| 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 |
2,354.5 |
2,366.7 |
12.2 |
0.5% |
2,369.2 |
| High |
2,370.1 |
2,372.2 |
2.1 |
0.1% |
2,403.6 |
| Low |
2,353.1 |
2,350.0 |
-3.1 |
-0.1% |
2,345.0 |
| Close |
2,367.2 |
2,353.5 |
-13.7 |
-0.6% |
2,353.9 |
| Range |
17.0 |
22.2 |
5.2 |
30.6% |
58.6 |
| ATR |
36.0 |
35.0 |
-1.0 |
-2.7% |
0.0 |
| Volume |
1,060 |
1,829 |
769 |
72.5% |
6,770 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,425.2 |
2,411.5 |
2,365.7 |
|
| R3 |
2,403.0 |
2,389.3 |
2,359.6 |
|
| R2 |
2,380.8 |
2,380.8 |
2,357.6 |
|
| R1 |
2,367.1 |
2,367.1 |
2,355.5 |
2,362.9 |
| PP |
2,358.6 |
2,358.6 |
2,358.6 |
2,356.4 |
| S1 |
2,344.9 |
2,344.9 |
2,351.5 |
2,340.7 |
| S2 |
2,336.4 |
2,336.4 |
2,349.4 |
|
| S3 |
2,314.2 |
2,322.7 |
2,347.4 |
|
| S4 |
2,292.0 |
2,300.5 |
2,341.3 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,543.3 |
2,507.2 |
2,386.1 |
|
| R3 |
2,484.7 |
2,448.6 |
2,370.0 |
|
| R2 |
2,426.1 |
2,426.1 |
2,364.6 |
|
| R1 |
2,390.0 |
2,390.0 |
2,359.3 |
2,378.8 |
| PP |
2,367.5 |
2,367.5 |
2,367.5 |
2,361.9 |
| S1 |
2,331.4 |
2,331.4 |
2,348.5 |
2,320.2 |
| S2 |
2,308.9 |
2,308.9 |
2,343.2 |
|
| S3 |
2,250.3 |
2,272.8 |
2,337.8 |
|
| S4 |
2,191.7 |
2,214.2 |
2,321.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,403.6 |
2,345.0 |
58.6 |
2.5% |
31.4 |
1.3% |
15% |
False |
False |
1,698 |
| 10 |
2,403.6 |
2,334.3 |
69.3 |
2.9% |
29.6 |
1.3% |
28% |
False |
False |
1,677 |
| 20 |
2,429.2 |
2,326.9 |
102.3 |
4.3% |
34.0 |
1.4% |
26% |
False |
False |
2,075 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
34.9 |
1.5% |
15% |
False |
False |
1,770 |
| 60 |
2,500.2 |
2,291.6 |
208.6 |
8.9% |
37.4 |
1.6% |
30% |
False |
False |
1,590 |
| 80 |
2,500.2 |
2,104.2 |
396.0 |
16.8% |
35.0 |
1.5% |
63% |
False |
False |
1,382 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
19.0% |
31.7 |
1.3% |
67% |
False |
False |
1,199 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
19.0% |
29.8 |
1.3% |
67% |
False |
False |
1,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,466.6 |
|
2.618 |
2,430.3 |
|
1.618 |
2,408.1 |
|
1.000 |
2,394.4 |
|
0.618 |
2,385.9 |
|
HIGH |
2,372.2 |
|
0.618 |
2,363.7 |
|
0.500 |
2,361.1 |
|
0.382 |
2,358.5 |
|
LOW |
2,350.0 |
|
0.618 |
2,336.3 |
|
1.000 |
2,327.8 |
|
1.618 |
2,314.1 |
|
2.618 |
2,291.9 |
|
4.250 |
2,255.7 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,361.1 |
2,376.8 |
| PP |
2,358.6 |
2,369.0 |
| S1 |
2,356.0 |
2,361.3 |
|