| Trading Metrics calculated at close of trading on 18-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,332.75 |
2,319.09 |
-13.66 |
-0.6% |
2,291.85 |
| High |
2,333.02 |
2,332.24 |
-0.78 |
0.0% |
2,339.48 |
| Low |
2,311.15 |
2,307.45 |
-3.70 |
-0.2% |
2,289.43 |
| Close |
2,319.06 |
2,329.40 |
10.34 |
0.4% |
2,333.05 |
| Range |
21.87 |
24.79 |
2.92 |
13.4% |
50.05 |
| ATR |
32.73 |
32.16 |
-0.57 |
-1.7% |
0.00 |
| Volume |
5,325 |
5,404 |
79 |
1.5% |
26,334 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.40 |
2,388.19 |
2,343.03 |
|
| R3 |
2,372.61 |
2,363.40 |
2,336.22 |
|
| R2 |
2,347.82 |
2,347.82 |
2,333.94 |
|
| R1 |
2,338.61 |
2,338.61 |
2,331.67 |
2,343.22 |
| PP |
2,323.03 |
2,323.03 |
2,323.03 |
2,325.33 |
| S1 |
2,313.82 |
2,313.82 |
2,327.13 |
2,318.43 |
| S2 |
2,298.24 |
2,298.24 |
2,324.86 |
|
| S3 |
2,273.45 |
2,289.03 |
2,322.58 |
|
| S4 |
2,248.66 |
2,264.24 |
2,315.77 |
|
|
| 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% |
27.03 |
1.2% |
76% |
False |
False |
5,315 |
| 10 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
33.03 |
1.4% |
42% |
False |
False |
5,249 |
| 20 |
2,432.26 |
2,287.64 |
144.62 |
6.2% |
32.54 |
1.4% |
29% |
False |
False |
5,198 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.2% |
31.86 |
1.4% |
28% |
False |
False |
5,167 |
| 60 |
2,449.34 |
2,164.60 |
284.74 |
12.2% |
34.21 |
1.5% |
58% |
False |
False |
5,103 |
| 80 |
2,449.34 |
2,025.08 |
424.26 |
18.2% |
31.62 |
1.4% |
72% |
False |
False |
5,184 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
28.99 |
1.2% |
74% |
False |
False |
5,268 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
27.66 |
1.2% |
74% |
False |
False |
5,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,437.60 |
|
2.618 |
2,397.14 |
|
1.618 |
2,372.35 |
|
1.000 |
2,357.03 |
|
0.618 |
2,347.56 |
|
HIGH |
2,332.24 |
|
0.618 |
2,322.77 |
|
0.500 |
2,319.85 |
|
0.382 |
2,316.92 |
|
LOW |
2,307.45 |
|
0.618 |
2,292.13 |
|
1.000 |
2,282.66 |
|
1.618 |
2,267.34 |
|
2.618 |
2,242.55 |
|
4.250 |
2,202.09 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,326.22 |
2,325.79 |
| PP |
2,323.03 |
2,322.18 |
| S1 |
2,319.85 |
2,318.57 |
|