| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,319.09 |
2,328.31 |
9.22 |
0.4% |
2,291.85 |
| High |
2,332.24 |
2,364.33 |
32.09 |
1.4% |
2,339.48 |
| Low |
2,307.45 |
2,328.18 |
20.73 |
0.9% |
2,289.43 |
| Close |
2,329.40 |
2,359.65 |
30.25 |
1.3% |
2,333.05 |
| Range |
24.79 |
36.15 |
11.36 |
45.8% |
50.05 |
| ATR |
32.16 |
32.45 |
0.28 |
0.9% |
0.00 |
| Volume |
5,404 |
5,343 |
-61 |
-1.1% |
26,334 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,459.17 |
2,445.56 |
2,379.53 |
|
| R3 |
2,423.02 |
2,409.41 |
2,369.59 |
|
| R2 |
2,386.87 |
2,386.87 |
2,366.28 |
|
| R1 |
2,373.26 |
2,373.26 |
2,362.96 |
2,380.07 |
| PP |
2,350.72 |
2,350.72 |
2,350.72 |
2,354.12 |
| S1 |
2,337.11 |
2,337.11 |
2,356.34 |
2,343.92 |
| S2 |
2,314.57 |
2,314.57 |
2,353.02 |
|
| S3 |
2,278.42 |
2,300.96 |
2,349.71 |
|
| S4 |
2,242.27 |
2,264.81 |
2,339.77 |
|
|
| 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 |
2,364.33 |
2,296.92 |
67.41 |
2.9% |
28.64 |
1.2% |
93% |
True |
False |
5,325 |
| 10 |
2,386.90 |
2,287.64 |
99.26 |
4.2% |
33.69 |
1.4% |
73% |
False |
False |
5,252 |
| 20 |
2,425.51 |
2,287.64 |
137.87 |
5.8% |
33.25 |
1.4% |
52% |
False |
False |
5,215 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.1% |
31.79 |
1.3% |
46% |
False |
False |
5,178 |
| 60 |
2,449.34 |
2,168.69 |
280.65 |
11.9% |
34.57 |
1.5% |
68% |
False |
False |
5,105 |
| 80 |
2,449.34 |
2,025.08 |
424.26 |
18.0% |
31.95 |
1.4% |
79% |
False |
False |
5,181 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.6% |
29.26 |
1.2% |
81% |
False |
False |
5,266 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.6% |
27.79 |
1.2% |
81% |
False |
False |
5,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,517.97 |
|
2.618 |
2,458.97 |
|
1.618 |
2,422.82 |
|
1.000 |
2,400.48 |
|
0.618 |
2,386.67 |
|
HIGH |
2,364.33 |
|
0.618 |
2,350.52 |
|
0.500 |
2,346.26 |
|
0.382 |
2,341.99 |
|
LOW |
2,328.18 |
|
0.618 |
2,305.84 |
|
1.000 |
2,292.03 |
|
1.618 |
2,269.69 |
|
2.618 |
2,233.54 |
|
4.250 |
2,174.54 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,355.19 |
2,351.73 |
| PP |
2,350.72 |
2,343.81 |
| S1 |
2,346.26 |
2,335.89 |
|