Trading Metrics calculated at close of trading on 17-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
3,476.2650 |
3,412.1730 |
-64.0920 |
-1.8% |
3,683.3630 |
High |
3,529.0630 |
3,649.6480 |
120.5850 |
3.4% |
3,718.8270 |
Low |
3,366.6330 |
3,410.4210 |
43.7880 |
1.3% |
3,366.6330 |
Close |
3,411.0240 |
3,522.6920 |
111.6680 |
3.3% |
3,411.0240 |
Range |
162.4300 |
239.2270 |
76.7970 |
47.3% |
352.1940 |
ATR |
163.9126 |
169.2922 |
5.3796 |
3.3% |
0.0000 |
Volume |
117,975 |
1,585 |
-116,390 |
-98.7% |
629,504 |
|
Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,245.2680 |
4,123.2070 |
3,654.2669 |
|
R3 |
4,006.0410 |
3,883.9800 |
3,588.4794 |
|
R2 |
3,766.8140 |
3,766.8140 |
3,566.5503 |
|
R1 |
3,644.7530 |
3,644.7530 |
3,544.6211 |
3,705.7835 |
PP |
3,527.5870 |
3,527.5870 |
3,527.5870 |
3,558.1023 |
S1 |
3,405.5260 |
3,405.5260 |
3,500.7629 |
3,466.5565 |
S2 |
3,288.3600 |
3,288.3600 |
3,478.8337 |
|
S3 |
3,049.1330 |
3,166.2990 |
3,456.9046 |
|
S4 |
2,809.9060 |
2,927.0720 |
3,391.1172 |
|
|
Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,555.4100 |
4,335.4110 |
3,604.7307 |
|
R3 |
4,203.2160 |
3,983.2170 |
3,507.8774 |
|
R2 |
3,851.0220 |
3,851.0220 |
3,475.5929 |
|
R1 |
3,631.0230 |
3,631.0230 |
3,443.3085 |
3,564.9255 |
PP |
3,498.8280 |
3,498.8280 |
3,498.8280 |
3,465.7793 |
S1 |
3,278.8290 |
3,278.8290 |
3,378.7396 |
3,212.7315 |
S2 |
3,146.6340 |
3,146.6340 |
3,346.4551 |
|
S3 |
2,794.4400 |
2,926.6350 |
3,314.1707 |
|
S4 |
2,442.2460 |
2,574.4410 |
3,217.3173 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,676.0130 |
3,366.6330 |
309.3800 |
8.8% |
193.5978 |
5.5% |
50% |
False |
False |
126,080 |
10 |
3,883.2880 |
3,366.6330 |
516.6550 |
14.7% |
153.6686 |
4.4% |
30% |
False |
False |
109,356 |
20 |
3,940.4060 |
3,050.1730 |
890.2330 |
25.3% |
179.7035 |
5.1% |
53% |
False |
False |
160,881 |
40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
31.1% |
165.3551 |
4.7% |
62% |
False |
False |
134,732 |
60 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
31.1% |
184.7054 |
5.2% |
62% |
False |
False |
138,166 |
80 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
35.3% |
204.1648 |
5.8% |
54% |
False |
False |
160,561 |
100 |
4,090.3060 |
2,177.6670 |
1,912.6390 |
54.3% |
182.5877 |
5.2% |
70% |
False |
False |
160,274 |
120 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
56.2% |
175.2585 |
5.0% |
71% |
False |
False |
170,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,666.3628 |
2.618 |
4,275.9443 |
1.618 |
4,036.7173 |
1.000 |
3,888.8750 |
0.618 |
3,797.4903 |
HIGH |
3,649.6480 |
0.618 |
3,558.2633 |
0.500 |
3,530.0345 |
0.382 |
3,501.8057 |
LOW |
3,410.4210 |
0.618 |
3,262.5787 |
1.000 |
3,171.1940 |
1.618 |
3,023.3517 |
2.618 |
2,784.1247 |
4.250 |
2,393.7063 |
|
|
Fisher Pivots for day following 17-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
3,530.0345 |
3,517.8415 |
PP |
3,527.5870 |
3,512.9910 |
S1 |
3,525.1395 |
3,508.1405 |
|