| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,340.9 |
2,369.2 |
28.3 |
1.2% |
2,330.0 |
| High |
2,374.1 |
2,369.2 |
-4.9 |
-0.2% |
2,381.1 |
| Low |
2,340.6 |
2,347.4 |
6.8 |
0.3% |
2,327.2 |
| Close |
2,371.9 |
2,351.8 |
-20.1 |
-0.8% |
2,371.9 |
| Range |
33.5 |
21.8 |
-11.7 |
-34.9% |
53.9 |
| ATR |
37.8 |
36.9 |
-1.0 |
-2.5% |
0.0 |
| Volume |
1,630 |
1,167 |
-463 |
-28.4% |
8,224 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,421.5 |
2,408.5 |
2,363.8 |
|
| R3 |
2,399.7 |
2,386.7 |
2,357.8 |
|
| R2 |
2,377.9 |
2,377.9 |
2,355.8 |
|
| R1 |
2,364.9 |
2,364.9 |
2,353.8 |
2,360.5 |
| PP |
2,356.1 |
2,356.1 |
2,356.1 |
2,354.0 |
| S1 |
2,343.1 |
2,343.1 |
2,349.8 |
2,338.7 |
| S2 |
2,334.3 |
2,334.3 |
2,347.8 |
|
| S3 |
2,312.5 |
2,321.3 |
2,345.8 |
|
| S4 |
2,290.7 |
2,299.5 |
2,339.8 |
|
|
| 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 |
2,334.3 |
46.8 |
2.0% |
27.8 |
1.2% |
37% |
False |
False |
1,655 |
| 10 |
2,429.2 |
2,326.9 |
102.3 |
4.3% |
36.0 |
1.5% |
24% |
False |
False |
2,148 |
| 20 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
36.0 |
1.5% |
14% |
False |
False |
2,239 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
35.8 |
1.5% |
14% |
False |
False |
1,678 |
| 60 |
2,500.2 |
2,219.2 |
281.0 |
11.9% |
37.1 |
1.6% |
47% |
False |
False |
1,511 |
| 80 |
2,500.2 |
2,083.2 |
417.0 |
17.7% |
34.0 |
1.4% |
64% |
False |
False |
1,297 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
19.0% |
30.9 |
1.3% |
67% |
False |
False |
1,134 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
19.0% |
29.2 |
1.2% |
67% |
False |
False |
1,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,461.9 |
|
2.618 |
2,426.3 |
|
1.618 |
2,404.5 |
|
1.000 |
2,391.0 |
|
0.618 |
2,382.7 |
|
HIGH |
2,369.2 |
|
0.618 |
2,360.9 |
|
0.500 |
2,358.3 |
|
0.382 |
2,355.7 |
|
LOW |
2,347.4 |
|
0.618 |
2,333.9 |
|
1.000 |
2,325.6 |
|
1.618 |
2,312.1 |
|
2.618 |
2,290.3 |
|
4.250 |
2,254.8 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,358.3 |
2,354.2 |
| PP |
2,356.1 |
2,353.4 |
| S1 |
2,354.0 |
2,352.6 |
|