| Trading Metrics calculated at close of trading on 27-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,377.6 |
2,355.2 |
-22.4 |
-0.9% |
2,393.5 |
| High |
2,381.4 |
2,387.5 |
6.1 |
0.3% |
2,427.5 |
| Low |
2,350.5 |
2,352.4 |
1.9 |
0.1% |
2,365.8 |
| Close |
2,358.7 |
2,382.4 |
23.7 |
1.0% |
2,376.7 |
| Range |
30.9 |
35.1 |
4.2 |
13.6% |
61.7 |
| ATR |
35.1 |
35.1 |
0.0 |
0.0% |
0.0 |
| Volume |
6,570 |
9,004 |
2,434 |
37.0% |
15,968 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,479.4 |
2,466.0 |
2,401.7 |
|
| R3 |
2,444.3 |
2,430.9 |
2,392.1 |
|
| R2 |
2,409.2 |
2,409.2 |
2,388.8 |
|
| R1 |
2,395.8 |
2,395.8 |
2,385.6 |
2,402.5 |
| PP |
2,374.1 |
2,374.1 |
2,374.1 |
2,377.5 |
| S1 |
2,360.7 |
2,360.7 |
2,379.2 |
2,367.4 |
| S2 |
2,339.0 |
2,339.0 |
2,376.0 |
|
| S3 |
2,303.9 |
2,325.6 |
2,372.7 |
|
| S4 |
2,268.8 |
2,290.5 |
2,363.1 |
|
|
| 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 |
3.2% |
31.5 |
1.3% |
41% |
False |
False |
6,079 |
| 10 |
2,427.5 |
2,350.5 |
77.0 |
3.2% |
31.4 |
1.3% |
41% |
False |
False |
5,004 |
| 20 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
34.9 |
1.5% |
32% |
False |
False |
4,430 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
35.3 |
1.5% |
19% |
False |
False |
3,868 |
| 60 |
2,524.0 |
2,347.9 |
176.1 |
7.4% |
38.0 |
1.6% |
20% |
False |
False |
3,365 |
| 80 |
2,524.0 |
2,195.6 |
328.4 |
13.8% |
35.6 |
1.5% |
57% |
False |
False |
2,882 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
19.0% |
32.4 |
1.4% |
69% |
False |
False |
2,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,536.7 |
|
2.618 |
2,479.4 |
|
1.618 |
2,444.3 |
|
1.000 |
2,422.6 |
|
0.618 |
2,409.2 |
|
HIGH |
2,387.5 |
|
0.618 |
2,374.1 |
|
0.500 |
2,370.0 |
|
0.382 |
2,365.8 |
|
LOW |
2,352.4 |
|
0.618 |
2,330.7 |
|
1.000 |
2,317.3 |
|
1.618 |
2,295.6 |
|
2.618 |
2,260.5 |
|
4.250 |
2,203.2 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,378.3 |
2,379.2 |
| PP |
2,374.1 |
2,376.0 |
| S1 |
2,370.0 |
2,372.8 |
|