| Trading Metrics calculated at close of trading on 18-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,348.5 |
2,333.7 |
-14.8 |
-0.6% |
2,311.0 |
| High |
2,348.7 |
2,348.2 |
-0.5 |
0.0% |
2,358.8 |
| Low |
2,324.3 |
2,320.2 |
-4.1 |
-0.2% |
2,304.5 |
| Close |
2,329.0 |
2,346.9 |
17.9 |
0.8% |
2,349.1 |
| Range |
24.4 |
28.0 |
3.6 |
14.8% |
54.3 |
| ATR |
37.8 |
37.1 |
-0.7 |
-1.9% |
0.0 |
| Volume |
122,702 |
154,251 |
31,549 |
25.7% |
876,083 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.4 |
2,412.7 |
2,362.3 |
|
| R3 |
2,394.4 |
2,384.7 |
2,354.6 |
|
| R2 |
2,366.4 |
2,366.4 |
2,352.0 |
|
| R1 |
2,356.7 |
2,356.7 |
2,349.5 |
2,361.6 |
| PP |
2,338.4 |
2,338.4 |
2,338.4 |
2,340.9 |
| S1 |
2,328.7 |
2,328.7 |
2,344.3 |
2,333.6 |
| S2 |
2,310.4 |
2,310.4 |
2,341.8 |
|
| S3 |
2,282.4 |
2,300.7 |
2,339.2 |
|
| S4 |
2,254.4 |
2,272.7 |
2,331.5 |
|
|
| 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 |
2.0% |
30.2 |
1.3% |
75% |
False |
False |
172,929 |
| 10 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
36.1 |
1.5% |
42% |
False |
False |
181,165 |
| 20 |
2,461.2 |
2,304.2 |
157.0 |
6.7% |
36.7 |
1.6% |
27% |
False |
False |
151,800 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
36.1 |
1.5% |
25% |
False |
False |
91,764 |
| 60 |
2,477.0 |
2,205.8 |
271.2 |
11.6% |
38.5 |
1.6% |
52% |
False |
False |
64,082 |
| 80 |
2,477.0 |
2,072.9 |
404.1 |
17.2% |
35.4 |
1.5% |
68% |
False |
False |
48,822 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.8% |
32.3 |
1.4% |
70% |
False |
False |
39,539 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.8% |
30.7 |
1.3% |
70% |
False |
False |
33,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.2 |
|
2.618 |
2,421.5 |
|
1.618 |
2,393.5 |
|
1.000 |
2,376.2 |
|
0.618 |
2,365.5 |
|
HIGH |
2,348.2 |
|
0.618 |
2,337.5 |
|
0.500 |
2,334.2 |
|
0.382 |
2,330.9 |
|
LOW |
2,320.2 |
|
0.618 |
2,302.9 |
|
1.000 |
2,292.2 |
|
1.618 |
2,274.9 |
|
2.618 |
2,246.9 |
|
4.250 |
2,201.2 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,342.7 |
2,342.8 |
| PP |
2,338.4 |
2,338.6 |
| S1 |
2,334.2 |
2,334.5 |
|