.7 |
2,024.7 |
2,040.7 |
|
| S3 |
2,002.0 |
2,012.1 |
2,038.7 |
|
| S4 |
1,979.3 |
1,989.4 |
2,032.4 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.9 |
2,155.1 |
2,068.4 |
|
| R3 |
2,130.5 |
2,109.7 |
2,055.9 |
|
| R2 |
2,085.1 |
2,085.1 |
2,051.7 |
|
| R1 |
2,064.3 |
2,064.3 |
2,047.6 |
2,074.7 |
| PP |
2,039.7 |
2,039.7 |
2,039.7 |
2,045.0 |
| S1 |
2,018.9 |
2,018.9 |
2,039.2 |
2,029.3 |
| S2 |
1,994.3 |
1,994.3 |
2,035.1 |
|
| S3 |
1,948.9 |
1,973.5 |
2,030.9 |
|
| S4 |
1,903.5 |
1,928.1 |
2,018.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,067.3 |
2,024.9 |
42.4 |
2.1% |
25.4 |
1.2% |
47% |
False |
False |
173,338 |
| 10 |
2,118.2 |
2,015.2 |
103.0 |
5.0% |
35.5 |
1.7% |
29% |
False |
False |
151,439 |
| 20 |
2,126.5 |
2,015.2 |
111.3 |
5.4% |
34.9 |
1.7% |
27% |
False |
False |
76,309 |
| 40 |
2,153.2 |
1,993.7 |
159.5 |
7.8% |
32.8 |
1.6% |
32% |
False |
False |
38,236 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
36.0 |
1.8% |
43% |
False |
False |
25,554 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
33.4 |
1.6% |
43% |
False |
False |
19,175 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
26.7 |
1.3% |
43% |
False |
False |
15,340 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
22.2 |
1.1% |
43% |
False |
False |
12,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,156.5 |
|
2.618 |
2,119.4 |
|
1.618 |
2,096.7 |
|
1.000 |
2,082.7 |
|
0.618 |
2,074.0 |
|
HIGH |
2,060.0 |
|
0.618 |
2,051.3 |
|
0.500 |
2,048.7 |
|
0.382 |
2,046.0 |
|
LOW |
2,037.3 |
|
0.618 |
2,023.3 |
|
1.000 |
2,014.6 |
|
1.618 |
2,000.6 |
|
2.618 |
1,977.9 |
|
4.250 |
1,940.8 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,048.7 |
2,046.1 |
| PP |
2,047.4 |
2,045.7 |
| S1 |
2,046.2 |
2,045.3 |
|