| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,082.2 |
2,060.1 |
-22.1 |
-1.1% |
2,050.0 |
| High |
2,097.1 |
2,061.0 |
-36.1 |
-1.7% |
2,118.2 |
| Low |
2,048.7 |
2,020.5 |
-28.2 |
-1.4% |
2,020.5 |
| Close |
2,063.6 |
2,029.0 |
-34.6 |
-1.7% |
2,029.0 |
| Range |
48.4 |
40.5 |
-7.9 |
-16.3% |
97.7 |
| ATR |
36.9 |
37.3 |
0.4 |
1.2% |
0.0 |
| Volume |
75,728 |
186,633 |
110,905 |
146.5% |
293,020 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.3 |
2,134.2 |
2,051.3 |
|
| R3 |
2,117.8 |
2,093.7 |
2,040.1 |
|
| R2 |
2,077.3 |
2,077.3 |
2,036.4 |
|
| R1 |
2,053.2 |
2,053.2 |
2,032.7 |
2,045.0 |
| PP |
2,036.8 |
2,036.8 |
2,036.8 |
2,032.8 |
| S1 |
2,012.7 |
2,012.7 |
2,025.3 |
2,004.5 |
| S2 |
1,996.3 |
1,996.3 |
2,021.6 |
|
| S3 |
1,955.8 |
1,972.2 |
2,017.9 |
|
| S4 |
1,915.3 |
1,931.7 |
2,006.7 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,349.0 |
2,286.7 |
2,082.7 |
|
| R3 |
2,251.3 |
2,189.0 |
2,055.9 |
|
| R2 |
2,153.6 |
2,153.6 |
2,046.9 |
|
| R1 |
2,091.3 |
2,091.3 |
2,038.0 |
2,073.6 |
| PP |
2,055.9 |
2,055.9 |
2,055.9 |
2,047.1 |
| S1 |
1,993.6 |
1,993.6 |
2,020.0 |
1,975.9 |
| S2 |
1,958.2 |
1,958.2 |
2,011.1 |
|
| S3 |
1,860.5 |
1,895.9 |
2,002.1 |
|
| S4 |
1,762.8 |
1,798.2 |
1,975.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,118.2 |
2,020.5 |
97.7 |
4.8% |
44.7 |
2.2% |
9% |
False |
True |
58,604 |
| 10 |
2,126.5 |
2,020.5 |
106.0 |
5.2% |
40.3 |
2.0% |
8% |
False |
True |
29,893 |
| 20 |
2,140.6 |
2,020.5 |
120.1 |
5.9% |
34.4 |
1.7% |
7% |
False |
True |
15,133 |
| 40 |
2,153.2 |
1,937.1 |
216.1 |
10.7% |
35.0 |
1.7% |
43% |
False |
False |
7,655 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.3% |
36.4 |
1.8% |
37% |
False |
False |
5,152 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.3% |
31.3 |
1.5% |
37% |
False |
False |
3,867 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.3% |
25.1 |
1.2% |
37% |
False |
False |
3,093 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.3% |
20.9 |
1.0% |
37% |
False |
False |
2,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,233.1 |
|
2.618 |
2,167.0 |
|
1.618 |
2,126.5 |
|
1.000 |
2,101.5 |
|
0.618 |
2,086.0 |
|
HIGH |
2,061.0 |
|
0.618 |
2,045.5 |
|
0.500 |
2,040.8 |
|
0.382 |
2,036.0 |
|
LOW |
2,020.5 |
|
0.618 |
1,995.5 |
|
1.000 |
1,980.0 |
|
1.618 |
1,955.0 |
|
2.618 |
1,914.5 |
|
4.250 |
1,848.4 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,040.8 |
2,069.4 |
| PP |
2,036.8 |
2,055.9 |
| S1 |
2,032.9 |
2,042.5 |
|