| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,333.7 |
2,344.2 |
10.5 |
0.4% |
2,311.0 |
| High |
2,348.2 |
2,379.5 |
31.3 |
1.3% |
2,358.8 |
| Low |
2,320.2 |
2,338.5 |
18.3 |
0.8% |
2,304.5 |
| Close |
2,346.9 |
2,369.0 |
22.1 |
0.9% |
2,349.1 |
| Range |
28.0 |
41.0 |
13.0 |
46.4% |
54.3 |
| ATR |
37.1 |
37.4 |
0.3 |
0.7% |
0.0 |
| Volume |
154,251 |
252,687 |
98,436 |
63.8% |
876,083 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,485.3 |
2,468.2 |
2,391.6 |
|
| R3 |
2,444.3 |
2,427.2 |
2,380.3 |
|
| R2 |
2,403.3 |
2,403.3 |
2,376.5 |
|
| R1 |
2,386.2 |
2,386.2 |
2,372.8 |
2,394.8 |
| PP |
2,362.3 |
2,362.3 |
2,362.3 |
2,366.6 |
| S1 |
2,345.2 |
2,345.2 |
2,365.2 |
2,353.8 |
| S2 |
2,321.3 |
2,321.3 |
2,361.5 |
|
| S3 |
2,280.3 |
2,304.2 |
2,357.7 |
|
| S4 |
2,239.3 |
2,263.2 |
2,346.5 |
|
|
| 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 |
2,379.5 |
2,310.9 |
68.6 |
2.9% |
32.1 |
1.4% |
85% |
True |
False |
175,132 |
| 10 |
2,406.7 |
2,304.2 |
102.5 |
4.3% |
37.0 |
1.6% |
63% |
False |
False |
189,247 |
| 20 |
2,453.3 |
2,304.2 |
149.1 |
6.3% |
37.2 |
1.6% |
43% |
False |
False |
162,310 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.3% |
36.1 |
1.5% |
38% |
False |
False |
97,820 |
| 60 |
2,477.0 |
2,210.1 |
266.9 |
11.3% |
38.9 |
1.6% |
60% |
False |
False |
68,232 |
| 80 |
2,477.0 |
2,072.9 |
404.1 |
17.1% |
35.8 |
1.5% |
73% |
False |
False |
51,957 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
32.6 |
1.4% |
76% |
False |
False |
42,054 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
30.9 |
1.3% |
76% |
False |
False |
35,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,553.8 |
|
2.618 |
2,486.8 |
|
1.618 |
2,445.8 |
|
1.000 |
2,420.5 |
|
0.618 |
2,404.8 |
|
HIGH |
2,379.5 |
|
0.618 |
2,363.8 |
|
0.500 |
2,359.0 |
|
0.382 |
2,354.2 |
|
LOW |
2,338.5 |
|
0.618 |
2,313.2 |
|
1.000 |
2,297.5 |
|
1.618 |
2,272.2 |
|
2.618 |
2,231.2 |
|
4.250 |
2,164.3 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,365.7 |
2,362.6 |
| PP |
2,362.3 |
2,356.2 |
| S1 |
2,359.0 |
2,349.9 |
|