| 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 |
2,389.3 |
2,418.8 |
29.5 |
1.2% |
2,393.5 |
| High |
2,425.0 |
2,427.5 |
2.5 |
0.1% |
2,427.5 |
| Low |
2,384.9 |
2,375.2 |
-9.7 |
-0.4% |
2,365.8 |
| Close |
2,414.7 |
2,376.7 |
-38.0 |
-1.6% |
2,376.7 |
| Range |
40.1 |
52.3 |
12.2 |
30.4% |
61.7 |
| ATR |
36.8 |
37.9 |
1.1 |
3.0% |
0.0 |
| Volume |
5,418 |
4,173 |
-1,245 |
-23.0% |
15,968 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,550.0 |
2,515.7 |
2,405.5 |
|
| R3 |
2,497.7 |
2,463.4 |
2,391.1 |
|
| R2 |
2,445.4 |
2,445.4 |
2,386.3 |
|
| R1 |
2,411.1 |
2,411.1 |
2,381.5 |
2,402.1 |
| PP |
2,393.1 |
2,393.1 |
2,393.1 |
2,388.7 |
| S1 |
2,358.8 |
2,358.8 |
2,371.9 |
2,349.8 |
| S2 |
2,340.8 |
2,340.8 |
2,367.1 |
|
| S3 |
2,288.5 |
2,306.5 |
2,362.3 |
|
| S4 |
2,236.2 |
2,254.2 |
2,347.9 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,575.1 |
2,537.6 |
2,410.6 |
|
| R3 |
2,513.4 |
2,475.9 |
2,393.7 |
|
| R2 |
2,451.7 |
2,451.7 |
2,388.0 |
|
| R1 |
2,414.2 |
2,414.2 |
2,382.4 |
2,402.1 |
| PP |
2,390.0 |
2,390.0 |
2,390.0 |
2,384.0 |
| S1 |
2,352.5 |
2,352.5 |
2,371.0 |
2,340.4 |
| S2 |
2,328.3 |
2,328.3 |
2,365.4 |
|
| S3 |
2,266.6 |
2,290.8 |
2,359.7 |
|
| S4 |
2,204.9 |
2,229.1 |
2,342.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,427.5 |
2,362.6 |
64.9 |
2.7% |
35.5 |
1.5% |
22% |
True |
False |
3,793 |
| 10 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
39.1 |
1.6% |
26% |
False |
False |
4,193 |
| 20 |
2,454.4 |
2,349.8 |
104.6 |
4.4% |
36.5 |
1.5% |
26% |
False |
False |
3,978 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
36.2 |
1.5% |
15% |
False |
False |
3,385 |
| 60 |
2,524.0 |
2,252.5 |
271.5 |
11.4% |
38.7 |
1.6% |
46% |
False |
False |
3,061 |
| 80 |
2,524.0 |
2,107.2 |
416.8 |
17.5% |
35.9 |
1.5% |
65% |
False |
False |
2,611 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
19.1% |
32.4 |
1.4% |
68% |
False |
False |
2,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,649.8 |
|
2.618 |
2,564.4 |
|
1.618 |
2,512.1 |
|
1.000 |
2,479.8 |
|
0.618 |
2,459.8 |
|
HIGH |
2,427.5 |
|
0.618 |
2,407.5 |
|
0.500 |
2,401.4 |
|
0.382 |
2,395.2 |
|
LOW |
2,375.2 |
|
0.618 |
2,342.9 |
|
1.000 |
2,322.9 |
|
1.618 |
2,290.6 |
|
2.618 |
2,238.3 |
|
4.250 |
2,152.9 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,401.4 |
2,396.7 |
| PP |
2,393.1 |
2,390.0 |
| S1 |
2,384.9 |
2,383.4 |
|