Trading Metrics calculated at close of trading on 20-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
3,537.8640 |
3,551.0940 |
13.2300 |
0.4% |
3,683.3630 |
High |
3,541.6830 |
3,619.5530 |
77.8700 |
2.2% |
3,718.8270 |
Low |
3,385.6930 |
3,486.3520 |
100.6590 |
3.0% |
3,366.6330 |
Close |
3,460.7220 |
3,523.3140 |
62.5920 |
1.8% |
3,411.0240 |
Range |
155.9900 |
133.2010 |
-22.7890 |
-14.6% |
352.1940 |
ATR |
168.3421 |
167.6627 |
-0.6794 |
-0.4% |
0.0000 |
Volume |
188,243 |
157,469 |
-30,774 |
-16.3% |
629,504 |
|
Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,942.6760 |
3,866.1960 |
3,596.5746 |
|
R3 |
3,809.4750 |
3,732.9950 |
3,559.9443 |
|
R2 |
3,676.2740 |
3,676.2740 |
3,547.7342 |
|
R1 |
3,599.7940 |
3,599.7940 |
3,535.5241 |
3,571.4335 |
PP |
3,543.0730 |
3,543.0730 |
3,543.0730 |
3,528.8928 |
S1 |
3,466.5930 |
3,466.5930 |
3,511.1039 |
3,438.2325 |
S2 |
3,409.8720 |
3,409.8720 |
3,498.8938 |
|
S3 |
3,276.6710 |
3,333.3920 |
3,486.6837 |
|
S4 |
3,143.4700 |
3,200.1910 |
3,450.0535 |
|
|
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 |
3,649.6480 |
3,366.6330 |
283.0150 |
8.0% |
166.4738 |
4.7% |
55% |
False |
False |
124,574 |
10 |
3,877.1480 |
3,366.6330 |
510.5150 |
14.5% |
164.0867 |
4.7% |
31% |
False |
False |
122,835 |
20 |
3,940.4060 |
3,366.6330 |
573.7730 |
16.3% |
152.8405 |
4.3% |
27% |
False |
False |
149,972 |
40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
31.1% |
164.7052 |
4.7% |
62% |
False |
False |
140,540 |
60 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
31.1% |
178.8639 |
5.1% |
62% |
False |
False |
139,763 |
80 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
35.3% |
203.1458 |
5.8% |
54% |
False |
False |
162,875 |
100 |
4,090.3060 |
2,239.1960 |
1,851.1100 |
52.5% |
184.0128 |
5.2% |
69% |
False |
False |
160,871 |
120 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
56.2% |
175.4823 |
5.0% |
71% |
False |
False |
169,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,185.6573 |
2.618 |
3,968.2732 |
1.618 |
3,835.0722 |
1.000 |
3,752.7540 |
0.618 |
3,701.8712 |
HIGH |
3,619.5530 |
0.618 |
3,568.6702 |
0.500 |
3,552.9525 |
0.382 |
3,537.2348 |
LOW |
3,486.3520 |
0.618 |
3,404.0338 |
1.000 |
3,353.1510 |
1.618 |
3,270.8328 |
2.618 |
3,137.6318 |
4.250 |
2,920.2478 |
|
|
Fisher Pivots for day following 20-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
3,552.9525 |
3,521.4328 |
PP |
3,543.0730 |
3,519.5517 |
S1 |
3,533.1935 |
3,517.6705 |
|