| Trading Metrics calculated at close of trading on 24-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,373.8 |
2,333.5 |
-40.3 |
-1.7% |
2,348.5 |
| High |
2,382.6 |
2,347.5 |
-35.1 |
-1.5% |
2,382.6 |
| Low |
2,329.2 |
2,329.5 |
0.3 |
0.0% |
2,320.2 |
| Close |
2,331.2 |
2,344.4 |
13.2 |
0.6% |
2,331.2 |
| Range |
53.4 |
18.0 |
-35.4 |
-66.3% |
62.4 |
| ATR |
38.5 |
37.1 |
-1.5 |
-3.8% |
0.0 |
| Volume |
194,824 |
117,625 |
-77,199 |
-39.6% |
724,464 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,394.5 |
2,387.4 |
2,354.3 |
|
| R3 |
2,376.5 |
2,369.4 |
2,349.4 |
|
| R2 |
2,358.5 |
2,358.5 |
2,347.7 |
|
| R1 |
2,351.4 |
2,351.4 |
2,346.1 |
2,355.0 |
| PP |
2,340.5 |
2,340.5 |
2,340.5 |
2,342.2 |
| S1 |
2,333.4 |
2,333.4 |
2,342.8 |
2,337.0 |
| S2 |
2,322.5 |
2,322.5 |
2,341.1 |
|
| S3 |
2,304.5 |
2,315.4 |
2,339.5 |
|
| S4 |
2,286.5 |
2,297.4 |
2,334.5 |
|
|
| 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 |
2,320.2 |
62.4 |
2.7% |
33.0 |
1.4% |
39% |
False |
False |
168,417 |
| 10 |
2,382.6 |
2,304.5 |
78.1 |
3.3% |
31.3 |
1.3% |
51% |
False |
False |
171,817 |
| 20 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
35.3 |
1.5% |
39% |
False |
False |
172,170 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
36.2 |
1.5% |
23% |
False |
False |
105,206 |
| 60 |
2,477.0 |
2,227.5 |
249.5 |
10.6% |
39.2 |
1.7% |
47% |
False |
False |
73,289 |
| 80 |
2,477.0 |
2,075.0 |
402.0 |
17.1% |
36.4 |
1.6% |
67% |
False |
False |
55,828 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.8% |
33.0 |
1.4% |
70% |
False |
False |
45,133 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.8% |
31.2 |
1.3% |
70% |
False |
False |
37,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,424.0 |
|
2.618 |
2,394.6 |
|
1.618 |
2,376.6 |
|
1.000 |
2,365.5 |
|
0.618 |
2,358.6 |
|
HIGH |
2,347.5 |
|
0.618 |
2,340.6 |
|
0.500 |
2,338.5 |
|
0.382 |
2,336.4 |
|
LOW |
2,329.5 |
|
0.618 |
2,318.4 |
|
1.000 |
2,311.5 |
|
1.618 |
2,300.4 |
|
2.618 |
2,282.4 |
|
4.250 |
2,253.0 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,342.4 |
2,355.9 |
| PP |
2,340.5 |
2,352.1 |
| S1 |
2,338.5 |
2,348.2 |
|