| 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 |
2,319.6 |
2,348.5 |
28.9 |
1.2% |
2,311.0 |
| High |
2,352.3 |
2,348.7 |
-3.6 |
-0.2% |
2,358.8 |
| Low |
2,316.7 |
2,324.3 |
7.6 |
0.3% |
2,304.5 |
| Close |
2,349.1 |
2,329.0 |
-20.1 |
-0.9% |
2,349.1 |
| Range |
35.6 |
24.4 |
-11.2 |
-31.5% |
54.3 |
| ATR |
38.8 |
37.8 |
-1.0 |
-2.6% |
0.0 |
| Volume |
163,367 |
122,702 |
-40,665 |
-24.9% |
876,083 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.2 |
2,392.5 |
2,342.4 |
|
| R3 |
2,382.8 |
2,368.1 |
2,335.7 |
|
| R2 |
2,358.4 |
2,358.4 |
2,333.5 |
|
| R1 |
2,343.7 |
2,343.7 |
2,331.2 |
2,338.9 |
| PP |
2,334.0 |
2,334.0 |
2,334.0 |
2,331.6 |
| S1 |
2,319.3 |
2,319.3 |
2,326.8 |
2,314.5 |
| S2 |
2,309.6 |
2,309.6 |
2,324.5 |
|
| S3 |
2,285.2 |
2,294.9 |
2,322.3 |
|
| S4 |
2,260.8 |
2,270.5 |
2,315.6 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.4 |
2,479.0 |
2,379.0 |
|
| R3 |
2,446.1 |
2,424.7 |
2,364.0 |
|
| R2 |
2,391.8 |
2,391.8 |
2,359.1 |
|
| R1 |
2,370.4 |
2,370.4 |
2,354.1 |
2,381.1 |
| PP |
2,337.5 |
2,337.5 |
2,337.5 |
2,342.8 |
| S1 |
2,316.1 |
2,316.1 |
2,344.1 |
2,326.8 |
| S2 |
2,283.2 |
2,283.2 |
2,339.1 |
|
| S3 |
2,228.9 |
2,261.8 |
2,334.2 |
|
| S4 |
2,174.6 |
2,207.5 |
2,319.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,358.8 |
2,310.9 |
47.9 |
2.1% |
29.2 |
1.3% |
38% |
False |
False |
171,179 |
| 10 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
37.1 |
1.6% |
24% |
False |
False |
182,894 |
| 20 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
37.4 |
1.6% |
14% |
False |
False |
146,434 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
37.1 |
1.6% |
14% |
False |
False |
88,188 |
| 60 |
2,477.0 |
2,199.7 |
277.3 |
11.9% |
38.5 |
1.7% |
47% |
False |
False |
61,563 |
| 80 |
2,477.0 |
2,063.7 |
413.3 |
17.7% |
35.4 |
1.5% |
64% |
False |
False |
46,920 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.9% |
32.2 |
1.4% |
66% |
False |
False |
38,024 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.9% |
30.6 |
1.3% |
66% |
False |
False |
31,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,452.4 |
|
2.618 |
2,412.6 |
|
1.618 |
2,388.2 |
|
1.000 |
2,373.1 |
|
0.618 |
2,363.8 |
|
HIGH |
2,348.7 |
|
0.618 |
2,339.4 |
|
0.500 |
2,336.5 |
|
0.382 |
2,333.6 |
|
LOW |
2,324.3 |
|
0.618 |
2,309.2 |
|
1.000 |
2,299.9 |
|
1.618 |
2,284.8 |
|
2.618 |
2,260.4 |
|
4.250 |
2,220.6 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,336.5 |
2,331.6 |
| PP |
2,334.0 |
2,330.7 |
| S1 |
2,331.5 |
2,329.9 |
|