| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,344.2 |
2,373.8 |
29.6 |
1.3% |
2,348.5 |
| High |
2,379.5 |
2,382.6 |
3.1 |
0.1% |
2,382.6 |
| Low |
2,338.5 |
2,329.2 |
-9.3 |
-0.4% |
2,320.2 |
| Close |
2,369.0 |
2,331.2 |
-37.8 |
-1.6% |
2,331.2 |
| Range |
41.0 |
53.4 |
12.4 |
30.2% |
62.4 |
| ATR |
37.4 |
38.5 |
1.1 |
3.1% |
0.0 |
| Volume |
252,687 |
194,824 |
-57,863 |
-22.9% |
724,464 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.9 |
2,472.9 |
2,360.6 |
|
| R3 |
2,454.5 |
2,419.5 |
2,345.9 |
|
| R2 |
2,401.1 |
2,401.1 |
2,341.0 |
|
| R1 |
2,366.1 |
2,366.1 |
2,336.1 |
2,356.9 |
| PP |
2,347.7 |
2,347.7 |
2,347.7 |
2,343.1 |
| S1 |
2,312.7 |
2,312.7 |
2,326.3 |
2,303.5 |
| S2 |
2,294.3 |
2,294.3 |
2,321.4 |
|
| S3 |
2,240.9 |
2,259.3 |
2,316.5 |
|
| S4 |
2,187.5 |
2,205.9 |
2,301.8 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,531.9 |
2,493.9 |
2,365.5 |
|
| R3 |
2,469.5 |
2,431.5 |
2,348.4 |
|
| R2 |
2,407.1 |
2,407.1 |
2,342.6 |
|
| R1 |
2,369.1 |
2,369.1 |
2,336.9 |
2,356.9 |
| PP |
2,344.7 |
2,344.7 |
2,344.7 |
2,338.6 |
| S1 |
2,306.7 |
2,306.7 |
2,325.5 |
2,294.5 |
| S2 |
2,282.3 |
2,282.3 |
2,319.8 |
|
| S3 |
2,219.9 |
2,244.3 |
2,314.0 |
|
| S4 |
2,157.5 |
2,181.9 |
2,296.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,382.6 |
2,316.7 |
65.9 |
2.8% |
36.5 |
1.6% |
22% |
True |
False |
177,566 |
| 10 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
39.8 |
1.7% |
26% |
False |
False |
191,509 |
| 20 |
2,407.9 |
2,304.2 |
103.7 |
4.4% |
37.3 |
1.6% |
26% |
False |
False |
169,524 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
36.8 |
1.6% |
16% |
False |
False |
102,520 |
| 60 |
2,477.0 |
2,213.7 |
263.3 |
11.3% |
39.3 |
1.7% |
45% |
False |
False |
71,399 |
| 80 |
2,477.0 |
2,072.9 |
404.1 |
17.3% |
36.3 |
1.6% |
64% |
False |
False |
54,371 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.9% |
33.0 |
1.4% |
67% |
False |
False |
43,980 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.9% |
31.2 |
1.3% |
67% |
False |
False |
36,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,609.6 |
|
2.618 |
2,522.4 |
|
1.618 |
2,469.0 |
|
1.000 |
2,436.0 |
|
0.618 |
2,415.6 |
|
HIGH |
2,382.6 |
|
0.618 |
2,362.2 |
|
0.500 |
2,355.9 |
|
0.382 |
2,349.6 |
|
LOW |
2,329.2 |
|
0.618 |
2,296.2 |
|
1.000 |
2,275.8 |
|
1.618 |
2,242.8 |
|
2.618 |
2,189.4 |
|
4.250 |
2,102.3 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,355.9 |
2,351.4 |
| PP |
2,347.7 |
2,344.7 |
| S1 |
2,339.4 |
2,337.9 |
|