| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,037.9 |
2,061.4 |
23.5 |
1.2% |
2,044.8 |
| High |
2,063.3 |
2,084.9 |
21.6 |
1.0% |
2,084.9 |
| Low |
2,030.4 |
2,050.4 |
20.0 |
1.0% |
2,026.5 |
| Close |
2,060.1 |
2,065.0 |
4.9 |
0.2% |
2,065.0 |
| Range |
32.9 |
34.5 |
1.6 |
4.9% |
58.4 |
| ATR |
32.7 |
32.8 |
0.1 |
0.4% |
0.0 |
| Volume |
142,416 |
286,383 |
143,967 |
101.1% |
838,337 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.3 |
2,152.1 |
2,084.0 |
|
| R3 |
2,135.8 |
2,117.6 |
2,074.5 |
|
| R2 |
2,101.3 |
2,101.3 |
2,071.3 |
|
| R1 |
2,083.1 |
2,083.1 |
2,068.2 |
2,092.2 |
| PP |
2,066.8 |
2,066.8 |
2,066.8 |
2,071.3 |
| S1 |
2,048.6 |
2,048.6 |
2,061.8 |
2,057.7 |
| S2 |
2,032.3 |
2,032.3 |
2,058.7 |
|
| S3 |
1,997.8 |
2,014.1 |
2,055.5 |
|
| S4 |
1,963.3 |
1,979.6 |
2,046.0 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.0 |
2,207.9 |
2,097.1 |
|
| R3 |
2,175.6 |
2,149.5 |
2,081.1 |
|
| R2 |
2,117.2 |
2,117.2 |
2,075.7 |
|
| R1 |
2,091.1 |
2,091.1 |
2,070.4 |
2,104.2 |
| PP |
2,058.8 |
2,058.8 |
2,058.8 |
2,065.3 |
| S1 |
2,032.7 |
2,032.7 |
2,059.6 |
2,045.8 |
| S2 |
2,000.4 |
2,000.4 |
2,054.3 |
|
| S3 |
1,942.0 |
1,974.3 |
2,048.9 |
|
| S4 |
1,883.6 |
1,915.9 |
2,032.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,084.9 |
2,026.5 |
58.4 |
2.8% |
28.6 |
1.4% |
66% |
True |
False |
167,667 |
| 10 |
2,084.9 |
2,015.2 |
69.7 |
3.4% |
29.1 |
1.4% |
71% |
True |
False |
197,266 |
| 20 |
2,126.5 |
2,015.2 |
111.3 |
5.4% |
34.4 |
1.7% |
45% |
False |
False |
104,301 |
| 40 |
2,153.2 |
2,012.6 |
140.6 |
6.8% |
32.0 |
1.5% |
37% |
False |
False |
52,261 |
| 60 |
2,153.2 |
1,937.1 |
216.1 |
10.5% |
35.3 |
1.7% |
59% |
False |
False |
34,902 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
34.4 |
1.7% |
51% |
False |
False |
26,192 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
27.6 |
1.3% |
51% |
False |
False |
20,954 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
23.0 |
1.1% |
51% |
False |
False |
17,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,231.5 |
|
2.618 |
2,175.2 |
|
1.618 |
2,140.7 |
|
1.000 |
2,119.4 |
|
0.618 |
2,106.2 |
|
HIGH |
2,084.9 |
|
0.618 |
2,071.7 |
|
0.500 |
2,067.7 |
|
0.382 |
2,063.6 |
|
LOW |
2,050.4 |
|
0.618 |
2,029.1 |
|
1.000 |
2,015.9 |
|
1.618 |
1,994.6 |
|
2.618 |
1,960.1 |
|
4.250 |
1,903.8 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,067.7 |
2,061.9 |
| PP |
2,066.8 |
2,058.8 |
| S1 |
2,065.9 |
2,055.7 |
|