| 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 |
2,356.9 |
2,366.7 |
9.8 |
0.4% |
2,330.0 |
| High |
2,370.5 |
2,402.2 |
31.7 |
1.3% |
2,381.1 |
| Low |
2,345.0 |
2,361.4 |
16.4 |
0.7% |
2,327.2 |
| Close |
2,369.5 |
2,391.8 |
22.3 |
0.9% |
2,371.9 |
| Range |
25.5 |
40.8 |
15.3 |
60.0% |
53.9 |
| ATR |
36.1 |
36.4 |
0.3 |
0.9% |
0.0 |
| Volume |
859 |
2,547 |
1,688 |
196.5% |
8,224 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.5 |
2,490.5 |
2,414.2 |
|
| R3 |
2,466.7 |
2,449.7 |
2,403.0 |
|
| R2 |
2,425.9 |
2,425.9 |
2,399.3 |
|
| R1 |
2,408.9 |
2,408.9 |
2,395.5 |
2,417.4 |
| PP |
2,385.1 |
2,385.1 |
2,385.1 |
2,389.4 |
| S1 |
2,368.1 |
2,368.1 |
2,388.1 |
2,376.6 |
| S2 |
2,344.3 |
2,344.3 |
2,384.3 |
|
| S3 |
2,303.5 |
2,327.3 |
2,380.6 |
|
| S4 |
2,262.7 |
2,286.5 |
2,369.4 |
|
|
| 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 |
2,402.2 |
2,334.3 |
67.9 |
2.8% |
30.5 |
1.3% |
85% |
True |
False |
1,622 |
| 10 |
2,429.2 |
2,326.9 |
102.3 |
4.3% |
35.9 |
1.5% |
63% |
False |
False |
1,978 |
| 20 |
2,475.0 |
2,326.9 |
148.1 |
6.2% |
35.8 |
1.5% |
44% |
False |
False |
2,080 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.2% |
34.8 |
1.5% |
37% |
False |
False |
1,685 |
| 60 |
2,500.2 |
2,230.0 |
270.2 |
11.3% |
37.5 |
1.6% |
60% |
False |
False |
1,549 |
| 80 |
2,500.2 |
2,090.6 |
409.6 |
17.1% |
34.4 |
1.4% |
74% |
False |
False |
1,331 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
31.4 |
1.3% |
76% |
False |
False |
1,162 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
29.5 |
1.2% |
76% |
False |
False |
1,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,575.6 |
|
2.618 |
2,509.0 |
|
1.618 |
2,468.2 |
|
1.000 |
2,443.0 |
|
0.618 |
2,427.4 |
|
HIGH |
2,402.2 |
|
0.618 |
2,386.6 |
|
0.500 |
2,381.8 |
|
0.382 |
2,377.0 |
|
LOW |
2,361.4 |
|
0.618 |
2,336.2 |
|
1.000 |
2,320.6 |
|
1.618 |
2,295.4 |
|
2.618 |
2,254.6 |
|
4.250 |
2,188.0 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,388.5 |
2,385.7 |
| PP |
2,385.1 |
2,379.7 |
| S1 |
2,381.8 |
2,373.6 |
|