| Trading Metrics calculated at close of trading on 18-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,320.2 |
2,311.8 |
-8.4 |
-0.4% |
2,290.6 |
| High |
2,320.2 |
2,330.4 |
10.2 |
0.4% |
2,338.7 |
| Low |
2,309.6 |
2,311.8 |
2.2 |
0.1% |
2,290.5 |
| Close |
2,312.4 |
2,330.4 |
18.0 |
0.8% |
2,331.4 |
| Range |
10.6 |
18.6 |
8.0 |
75.5% |
48.2 |
| ATR |
35.4 |
34.2 |
-1.2 |
-3.4% |
0.0 |
| Volume |
110 |
43 |
-67 |
-60.9% |
2,318 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,380.0 |
2,373.8 |
2,340.6 |
|
| R3 |
2,361.4 |
2,355.2 |
2,335.5 |
|
| R2 |
2,342.8 |
2,342.8 |
2,333.8 |
|
| R1 |
2,336.6 |
2,336.6 |
2,332.1 |
2,339.7 |
| PP |
2,324.2 |
2,324.2 |
2,324.2 |
2,325.8 |
| S1 |
2,318.0 |
2,318.0 |
2,328.7 |
2,321.1 |
| S2 |
2,305.6 |
2,305.6 |
2,327.0 |
|
| S3 |
2,287.0 |
2,299.4 |
2,325.3 |
|
| S4 |
2,268.4 |
2,280.8 |
2,320.2 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,464.8 |
2,446.3 |
2,357.9 |
|
| R3 |
2,416.6 |
2,398.1 |
2,344.7 |
|
| R2 |
2,368.4 |
2,368.4 |
2,340.2 |
|
| R1 |
2,349.9 |
2,349.9 |
2,335.8 |
2,359.2 |
| PP |
2,320.2 |
2,320.2 |
2,320.2 |
2,324.8 |
| S1 |
2,301.7 |
2,301.7 |
2,327.0 |
2,311.0 |
| S2 |
2,272.0 |
2,272.0 |
2,322.6 |
|
| S3 |
2,223.8 |
2,253.5 |
2,318.1 |
|
| S4 |
2,175.6 |
2,205.3 |
2,304.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,338.7 |
2,296.2 |
42.5 |
1.8% |
20.9 |
0.9% |
80% |
False |
False |
306 |
| 10 |
2,385.1 |
2,285.4 |
99.7 |
4.3% |
28.8 |
1.2% |
45% |
False |
False |
321 |
| 20 |
2,438.2 |
2,285.4 |
152.8 |
6.6% |
32.2 |
1.4% |
29% |
False |
False |
70,461 |
| 40 |
2,454.2 |
2,285.2 |
169.0 |
7.3% |
34.2 |
1.5% |
27% |
False |
False |
146,074 |
| 60 |
2,454.2 |
2,186.1 |
268.1 |
11.5% |
37.4 |
1.6% |
54% |
False |
False |
187,266 |
| 80 |
2,454.2 |
2,053.6 |
400.6 |
17.2% |
34.9 |
1.5% |
69% |
False |
False |
152,661 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.8% |
32.1 |
1.4% |
72% |
False |
False |
123,484 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.8% |
30.8 |
1.3% |
72% |
False |
False |
103,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,409.5 |
|
2.618 |
2,379.1 |
|
1.618 |
2,360.5 |
|
1.000 |
2,349.0 |
|
0.618 |
2,341.9 |
|
HIGH |
2,330.4 |
|
0.618 |
2,323.3 |
|
0.500 |
2,321.1 |
|
0.382 |
2,318.9 |
|
LOW |
2,311.8 |
|
0.618 |
2,300.3 |
|
1.000 |
2,293.2 |
|
1.618 |
2,281.7 |
|
2.618 |
2,263.1 |
|
4.250 |
2,232.8 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,327.3 |
2,326.5 |
| PP |
2,324.2 |
2,322.5 |
| S1 |
2,321.1 |
2,318.6 |
|