| 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 |
2,010.0 |
2,025.0 |
15.0 |
0.7% |
2,027.7 |
| High |
2,029.9 |
2,036.4 |
6.5 |
0.3% |
2,095.2 |
| Low |
1,993.5 |
2,014.6 |
21.1 |
1.1% |
1,999.1 |
| Close |
2,024.2 |
2,026.6 |
2.4 |
0.1% |
2,008.0 |
| Range |
36.4 |
21.8 |
-14.6 |
-40.1% |
96.1 |
| ATR |
37.9 |
36.7 |
-1.1 |
-3.0% |
0.0 |
| Volume |
267,472 |
142,325 |
-125,147 |
-46.8% |
1,165,847 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,091.3 |
2,080.7 |
2,038.6 |
|
| R3 |
2,069.5 |
2,058.9 |
2,032.6 |
|
| R2 |
2,047.7 |
2,047.7 |
2,030.6 |
|
| R1 |
2,037.1 |
2,037.1 |
2,028.6 |
2,042.4 |
| PP |
2,025.9 |
2,025.9 |
2,025.9 |
2,028.5 |
| S1 |
2,015.3 |
2,015.3 |
2,024.6 |
2,020.6 |
| S2 |
2,004.1 |
2,004.1 |
2,022.6 |
|
| S3 |
1,982.3 |
1,993.5 |
2,020.6 |
|
| S4 |
1,960.5 |
1,971.7 |
2,014.6 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,322.4 |
2,261.3 |
2,060.9 |
|
| R3 |
2,226.3 |
2,165.2 |
2,034.4 |
|
| R2 |
2,130.2 |
2,130.2 |
2,025.6 |
|
| R1 |
2,069.1 |
2,069.1 |
2,016.8 |
2,051.6 |
| PP |
2,034.1 |
2,034.1 |
2,034.1 |
2,025.4 |
| S1 |
1,973.0 |
1,973.0 |
1,999.2 |
1,955.5 |
| S2 |
1,938.0 |
1,938.0 |
1,990.4 |
|
| S3 |
1,841.9 |
1,876.9 |
1,981.6 |
|
| S4 |
1,745.8 |
1,780.8 |
1,955.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,095.2 |
1,993.5 |
101.7 |
5.0% |
43.3 |
2.1% |
33% |
False |
False |
251,526 |
| 10 |
2,095.2 |
1,993.5 |
101.7 |
5.0% |
37.6 |
1.9% |
33% |
False |
False |
204,764 |
| 20 |
2,113.4 |
1,993.5 |
119.9 |
5.9% |
36.5 |
1.8% |
28% |
False |
False |
191,546 |
| 40 |
2,132.5 |
1,965.7 |
166.8 |
8.2% |
35.3 |
1.7% |
37% |
False |
False |
176,759 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
37.6 |
1.9% |
44% |
False |
False |
187,186 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
37.1 |
1.8% |
44% |
False |
False |
171,534 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
37.9 |
1.9% |
44% |
False |
False |
137,289 |
| 120 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
37.8 |
1.9% |
44% |
False |
False |
114,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,129.1 |
|
2.618 |
2,093.5 |
|
1.618 |
2,071.7 |
|
1.000 |
2,058.2 |
|
0.618 |
2,049.9 |
|
HIGH |
2,036.4 |
|
0.618 |
2,028.1 |
|
0.500 |
2,025.5 |
|
0.382 |
2,022.9 |
|
LOW |
2,014.6 |
|
0.618 |
2,001.1 |
|
1.000 |
1,992.8 |
|
1.618 |
1,979.3 |
|
2.618 |
1,957.5 |
|
4.250 |
1,922.0 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,026.2 |
2,023.1 |
| PP |
2,025.9 |
2,019.5 |
| S1 |
2,025.5 |
2,016.0 |
|