| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,307.0 |
2,320.2 |
13.2 |
0.6% |
2,290.6 |
| High |
2,331.4 |
2,320.2 |
-11.2 |
-0.5% |
2,338.7 |
| Low |
2,305.8 |
2,309.6 |
3.8 |
0.2% |
2,290.5 |
| Close |
2,331.4 |
2,312.4 |
-19.0 |
-0.8% |
2,331.4 |
| Range |
25.6 |
10.6 |
-15.0 |
-58.6% |
48.2 |
| ATR |
36.4 |
35.4 |
-1.0 |
-2.9% |
0.0 |
| Volume |
948 |
110 |
-838 |
-88.4% |
2,318 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,345.9 |
2,339.7 |
2,318.2 |
|
| R3 |
2,335.3 |
2,329.1 |
2,315.3 |
|
| R2 |
2,324.7 |
2,324.7 |
2,314.3 |
|
| R1 |
2,318.5 |
2,318.5 |
2,313.4 |
2,316.3 |
| PP |
2,314.1 |
2,314.1 |
2,314.1 |
2,313.0 |
| S1 |
2,307.9 |
2,307.9 |
2,311.4 |
2,305.7 |
| S2 |
2,303.5 |
2,303.5 |
2,310.5 |
|
| S3 |
2,292.9 |
2,297.3 |
2,309.5 |
|
| S4 |
2,282.3 |
2,286.7 |
2,306.6 |
|
|
| 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 |
2,296.2 |
42.5 |
1.8% |
20.3 |
0.9% |
38% |
False |
False |
471 |
| 10 |
2,385.1 |
2,285.4 |
99.7 |
4.3% |
30.3 |
1.3% |
27% |
False |
False |
406 |
| 20 |
2,454.2 |
2,285.4 |
168.8 |
7.3% |
33.5 |
1.4% |
16% |
False |
False |
84,530 |
| 40 |
2,454.2 |
2,285.2 |
169.0 |
7.3% |
35.4 |
1.5% |
16% |
False |
False |
152,640 |
| 60 |
2,454.2 |
2,180.2 |
274.0 |
11.8% |
37.6 |
1.6% |
48% |
False |
False |
188,735 |
| 80 |
2,454.2 |
2,045.4 |
408.8 |
17.7% |
35.0 |
1.5% |
65% |
False |
False |
152,754 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.9% |
32.1 |
1.4% |
68% |
False |
False |
123,521 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.9% |
30.8 |
1.3% |
68% |
False |
False |
103,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,365.3 |
|
2.618 |
2,348.0 |
|
1.618 |
2,337.4 |
|
1.000 |
2,330.8 |
|
0.618 |
2,326.8 |
|
HIGH |
2,320.2 |
|
0.618 |
2,316.2 |
|
0.500 |
2,314.9 |
|
0.382 |
2,313.6 |
|
LOW |
2,309.6 |
|
0.618 |
2,303.0 |
|
1.000 |
2,299.0 |
|
1.618 |
2,292.4 |
|
2.618 |
2,281.8 |
|
4.250 |
2,264.6 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,314.9 |
2,313.8 |
| PP |
2,314.1 |
2,313.3 |
| S1 |
2,313.2 |
2,312.9 |
|