Trading Metrics calculated at close of trading on 24-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
3,522.8600 |
3,519.5590 |
-3.3010 |
-0.1% |
3,412.1730 |
High |
3,536.5090 |
3,524.9200 |
-11.5890 |
-0.3% |
3,649.6480 |
Low |
3,454.1990 |
3,243.6820 |
-210.5170 |
-6.1% |
3,385.6930 |
Close |
3,519.9450 |
3,308.5370 |
-211.4080 |
-6.0% |
3,519.9450 |
Range |
82.3100 |
281.2380 |
198.9280 |
241.7% |
263.9550 |
ATR |
161.5661 |
170.1141 |
8.5480 |
5.3% |
0.0000 |
Volume |
149,810 |
2,422 |
-147,388 |
-98.4% |
497,107 |
|
Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,202.7603 |
4,036.8867 |
3,463.2179 |
|
R3 |
3,921.5223 |
3,755.6487 |
3,385.8775 |
|
R2 |
3,640.2843 |
3,640.2843 |
3,360.0973 |
|
R1 |
3,474.4107 |
3,474.4107 |
3,334.3172 |
3,416.7285 |
PP |
3,359.0463 |
3,359.0463 |
3,359.0463 |
3,330.2053 |
S1 |
3,193.1727 |
3,193.1727 |
3,282.7569 |
3,135.4905 |
S2 |
3,077.8083 |
3,077.8083 |
3,256.9767 |
|
S3 |
2,796.5703 |
2,911.9347 |
3,231.1966 |
|
S4 |
2,515.3323 |
2,630.6967 |
3,153.8561 |
|
|
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 |
3,243.6820 |
405.9660 |
12.3% |
178.3932 |
5.4% |
16% |
False |
True |
99,905 |
10 |
3,718.8270 |
3,243.6820 |
475.1450 |
14.4% |
168.8445 |
5.1% |
14% |
False |
True |
112,903 |
20 |
3,924.1650 |
3,243.6820 |
680.4830 |
20.6% |
150.9058 |
4.6% |
10% |
False |
True |
124,744 |
40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
33.1% |
166.9589 |
5.0% |
42% |
False |
False |
137,254 |
60 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
33.1% |
179.5597 |
5.4% |
42% |
False |
False |
136,228 |
80 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
37.6% |
203.1508 |
6.1% |
37% |
False |
False |
156,146 |
100 |
4,090.3060 |
2,248.6180 |
1,841.6880 |
55.7% |
186.0554 |
5.6% |
58% |
False |
False |
161,065 |
120 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
59.8% |
176.7428 |
5.3% |
60% |
False |
False |
165,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,720.1815 |
2.618 |
4,261.2011 |
1.618 |
3,979.9631 |
1.000 |
3,806.1580 |
0.618 |
3,698.7251 |
HIGH |
3,524.9200 |
0.618 |
3,417.4871 |
0.500 |
3,384.3010 |
0.382 |
3,351.1149 |
LOW |
3,243.6820 |
0.618 |
3,069.8769 |
1.000 |
2,962.4440 |
1.618 |
2,788.6389 |
2.618 |
2,507.4009 |
4.250 |
2,048.4205 |
|
|
Fisher Pivots for day following 24-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
3,384.3010 |
3,431.6175 |
PP |
3,359.0463 |
3,390.5907 |
S1 |
3,333.7917 |
3,349.5638 |
|