| 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 |
2,042.5 |
2,037.9 |
-4.6 |
-0.2% |
2,025.7 |
| High |
2,046.8 |
2,063.3 |
16.5 |
0.8% |
2,060.6 |
| Low |
2,026.5 |
2,030.4 |
3.9 |
0.2% |
2,015.2 |
| Close |
2,040.5 |
2,060.1 |
19.6 |
1.0% |
2,043.4 |
| Range |
20.3 |
32.9 |
12.6 |
62.1% |
45.4 |
| ATR |
32.7 |
32.7 |
0.0 |
0.1% |
0.0 |
| Volume |
132,557 |
142,416 |
9,859 |
7.4% |
947,639 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.0 |
2,137.9 |
2,078.2 |
|
| R3 |
2,117.1 |
2,105.0 |
2,069.1 |
|
| R2 |
2,084.2 |
2,084.2 |
2,066.1 |
|
| R1 |
2,072.1 |
2,072.1 |
2,063.1 |
2,078.2 |
| PP |
2,051.3 |
2,051.3 |
2,051.3 |
2,054.3 |
| S1 |
2,039.2 |
2,039.2 |
2,057.1 |
2,045.3 |
| S2 |
2,018.4 |
2,018.4 |
2,054.1 |
|
| S3 |
1,985.5 |
2,006.3 |
2,051.1 |
|
| S4 |
1,952.6 |
1,973.4 |
2,042.0 |
|
|
| 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% |
26.0 |
1.3% |
83% |
False |
False |
141,282 |
| 10 |
2,097.1 |
2,015.2 |
81.9 |
4.0% |
30.5 |
1.5% |
55% |
False |
False |
176,200 |
| 20 |
2,126.5 |
2,015.2 |
111.3 |
5.4% |
34.5 |
1.7% |
40% |
False |
False |
90,011 |
| 40 |
2,153.2 |
1,993.7 |
159.5 |
7.7% |
32.6 |
1.6% |
42% |
False |
False |
45,105 |
| 60 |
2,153.2 |
1,937.1 |
216.1 |
10.5% |
35.2 |
1.7% |
57% |
False |
False |
30,131 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
33.9 |
1.6% |
49% |
False |
False |
22,612 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
27.2 |
1.3% |
49% |
False |
False |
18,090 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
22.7 |
1.1% |
49% |
False |
False |
15,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,203.1 |
|
2.618 |
2,149.4 |
|
1.618 |
2,116.5 |
|
1.000 |
2,096.2 |
|
0.618 |
2,083.6 |
|
HIGH |
2,063.3 |
|
0.618 |
2,050.7 |
|
0.500 |
2,046.9 |
|
0.382 |
2,043.0 |
|
LOW |
2,030.4 |
|
0.618 |
2,010.1 |
|
1.000 |
1,997.5 |
|
1.618 |
1,977.2 |
|
2.618 |
1,944.3 |
|
4.250 |
1,890.6 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,055.7 |
2,055.0 |
| PP |
2,051.3 |
2,050.0 |
| S1 |
2,046.9 |
2,044.9 |
|