| 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 |
2,324.43 |
2,303.99 |
-20.44 |
-0.9% |
2,291.85 |
| High |
2,324.60 |
2,334.92 |
10.32 |
0.4% |
2,339.48 |
| Low |
2,296.92 |
2,302.22 |
5.30 |
0.2% |
2,289.43 |
| Close |
2,304.03 |
2,333.05 |
29.02 |
1.3% |
2,333.05 |
| Range |
27.68 |
32.70 |
5.02 |
18.1% |
50.05 |
| ATR |
33.63 |
33.56 |
-0.07 |
-0.2% |
0.00 |
| Volume |
5,236 |
5,320 |
84 |
1.6% |
26,334 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,421.50 |
2,409.97 |
2,351.04 |
|
| R3 |
2,388.80 |
2,377.27 |
2,342.04 |
|
| R2 |
2,356.10 |
2,356.10 |
2,339.05 |
|
| R1 |
2,344.57 |
2,344.57 |
2,336.05 |
2,350.34 |
| PP |
2,323.40 |
2,323.40 |
2,323.40 |
2,326.28 |
| S1 |
2,311.87 |
2,311.87 |
2,330.05 |
2,317.64 |
| S2 |
2,290.70 |
2,290.70 |
2,327.06 |
|
| S3 |
2,258.00 |
2,279.17 |
2,324.06 |
|
| S4 |
2,225.30 |
2,246.47 |
2,315.07 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,470.80 |
2,451.98 |
2,360.58 |
|
| R3 |
2,420.75 |
2,401.93 |
2,346.81 |
|
| R2 |
2,370.70 |
2,370.70 |
2,342.23 |
|
| R1 |
2,351.88 |
2,351.88 |
2,337.64 |
2,361.29 |
| PP |
2,320.65 |
2,320.65 |
2,320.65 |
2,325.36 |
| S1 |
2,301.83 |
2,301.83 |
2,328.46 |
2,311.24 |
| S2 |
2,270.60 |
2,270.60 |
2,323.87 |
|
| S3 |
2,220.55 |
2,251.78 |
2,319.29 |
|
| S4 |
2,170.50 |
2,201.73 |
2,305.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,339.48 |
2,289.43 |
50.05 |
2.1% |
26.53 |
1.1% |
87% |
False |
False |
5,266 |
| 10 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
35.38 |
1.5% |
46% |
False |
False |
5,207 |
| 20 |
2,449.34 |
2,287.64 |
161.70 |
6.9% |
34.19 |
1.5% |
28% |
False |
False |
5,163 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.2% |
33.31 |
1.4% |
31% |
False |
False |
5,141 |
| 60 |
2,449.34 |
2,159.42 |
289.92 |
12.4% |
34.56 |
1.5% |
60% |
False |
False |
5,096 |
| 80 |
2,449.34 |
2,016.41 |
432.93 |
18.6% |
31.52 |
1.4% |
73% |
False |
False |
5,191 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
28.85 |
1.2% |
75% |
False |
False |
5,271 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
27.59 |
1.2% |
75% |
False |
False |
5,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,473.90 |
|
2.618 |
2,420.53 |
|
1.618 |
2,387.83 |
|
1.000 |
2,367.62 |
|
0.618 |
2,355.13 |
|
HIGH |
2,334.92 |
|
0.618 |
2,322.43 |
|
0.500 |
2,318.57 |
|
0.382 |
2,314.71 |
|
LOW |
2,302.22 |
|
0.618 |
2,282.01 |
|
1.000 |
2,269.52 |
|
1.618 |
2,249.31 |
|
2.618 |
2,216.61 |
|
4.250 |
2,163.25 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,328.22 |
2,328.10 |
| PP |
2,323.40 |
2,323.15 |
| S1 |
2,318.57 |
2,318.20 |
|