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 |
5,598.00 |
5,616.50 |
18.50 |
0.3% |
5,600.25 |
High |
5,617.50 |
5,648.00 |
30.50 |
0.5% |
5,648.00 |
Low |
5,579.50 |
5,574.00 |
-5.50 |
-0.1% |
5,573.75 |
Close |
5,609.50 |
5,584.50 |
-25.00 |
-0.4% |
5,584.50 |
Range |
38.00 |
74.00 |
36.00 |
94.7% |
74.25 |
ATR |
46.76 |
48.71 |
1.95 |
4.2% |
0.00 |
Volume |
1,096 |
3,043 |
1,947 |
177.6% |
6,831 |
|
Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,824.25 |
5,778.25 |
5,625.25 |
|
R3 |
5,750.25 |
5,704.25 |
5,604.75 |
|
R2 |
5,676.25 |
5,676.25 |
5,598.00 |
|
R1 |
5,630.25 |
5,630.25 |
5,591.25 |
5,616.25 |
PP |
5,602.25 |
5,602.25 |
5,602.25 |
5,595.00 |
S1 |
5,556.25 |
5,556.25 |
5,577.75 |
5,542.25 |
S2 |
5,528.25 |
5,528.25 |
5,571.00 |
|
S3 |
5,454.25 |
5,482.25 |
5,564.25 |
|
S4 |
5,380.25 |
5,408.25 |
5,543.75 |
|
|
Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,824.75 |
5,779.00 |
5,625.25 |
|
R3 |
5,750.50 |
5,704.75 |
5,605.00 |
|
R2 |
5,676.25 |
5,676.25 |
5,598.00 |
|
R1 |
5,630.50 |
5,630.50 |
5,591.25 |
5,616.25 |
PP |
5,602.00 |
5,602.00 |
5,602.00 |
5,595.00 |
S1 |
5,556.25 |
5,556.25 |
5,577.75 |
5,542.00 |
S2 |
5,527.75 |
5,527.75 |
5,571.00 |
|
S3 |
5,453.50 |
5,482.00 |
5,564.00 |
|
S4 |
5,379.25 |
5,407.75 |
5,543.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,648.00 |
5,573.75 |
74.25 |
1.3% |
44.50 |
0.8% |
14% |
True |
False |
1,366 |
10 |
5,650.25 |
5,524.00 |
126.25 |
2.3% |
45.00 |
0.8% |
48% |
False |
False |
1,159 |
20 |
5,650.25 |
5,327.75 |
322.50 |
5.8% |
50.75 |
0.9% |
80% |
False |
False |
682 |
40 |
5,650.25 |
5,148.25 |
502.00 |
9.0% |
46.25 |
0.8% |
87% |
False |
False |
411 |
60 |
5,650.25 |
5,075.00 |
575.25 |
10.3% |
55.75 |
1.0% |
89% |
False |
False |
339 |
80 |
5,650.25 |
5,075.00 |
575.25 |
10.3% |
52.50 |
0.9% |
89% |
False |
False |
290 |
100 |
5,650.25 |
5,075.00 |
575.25 |
10.3% |
46.75 |
0.8% |
89% |
False |
False |
254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,962.50 |
2.618 |
5,841.75 |
1.618 |
5,767.75 |
1.000 |
5,722.00 |
0.618 |
5,693.75 |
HIGH |
5,648.00 |
0.618 |
5,619.75 |
0.500 |
5,611.00 |
0.382 |
5,602.25 |
LOW |
5,574.00 |
0.618 |
5,528.25 |
1.000 |
5,500.00 |
1.618 |
5,454.25 |
2.618 |
5,380.25 |
4.250 |
5,259.50 |
|
|
Fisher Pivots for day following 28-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,611.00 |
5,611.00 |
PP |
5,602.25 |
5,602.25 |
S1 |
5,593.25 |
5,593.25 |
|