| 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 |
2,053.6 |
2,042.5 |
-11.1 |
-0.5% |
2,025.7 |
| High |
2,060.0 |
2,046.8 |
-13.2 |
-0.6% |
2,060.6 |
| Low |
2,037.3 |
2,026.5 |
-10.8 |
-0.5% |
2,015.2 |
| Close |
2,044.9 |
2,040.5 |
-4.4 |
-0.2% |
2,043.4 |
| Range |
22.7 |
20.3 |
-2.4 |
-10.6% |
45.4 |
| ATR |
33.6 |
32.7 |
-1.0 |
-2.8% |
0.0 |
| Volume |
120,879 |
132,557 |
11,678 |
9.7% |
947,639 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,098.8 |
2,090.0 |
2,051.7 |
|
| R3 |
2,078.5 |
2,069.7 |
2,046.1 |
|
| R2 |
2,058.2 |
2,058.2 |
2,044.2 |
|
| R1 |
2,049.4 |
2,049.4 |
2,042.4 |
2,043.7 |
| PP |
2,037.9 |
2,037.9 |
2,037.9 |
2,035.1 |
| S1 |
2,029.1 |
2,029.1 |
2,038.6 |
2,023.4 |
| S2 |
2,017.6 |
2,017.6 |
2,036.8 |
|
| S3 |
1,997.3 |
2,008.8 |
2,034.9 |
|
| S4 |
1,977.0 |
1,988.5 |
2,029.3 |
|
|
| 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% |
24.8 |
1.2% |
37% |
False |
False |
151,721 |
| 10 |
2,118.2 |
2,015.2 |
103.0 |
5.0% |
34.3 |
1.7% |
25% |
False |
False |
164,040 |
| 20 |
2,126.5 |
2,015.2 |
111.3 |
5.5% |
34.4 |
1.7% |
23% |
False |
False |
82,922 |
| 40 |
2,153.2 |
1,993.7 |
159.5 |
7.8% |
32.9 |
1.6% |
29% |
False |
False |
41,548 |
| 60 |
2,153.2 |
1,937.1 |
216.1 |
10.6% |
35.6 |
1.7% |
48% |
False |
False |
27,762 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.3% |
33.6 |
1.6% |
41% |
False |
False |
20,832 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.3% |
26.9 |
1.3% |
41% |
False |
False |
16,666 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.3% |
22.4 |
1.1% |
41% |
False |
False |
13,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,133.1 |
|
2.618 |
2,099.9 |
|
1.618 |
2,079.6 |
|
1.000 |
2,067.1 |
|
0.618 |
2,059.3 |
|
HIGH |
2,046.8 |
|
0.618 |
2,039.0 |
|
0.500 |
2,036.7 |
|
0.382 |
2,034.3 |
|
LOW |
2,026.5 |
|
0.618 |
2,014.0 |
|
1.000 |
2,006.2 |
|
1.618 |
1,993.7 |
|
2.618 |
1,973.4 |
|
4.250 |
1,940.2 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,039.2 |
2,046.9 |
| PP |
2,037.9 |
2,044.8 |
| S1 |
2,036.7 |
2,042.6 |
|