| 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 |
2,303.99 |
2,332.75 |
28.76 |
1.2% |
2,291.85 |
| High |
2,334.92 |
2,333.02 |
-1.90 |
-0.1% |
2,339.48 |
| Low |
2,302.22 |
2,311.15 |
8.93 |
0.4% |
2,289.43 |
| Close |
2,333.05 |
2,319.06 |
-13.99 |
-0.6% |
2,333.05 |
| Range |
32.70 |
21.87 |
-10.83 |
-33.1% |
50.05 |
| ATR |
33.56 |
32.73 |
-0.83 |
-2.5% |
0.00 |
| Volume |
5,320 |
5,325 |
5 |
0.1% |
26,334 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.69 |
2,374.74 |
2,331.09 |
|
| R3 |
2,364.82 |
2,352.87 |
2,325.07 |
|
| R2 |
2,342.95 |
2,342.95 |
2,323.07 |
|
| R1 |
2,331.00 |
2,331.00 |
2,321.06 |
2,326.04 |
| PP |
2,321.08 |
2,321.08 |
2,321.08 |
2,318.60 |
| S1 |
2,309.13 |
2,309.13 |
2,317.06 |
2,304.17 |
| S2 |
2,299.21 |
2,299.21 |
2,315.05 |
|
| S3 |
2,277.34 |
2,287.26 |
2,313.05 |
|
| S4 |
2,255.47 |
2,265.39 |
2,307.03 |
|
|
| 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 |
2,296.92 |
42.56 |
1.8% |
26.17 |
1.1% |
52% |
False |
False |
5,301 |
| 10 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
33.94 |
1.5% |
32% |
False |
False |
5,235 |
| 20 |
2,449.34 |
2,287.64 |
161.70 |
7.0% |
33.12 |
1.4% |
19% |
False |
False |
5,164 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.2% |
32.90 |
1.4% |
22% |
False |
False |
5,154 |
| 60 |
2,449.34 |
2,159.42 |
289.92 |
12.5% |
34.23 |
1.5% |
55% |
False |
False |
5,101 |
| 80 |
2,449.34 |
2,016.41 |
432.93 |
18.7% |
31.62 |
1.4% |
70% |
False |
False |
5,187 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
20.0% |
28.84 |
1.2% |
72% |
False |
False |
5,269 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
20.0% |
27.58 |
1.2% |
72% |
False |
False |
5,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,425.97 |
|
2.618 |
2,390.28 |
|
1.618 |
2,368.41 |
|
1.000 |
2,354.89 |
|
0.618 |
2,346.54 |
|
HIGH |
2,333.02 |
|
0.618 |
2,324.67 |
|
0.500 |
2,322.09 |
|
0.382 |
2,319.50 |
|
LOW |
2,311.15 |
|
0.618 |
2,297.63 |
|
1.000 |
2,289.28 |
|
1.618 |
2,275.76 |
|
2.618 |
2,253.89 |
|
4.250 |
2,218.20 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,322.09 |
2,318.01 |
| PP |
2,321.08 |
2,316.97 |
| S1 |
2,320.07 |
2,315.92 |
|