Trading Metrics calculated at close of trading on 21-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
3,551.0940 |
3,522.8600 |
-28.2340 |
-0.8% |
3,412.1730 |
High |
3,619.5530 |
3,536.5090 |
-83.0440 |
-2.3% |
3,649.6480 |
Low |
3,486.3520 |
3,454.1990 |
-32.1530 |
-0.9% |
3,385.6930 |
Close |
3,523.3140 |
3,519.9450 |
-3.3690 |
-0.1% |
3,519.9450 |
Range |
133.2010 |
82.3100 |
-50.8910 |
-38.2% |
263.9550 |
ATR |
167.6627 |
161.5661 |
-6.0966 |
-3.6% |
0.0000 |
Volume |
157,469 |
149,810 |
-7,659 |
-4.9% |
497,107 |
|
Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,750.4810 |
3,717.5230 |
3,565.2155 |
|
R3 |
3,668.1710 |
3,635.2130 |
3,542.5803 |
|
R2 |
3,585.8610 |
3,585.8610 |
3,535.0352 |
|
R1 |
3,552.9030 |
3,552.9030 |
3,527.4901 |
3,528.2270 |
PP |
3,503.5510 |
3,503.5510 |
3,503.5510 |
3,491.2130 |
S1 |
3,470.5930 |
3,470.5930 |
3,512.3999 |
3,445.9170 |
S2 |
3,421.2410 |
3,421.2410 |
3,504.8548 |
|
S3 |
3,338.9310 |
3,388.2830 |
3,497.3098 |
|
S4 |
3,256.6210 |
3,305.9730 |
3,474.6745 |
|
|
Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,310.2937 |
4,179.0743 |
3,665.1203 |
|
R3 |
4,046.3387 |
3,915.1193 |
3,592.5326 |
|
R2 |
3,782.3837 |
3,782.3837 |
3,568.3368 |
|
R1 |
3,651.1643 |
3,651.1643 |
3,544.1409 |
3,716.7740 |
PP |
3,518.4287 |
3,518.4287 |
3,518.4287 |
3,551.2335 |
S1 |
3,387.2093 |
3,387.2093 |
3,495.7491 |
3,452.8190 |
S2 |
3,254.4737 |
3,254.4737 |
3,471.5533 |
|
S3 |
2,990.5187 |
3,123.2543 |
3,447.3574 |
|
S4 |
2,726.5637 |
2,859.2993 |
3,374.7698 |
|
|
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% |
154.6316 |
4.4% |
54% |
False |
False |
123,016 |
10 |
3,835.5390 |
3,366.6330 |
468.9060 |
13.3% |
162.3992 |
4.6% |
33% |
False |
False |
129,021 |
20 |
3,940.4060 |
3,366.6330 |
573.7730 |
16.3% |
150.0794 |
4.3% |
27% |
False |
False |
144,530 |
40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
31.1% |
162.3252 |
4.6% |
62% |
False |
False |
140,904 |
60 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
31.1% |
178.1010 |
5.1% |
62% |
False |
False |
139,368 |
80 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
35.3% |
202.8348 |
5.8% |
54% |
False |
False |
161,156 |
100 |
4,090.3060 |
2,248.6180 |
1,841.6880 |
52.3% |
184.1182 |
5.2% |
69% |
False |
False |
162,358 |
120 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
56.2% |
175.2730 |
5.0% |
71% |
False |
False |
167,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,886.3265 |
2.618 |
3,751.9966 |
1.618 |
3,669.6866 |
1.000 |
3,618.8190 |
0.618 |
3,587.3766 |
HIGH |
3,536.5090 |
0.618 |
3,505.0666 |
0.500 |
3,495.3540 |
0.382 |
3,485.6414 |
LOW |
3,454.1990 |
0.618 |
3,403.3314 |
1.000 |
3,371.8890 |
1.618 |
3,321.0214 |
2.618 |
3,238.7114 |
4.250 |
3,104.3815 |
|
|
Fisher Pivots for day following 21-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
3,511.7480 |
3,514.1710 |
PP |
3,503.5510 |
3,508.3970 |
S1 |
3,495.3540 |
3,502.6230 |
|