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 |
20,220.00 |
20,201.50 |
-18.50 |
-0.1% |
20,210.00 |
High |
20,321.00 |
20,368.00 |
47.00 |
0.2% |
20,611.75 |
Low |
20,154.50 |
20,127.75 |
-26.75 |
-0.1% |
20,153.00 |
Close |
20,265.00 |
20,291.50 |
26.50 |
0.1% |
20,235.75 |
Range |
166.50 |
240.25 |
73.75 |
44.3% |
458.75 |
ATR |
240.06 |
240.07 |
0.01 |
0.0% |
0.00 |
Volume |
816 |
797 |
-19 |
-2.3% |
1,642 |
|
Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,983.25 |
20,877.50 |
20,423.75 |
|
R3 |
20,743.00 |
20,637.25 |
20,357.50 |
|
R2 |
20,502.75 |
20,502.75 |
20,335.50 |
|
R1 |
20,397.00 |
20,397.00 |
20,313.50 |
20,450.00 |
PP |
20,262.50 |
20,262.50 |
20,262.50 |
20,288.75 |
S1 |
20,156.75 |
20,156.75 |
20,269.50 |
20,209.50 |
S2 |
20,022.25 |
20,022.25 |
20,247.50 |
|
S3 |
19,782.00 |
19,916.50 |
20,225.50 |
|
S4 |
19,541.75 |
19,676.25 |
20,159.25 |
|
|
Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,709.75 |
21,431.50 |
20,488.00 |
|
R3 |
21,251.00 |
20,972.75 |
20,362.00 |
|
R2 |
20,792.25 |
20,792.25 |
20,319.75 |
|
R1 |
20,514.00 |
20,514.00 |
20,277.75 |
20,653.00 |
PP |
20,333.50 |
20,333.50 |
20,333.50 |
20,403.00 |
S1 |
20,055.25 |
20,055.25 |
20,193.75 |
20,194.50 |
S2 |
19,874.75 |
19,874.75 |
20,151.75 |
|
S3 |
19,416.00 |
19,596.50 |
20,109.50 |
|
S4 |
18,957.25 |
19,137.75 |
19,983.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,368.00 |
19,977.50 |
390.50 |
1.9% |
226.50 |
1.1% |
80% |
True |
False |
861 |
10 |
20,611.75 |
19,977.50 |
634.25 |
3.1% |
237.25 |
1.2% |
50% |
False |
False |
580 |
20 |
20,611.75 |
18,724.75 |
1,887.00 |
9.3% |
250.25 |
1.2% |
83% |
False |
False |
344 |
40 |
20,611.75 |
17,829.00 |
2,782.75 |
13.7% |
222.25 |
1.1% |
88% |
False |
False |
190 |
60 |
20,611.75 |
17,555.75 |
3,056.00 |
15.1% |
255.00 |
1.3% |
90% |
False |
False |
138 |
80 |
20,611.75 |
17,555.75 |
3,056.00 |
15.1% |
221.25 |
1.1% |
90% |
False |
False |
105 |
100 |
20,611.75 |
17,555.75 |
3,056.00 |
15.1% |
179.25 |
0.9% |
90% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,389.00 |
2.618 |
20,997.00 |
1.618 |
20,756.75 |
1.000 |
20,608.25 |
0.618 |
20,516.50 |
HIGH |
20,368.00 |
0.618 |
20,276.25 |
0.500 |
20,248.00 |
0.382 |
20,219.50 |
LOW |
20,127.75 |
0.618 |
19,979.25 |
1.000 |
19,887.50 |
1.618 |
19,739.00 |
2.618 |
19,498.75 |
4.250 |
19,106.75 |
|
|
Fisher Pivots for day following 27-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
20,277.00 |
20,252.00 |
PP |
20,262.50 |
20,212.25 |
S1 |
20,248.00 |
20,172.75 |
|