| 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 |
39,107.10 |
39,092.39 |
-14.71 |
0.0% |
39,184.49 |
| High |
39,250.69 |
39,443.60 |
192.91 |
0.5% |
39,571.23 |
| Low |
39,026.75 |
38,937.15 |
-89.60 |
-0.2% |
38,908.99 |
| Close |
39,164.06 |
39,118.86 |
-45.20 |
-0.1% |
39,118.86 |
| Range |
223.94 |
506.45 |
282.51 |
126.2% |
662.24 |
| ATR |
344.53 |
356.10 |
11.57 |
3.4% |
0.00 |
| Volume |
352,603,999 |
688,501,243 |
335,897,244 |
95.3% |
2,113,590,146 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40,685.89 |
40,408.82 |
39,397.41 |
|
| R3 |
40,179.44 |
39,902.37 |
39,258.13 |
|
| R2 |
39,672.99 |
39,672.99 |
39,211.71 |
|
| R1 |
39,395.92 |
39,395.92 |
39,165.28 |
39,534.46 |
| PP |
39,166.54 |
39,166.54 |
39,166.54 |
39,235.80 |
| S1 |
38,889.47 |
38,889.47 |
39,072.44 |
39,028.01 |
| S2 |
38,660.09 |
38,660.09 |
39,026.01 |
|
| S3 |
38,153.64 |
38,383.02 |
38,979.59 |
|
| S4 |
37,647.19 |
37,876.57 |
38,840.31 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41,186.41 |
40,814.88 |
39,483.09 |
|
| R3 |
40,524.17 |
40,152.64 |
39,300.98 |
|
| R2 |
39,861.93 |
39,861.93 |
39,240.27 |
|
| R1 |
39,490.40 |
39,490.40 |
39,179.57 |
39,345.05 |
| PP |
39,199.69 |
39,199.69 |
39,199.69 |
39,127.02 |
| S1 |
38,828.16 |
38,828.16 |
39,058.15 |
38,682.81 |
| S2 |
38,537.45 |
38,537.45 |
38,997.45 |
|
| S3 |
37,875.21 |
38,165.92 |
38,936.74 |
|
| S4 |
37,212.97 |
37,503.68 |
38,754.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
39,571.23 |
38,908.99 |
662.24 |
1.7% |
363.58 |
0.9% |
32% |
False |
False |
422,718,029 |
| 10 |
39,571.23 |
38,305.85 |
1,265.38 |
3.2% |
337.40 |
0.9% |
64% |
False |
False |
431,067,824 |
| 20 |
39,571.23 |
38,092.27 |
1,478.96 |
3.8% |
358.03 |
0.9% |
69% |
False |
False |
398,658,662 |
| 40 |
40,077.40 |
37,895.66 |
2,181.74 |
5.6% |
323.67 |
0.8% |
56% |
False |
False |
363,794,374 |
| 60 |
40,077.40 |
37,611.56 |
2,465.84 |
6.3% |
351.84 |
0.9% |
61% |
False |
False |
363,984,505 |
| 80 |
40,077.40 |
37,611.56 |
2,465.84 |
6.3% |
335.15 |
0.9% |
61% |
False |
False |
363,570,351 |
| 100 |
40,077.40 |
37,611.56 |
2,465.84 |
6.3% |
322.10 |
0.8% |
61% |
False |
False |
355,076,935 |
| 120 |
40,077.40 |
37,122.95 |
2,954.45 |
7.6% |
321.77 |
0.8% |
68% |
False |
False |
353,116,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
41,596.01 |
|
2.618 |
40,769.49 |
|
1.618 |
40,263.04 |
|
1.000 |
39,950.05 |
|
0.618 |
39,756.59 |
|
HIGH |
39,443.60 |
|
0.618 |
39,250.14 |
|
0.500 |
39,190.38 |
|
0.382 |
39,130.61 |
|
LOW |
38,937.15 |
|
0.618 |
38,624.16 |
|
1.000 |
38,430.70 |
|
1.618 |
38,117.71 |
|
2.618 |
37,611.26 |
|
4.250 |
36,784.74 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
39,190.38 |
39,176.30 |
| PP |
39,166.54 |
39,157.15 |
| S1 |
39,142.70 |
39,138.01 |
|