| 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 |
2,331.8 |
2,359.7 |
27.9 |
1.2% |
2,354.5 |
| High |
2,364.3 |
2,373.1 |
8.8 |
0.4% |
2,373.1 |
| Low |
2,330.0 |
2,352.6 |
22.6 |
1.0% |
2,327.5 |
| Close |
2,359.3 |
2,362.5 |
3.2 |
0.1% |
2,362.5 |
| Range |
34.3 |
20.5 |
-13.8 |
-40.2% |
45.6 |
| ATR |
34.7 |
33.7 |
-1.0 |
-2.9% |
0.0 |
| Volume |
3,550 |
2,984 |
-566 |
-15.9% |
13,189 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.2 |
2,413.9 |
2,373.8 |
|
| R3 |
2,403.7 |
2,393.4 |
2,368.1 |
|
| R2 |
2,383.2 |
2,383.2 |
2,366.3 |
|
| R1 |
2,372.9 |
2,372.9 |
2,364.4 |
2,378.1 |
| PP |
2,362.7 |
2,362.7 |
2,362.7 |
2,365.3 |
| S1 |
2,352.4 |
2,352.4 |
2,360.6 |
2,357.6 |
| S2 |
2,342.2 |
2,342.2 |
2,358.7 |
|
| S3 |
2,321.7 |
2,331.9 |
2,356.9 |
|
| S4 |
2,301.2 |
2,311.4 |
2,351.2 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,491.2 |
2,472.4 |
2,387.6 |
|
| R3 |
2,445.6 |
2,426.8 |
2,375.0 |
|
| R2 |
2,400.0 |
2,400.0 |
2,370.9 |
|
| R1 |
2,381.2 |
2,381.2 |
2,366.7 |
2,390.6 |
| PP |
2,354.4 |
2,354.4 |
2,354.4 |
2,359.1 |
| S1 |
2,335.6 |
2,335.6 |
2,358.3 |
2,345.0 |
| S2 |
2,308.8 |
2,308.8 |
2,354.1 |
|
| S3 |
2,263.2 |
2,290.0 |
2,350.0 |
|
| S4 |
2,217.6 |
2,244.4 |
2,337.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,373.1 |
2,327.5 |
45.6 |
1.9% |
24.8 |
1.1% |
77% |
True |
False |
2,637 |
| 10 |
2,403.6 |
2,327.5 |
76.1 |
3.2% |
29.7 |
1.3% |
46% |
False |
False |
2,158 |
| 20 |
2,429.2 |
2,326.9 |
102.3 |
4.3% |
34.1 |
1.4% |
35% |
False |
False |
2,214 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.3% |
34.0 |
1.4% |
21% |
False |
False |
1,963 |
| 60 |
2,500.2 |
2,326.9 |
173.3 |
7.3% |
37.1 |
1.6% |
21% |
False |
False |
1,691 |
| 80 |
2,500.2 |
2,191.0 |
309.2 |
13.1% |
34.7 |
1.5% |
55% |
False |
False |
1,459 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.9% |
31.6 |
1.3% |
69% |
False |
False |
1,280 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.9% |
29.8 |
1.3% |
69% |
False |
False |
1,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,460.2 |
|
2.618 |
2,426.8 |
|
1.618 |
2,406.3 |
|
1.000 |
2,393.6 |
|
0.618 |
2,385.8 |
|
HIGH |
2,373.1 |
|
0.618 |
2,365.3 |
|
0.500 |
2,362.9 |
|
0.382 |
2,360.4 |
|
LOW |
2,352.6 |
|
0.618 |
2,339.9 |
|
1.000 |
2,332.1 |
|
1.618 |
2,319.4 |
|
2.618 |
2,298.9 |
|
4.250 |
2,265.5 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,362.9 |
2,358.4 |
| PP |
2,362.7 |
2,354.4 |
| S1 |
2,362.6 |
2,350.3 |
|