| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,309.4 |
2,307.0 |
-2.4 |
-0.1% |
2,290.6 |
| High |
2,317.7 |
2,331.4 |
13.7 |
0.6% |
2,338.7 |
| Low |
2,296.2 |
2,305.8 |
9.6 |
0.4% |
2,290.5 |
| Close |
2,300.2 |
2,331.4 |
31.2 |
1.4% |
2,331.4 |
| Range |
21.5 |
25.6 |
4.1 |
19.1% |
48.2 |
| ATR |
36.8 |
36.4 |
-0.4 |
-1.1% |
0.0 |
| Volume |
298 |
948 |
650 |
218.1% |
2,318 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,399.7 |
2,391.1 |
2,345.5 |
|
| R3 |
2,374.1 |
2,365.5 |
2,338.4 |
|
| R2 |
2,348.5 |
2,348.5 |
2,336.1 |
|
| R1 |
2,339.9 |
2,339.9 |
2,333.7 |
2,344.2 |
| PP |
2,322.9 |
2,322.9 |
2,322.9 |
2,325.0 |
| S1 |
2,314.3 |
2,314.3 |
2,329.1 |
2,318.6 |
| S2 |
2,297.3 |
2,297.3 |
2,326.7 |
|
| S3 |
2,271.7 |
2,288.7 |
2,324.4 |
|
| S4 |
2,246.1 |
2,263.1 |
2,317.3 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,464.8 |
2,446.3 |
2,357.9 |
|
| R3 |
2,416.6 |
2,398.1 |
2,344.7 |
|
| R2 |
2,368.4 |
2,368.4 |
2,340.2 |
|
| R1 |
2,349.9 |
2,349.9 |
2,335.8 |
2,359.2 |
| PP |
2,320.2 |
2,320.2 |
2,320.2 |
2,324.8 |
| S1 |
2,301.7 |
2,301.7 |
2,327.0 |
2,311.0 |
| S2 |
2,272.0 |
2,272.0 |
2,322.6 |
|
| S3 |
2,223.8 |
2,253.5 |
2,318.1 |
|
| S4 |
2,175.6 |
2,205.3 |
2,304.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,338.7 |
2,290.5 |
48.2 |
2.1% |
22.0 |
0.9% |
85% |
False |
False |
463 |
| 10 |
2,385.1 |
2,285.4 |
99.7 |
4.3% |
32.8 |
1.4% |
46% |
False |
False |
473 |
| 20 |
2,454.2 |
2,285.4 |
168.8 |
7.2% |
35.4 |
1.5% |
27% |
False |
False |
95,452 |
| 40 |
2,454.2 |
2,285.2 |
169.0 |
7.2% |
36.3 |
1.6% |
27% |
False |
False |
159,523 |
| 60 |
2,454.2 |
2,180.2 |
274.0 |
11.8% |
38.4 |
1.6% |
55% |
False |
False |
190,853 |
| 80 |
2,454.2 |
2,045.4 |
408.8 |
17.5% |
35.1 |
1.5% |
70% |
False |
False |
152,813 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.8% |
32.3 |
1.4% |
72% |
False |
False |
123,580 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.8% |
30.9 |
1.3% |
72% |
False |
False |
103,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,440.2 |
|
2.618 |
2,398.4 |
|
1.618 |
2,372.8 |
|
1.000 |
2,357.0 |
|
0.618 |
2,347.2 |
|
HIGH |
2,331.4 |
|
0.618 |
2,321.6 |
|
0.500 |
2,318.6 |
|
0.382 |
2,315.6 |
|
LOW |
2,305.8 |
|
0.618 |
2,290.0 |
|
1.000 |
2,280.2 |
|
1.618 |
2,264.4 |
|
2.618 |
2,238.8 |
|
4.250 |
2,197.0 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,327.1 |
2,326.8 |
| PP |
2,322.9 |
2,322.1 |
| S1 |
2,318.6 |
2,317.5 |
|