| 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 |
2,379.8 |
2,392.1 |
12.3 |
0.5% |
2,393.5 |
| High |
2,392.9 |
2,395.0 |
2.1 |
0.1% |
2,427.5 |
| Low |
2,375.6 |
2,373.2 |
-2.4 |
-0.1% |
2,365.8 |
| Close |
2,390.1 |
2,376.7 |
-13.4 |
-0.6% |
2,376.7 |
| Range |
17.3 |
21.8 |
4.5 |
26.0% |
61.7 |
| ATR |
36.4 |
35.4 |
-1.0 |
-2.9% |
0.0 |
| Volume |
3,458 |
7,193 |
3,735 |
108.0% |
15,968 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.0 |
2,433.7 |
2,388.7 |
|
| R3 |
2,425.2 |
2,411.9 |
2,382.7 |
|
| R2 |
2,403.4 |
2,403.4 |
2,380.7 |
|
| R1 |
2,390.1 |
2,390.1 |
2,378.7 |
2,385.9 |
| PP |
2,381.6 |
2,381.6 |
2,381.6 |
2,379.5 |
| S1 |
2,368.3 |
2,368.3 |
2,374.7 |
2,364.1 |
| S2 |
2,359.8 |
2,359.8 |
2,372.7 |
|
| S3 |
2,338.0 |
2,346.5 |
2,370.7 |
|
| S4 |
2,316.2 |
2,324.7 |
2,364.7 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,575.1 |
2,537.6 |
2,410.6 |
|
| R3 |
2,513.4 |
2,475.9 |
2,393.7 |
|
| R2 |
2,451.7 |
2,451.7 |
2,388.0 |
|
| R1 |
2,414.2 |
2,414.2 |
2,382.4 |
2,402.1 |
| PP |
2,390.0 |
2,390.0 |
2,390.0 |
2,384.0 |
| S1 |
2,352.5 |
2,352.5 |
2,371.0 |
2,340.4 |
| S2 |
2,328.3 |
2,328.3 |
2,365.4 |
|
| S3 |
2,266.6 |
2,290.8 |
2,359.7 |
|
| S4 |
2,204.9 |
2,229.1 |
2,342.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,427.5 |
2,365.8 |
61.7 |
2.6% |
31.7 |
1.3% |
18% |
False |
False |
4,753 |
| 10 |
2,427.5 |
2,356.0 |
71.5 |
3.0% |
30.2 |
1.3% |
29% |
False |
False |
4,173 |
| 20 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
34.5 |
1.5% |
26% |
False |
False |
4,019 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
35.6 |
1.5% |
15% |
False |
False |
3,563 |
| 60 |
2,524.0 |
2,310.5 |
213.5 |
9.0% |
38.1 |
1.6% |
31% |
False |
False |
3,184 |
| 80 |
2,524.0 |
2,121.5 |
402.5 |
16.9% |
35.9 |
1.5% |
63% |
False |
False |
2,730 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
19.1% |
32.4 |
1.4% |
68% |
False |
False |
2,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,487.7 |
|
2.618 |
2,452.1 |
|
1.618 |
2,430.3 |
|
1.000 |
2,416.8 |
|
0.618 |
2,408.5 |
|
HIGH |
2,395.0 |
|
0.618 |
2,386.7 |
|
0.500 |
2,384.1 |
|
0.382 |
2,381.5 |
|
LOW |
2,373.2 |
|
0.618 |
2,359.7 |
|
1.000 |
2,351.4 |
|
1.618 |
2,337.9 |
|
2.618 |
2,316.1 |
|
4.250 |
2,280.6 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,384.1 |
2,400.4 |
| PP |
2,381.6 |
2,392.5 |
| S1 |
2,379.2 |
2,384.6 |
|