| Trading Metrics calculated at close of trading on 26-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2024 |
26-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,392.1 |
2,377.6 |
-14.5 |
-0.6% |
2,393.5 |
| High |
2,395.0 |
2,381.4 |
-13.6 |
-0.6% |
2,427.5 |
| Low |
2,373.2 |
2,350.5 |
-22.7 |
-1.0% |
2,365.8 |
| Close |
2,376.7 |
2,358.7 |
-18.0 |
-0.8% |
2,376.7 |
| Range |
21.8 |
30.9 |
9.1 |
41.7% |
61.7 |
| ATR |
35.4 |
35.1 |
-0.3 |
-0.9% |
0.0 |
| Volume |
7,193 |
6,570 |
-623 |
-8.7% |
15,968 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.2 |
2,438.4 |
2,375.7 |
|
| R3 |
2,425.3 |
2,407.5 |
2,367.2 |
|
| R2 |
2,394.4 |
2,394.4 |
2,364.4 |
|
| R1 |
2,376.6 |
2,376.6 |
2,361.5 |
2,370.1 |
| PP |
2,363.5 |
2,363.5 |
2,363.5 |
2,360.3 |
| S1 |
2,345.7 |
2,345.7 |
2,355.9 |
2,339.2 |
| S2 |
2,332.6 |
2,332.6 |
2,353.0 |
|
| S3 |
2,301.7 |
2,314.8 |
2,350.2 |
|
| S4 |
2,270.8 |
2,283.9 |
2,341.7 |
|
|
| 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 |
2,350.5 |
77.0 |
3.3% |
32.5 |
1.4% |
11% |
False |
True |
5,362 |
| 10 |
2,427.5 |
2,350.5 |
77.0 |
3.3% |
31.0 |
1.3% |
11% |
False |
True |
4,475 |
| 20 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
34.5 |
1.5% |
9% |
False |
False |
4,134 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.4% |
35.7 |
1.5% |
5% |
False |
False |
3,704 |
| 60 |
2,524.0 |
2,329.2 |
194.8 |
8.3% |
38.0 |
1.6% |
15% |
False |
False |
3,251 |
| 80 |
2,524.0 |
2,163.3 |
360.7 |
15.3% |
35.7 |
1.5% |
54% |
False |
False |
2,795 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
19.2% |
32.4 |
1.4% |
64% |
False |
False |
2,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,512.7 |
|
2.618 |
2,462.3 |
|
1.618 |
2,431.4 |
|
1.000 |
2,412.3 |
|
0.618 |
2,400.5 |
|
HIGH |
2,381.4 |
|
0.618 |
2,369.6 |
|
0.500 |
2,366.0 |
|
0.382 |
2,362.3 |
|
LOW |
2,350.5 |
|
0.618 |
2,331.4 |
|
1.000 |
2,319.6 |
|
1.618 |
2,300.5 |
|
2.618 |
2,269.6 |
|
4.250 |
2,219.2 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,366.0 |
2,372.8 |
| PP |
2,363.5 |
2,368.1 |
| S1 |
2,361.1 |
2,363.4 |
|