| 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 |
2,355.2 |
2,383.5 |
28.3 |
1.2% |
2,379.8 |
| High |
2,387.5 |
2,396.0 |
8.5 |
0.4% |
2,396.0 |
| Low |
2,352.4 |
2,375.7 |
23.3 |
1.0% |
2,350.5 |
| Close |
2,382.4 |
2,385.6 |
3.2 |
0.1% |
2,385.6 |
| Range |
35.1 |
20.3 |
-14.8 |
-42.2% |
45.5 |
| ATR |
35.1 |
34.0 |
-1.1 |
-3.0% |
0.0 |
| Volume |
9,004 |
6,321 |
-2,683 |
-29.8% |
32,546 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.7 |
2,436.4 |
2,396.8 |
|
| R3 |
2,426.4 |
2,416.1 |
2,391.2 |
|
| R2 |
2,406.1 |
2,406.1 |
2,389.3 |
|
| R1 |
2,395.8 |
2,395.8 |
2,387.5 |
2,401.0 |
| PP |
2,385.8 |
2,385.8 |
2,385.8 |
2,388.3 |
| S1 |
2,375.5 |
2,375.5 |
2,383.7 |
2,380.7 |
| S2 |
2,365.5 |
2,365.5 |
2,381.9 |
|
| S3 |
2,345.2 |
2,355.2 |
2,380.0 |
|
| S4 |
2,324.9 |
2,334.9 |
2,374.4 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,513.9 |
2,495.2 |
2,410.6 |
|
| R3 |
2,468.4 |
2,449.7 |
2,398.1 |
|
| R2 |
2,422.9 |
2,422.9 |
2,393.9 |
|
| R1 |
2,404.2 |
2,404.2 |
2,389.8 |
2,413.6 |
| PP |
2,377.4 |
2,377.4 |
2,377.4 |
2,382.0 |
| S1 |
2,358.7 |
2,358.7 |
2,381.4 |
2,368.1 |
| S2 |
2,331.9 |
2,331.9 |
2,377.3 |
|
| S3 |
2,286.4 |
2,313.2 |
2,373.1 |
|
| S4 |
2,240.9 |
2,267.7 |
2,360.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,396.0 |
2,350.5 |
45.5 |
1.9% |
25.1 |
1.1% |
77% |
True |
False |
6,509 |
| 10 |
2,427.5 |
2,350.5 |
77.0 |
3.2% |
30.3 |
1.3% |
46% |
False |
False |
5,151 |
| 20 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
34.4 |
1.4% |
35% |
False |
False |
4,490 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
34.7 |
1.5% |
21% |
False |
False |
3,971 |
| 60 |
2,524.0 |
2,349.3 |
174.7 |
7.3% |
37.8 |
1.6% |
21% |
False |
False |
3,427 |
| 80 |
2,524.0 |
2,209.6 |
314.4 |
13.2% |
35.5 |
1.5% |
56% |
False |
False |
2,947 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
19.0% |
32.4 |
1.4% |
69% |
False |
False |
2,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,482.3 |
|
2.618 |
2,449.1 |
|
1.618 |
2,428.8 |
|
1.000 |
2,416.3 |
|
0.618 |
2,408.5 |
|
HIGH |
2,396.0 |
|
0.618 |
2,388.2 |
|
0.500 |
2,385.9 |
|
0.382 |
2,383.5 |
|
LOW |
2,375.7 |
|
0.618 |
2,363.2 |
|
1.000 |
2,355.4 |
|
1.618 |
2,342.9 |
|
2.618 |
2,322.6 |
|
4.250 |
2,289.4 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,385.9 |
2,381.5 |
| PP |
2,385.8 |
2,377.4 |
| S1 |
2,385.7 |
2,373.3 |
|