| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,363.4 |
2,340.9 |
-22.5 |
-1.0% |
2,330.0 |
| High |
2,365.0 |
2,374.1 |
9.1 |
0.4% |
2,381.1 |
| Low |
2,334.3 |
2,340.6 |
6.3 |
0.3% |
2,327.2 |
| Close |
2,340.6 |
2,371.9 |
31.3 |
1.3% |
2,371.9 |
| Range |
30.7 |
33.5 |
2.8 |
9.1% |
53.9 |
| ATR |
38.2 |
37.8 |
-0.3 |
-0.9% |
0.0 |
| Volume |
1,909 |
1,630 |
-279 |
-14.6% |
8,224 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,462.7 |
2,450.8 |
2,390.3 |
|
| R3 |
2,429.2 |
2,417.3 |
2,381.1 |
|
| R2 |
2,395.7 |
2,395.7 |
2,378.0 |
|
| R1 |
2,383.8 |
2,383.8 |
2,375.0 |
2,389.8 |
| PP |
2,362.2 |
2,362.2 |
2,362.2 |
2,365.2 |
| S1 |
2,350.3 |
2,350.3 |
2,368.8 |
2,356.3 |
| S2 |
2,328.7 |
2,328.7 |
2,365.8 |
|
| S3 |
2,295.2 |
2,316.8 |
2,362.7 |
|
| S4 |
2,261.7 |
2,283.3 |
2,353.5 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.8 |
2,500.7 |
2,401.5 |
|
| R3 |
2,467.9 |
2,446.8 |
2,386.7 |
|
| R2 |
2,414.0 |
2,414.0 |
2,381.8 |
|
| R1 |
2,392.9 |
2,392.9 |
2,376.8 |
2,403.5 |
| PP |
2,360.1 |
2,360.1 |
2,360.1 |
2,365.3 |
| S1 |
2,339.0 |
2,339.0 |
2,367.0 |
2,349.6 |
| S2 |
2,306.2 |
2,306.2 |
2,362.0 |
|
| S3 |
2,252.3 |
2,285.1 |
2,357.1 |
|
| S4 |
2,198.4 |
2,231.2 |
2,342.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,381.1 |
2,327.2 |
53.9 |
2.3% |
28.7 |
1.2% |
83% |
False |
False |
1,644 |
| 10 |
2,429.2 |
2,326.9 |
102.3 |
4.3% |
37.9 |
1.6% |
44% |
False |
False |
2,201 |
| 20 |
2,500.2 |
2,326.9 |
173.3 |
7.3% |
37.4 |
1.6% |
26% |
False |
False |
2,254 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.3% |
36.4 |
1.5% |
26% |
False |
False |
1,660 |
| 60 |
2,500.2 |
2,219.2 |
281.0 |
11.8% |
37.6 |
1.6% |
54% |
False |
False |
1,505 |
| 80 |
2,500.2 |
2,083.2 |
417.0 |
17.6% |
33.9 |
1.4% |
69% |
False |
False |
1,287 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.8% |
31.0 |
1.3% |
71% |
False |
False |
1,125 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.8% |
29.2 |
1.2% |
71% |
False |
False |
1,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,516.5 |
|
2.618 |
2,461.8 |
|
1.618 |
2,428.3 |
|
1.000 |
2,407.6 |
|
0.618 |
2,394.8 |
|
HIGH |
2,374.1 |
|
0.618 |
2,361.3 |
|
0.500 |
2,357.4 |
|
0.382 |
2,353.4 |
|
LOW |
2,340.6 |
|
0.618 |
2,319.9 |
|
1.000 |
2,307.1 |
|
1.618 |
2,286.4 |
|
2.618 |
2,252.9 |
|
4.250 |
2,198.2 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,367.1 |
2,367.2 |
| PP |
2,362.2 |
2,362.4 |
| S1 |
2,357.4 |
2,357.7 |
|