| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,328.31 |
2,359.71 |
31.40 |
1.3% |
2,332.75 |
| High |
2,364.33 |
2,367.22 |
2.89 |
0.1% |
2,367.22 |
| Low |
2,328.18 |
2,317.85 |
-10.33 |
-0.4% |
2,307.45 |
| Close |
2,359.65 |
2,320.90 |
-38.75 |
-1.6% |
2,320.90 |
| Range |
36.15 |
49.37 |
13.22 |
36.6% |
59.77 |
| ATR |
32.45 |
33.66 |
1.21 |
3.7% |
0.00 |
| Volume |
5,343 |
5,336 |
-7 |
-0.1% |
21,408 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,483.43 |
2,451.54 |
2,348.05 |
|
| R3 |
2,434.06 |
2,402.17 |
2,334.48 |
|
| R2 |
2,384.69 |
2,384.69 |
2,329.95 |
|
| R1 |
2,352.80 |
2,352.80 |
2,325.43 |
2,344.06 |
| PP |
2,335.32 |
2,335.32 |
2,335.32 |
2,330.96 |
| S1 |
2,303.43 |
2,303.43 |
2,316.37 |
2,294.69 |
| S2 |
2,285.95 |
2,285.95 |
2,311.85 |
|
| S3 |
2,236.58 |
2,254.06 |
2,307.32 |
|
| S4 |
2,187.21 |
2,204.69 |
2,293.75 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.17 |
2,475.80 |
2,353.77 |
|
| R3 |
2,451.40 |
2,416.03 |
2,337.34 |
|
| R2 |
2,391.63 |
2,391.63 |
2,331.86 |
|
| R1 |
2,356.26 |
2,356.26 |
2,326.38 |
2,344.06 |
| PP |
2,331.86 |
2,331.86 |
2,331.86 |
2,325.76 |
| S1 |
2,296.49 |
2,296.49 |
2,315.42 |
2,284.29 |
| S2 |
2,272.09 |
2,272.09 |
2,309.94 |
|
| S3 |
2,212.32 |
2,236.72 |
2,304.46 |
|
| S4 |
2,152.55 |
2,176.95 |
2,288.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,367.22 |
2,302.22 |
65.00 |
2.8% |
32.98 |
1.4% |
29% |
True |
False |
5,345 |
| 10 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
36.41 |
1.6% |
34% |
False |
False |
5,262 |
| 20 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
33.28 |
1.4% |
34% |
False |
False |
5,227 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.2% |
32.51 |
1.4% |
23% |
False |
False |
5,183 |
| 60 |
2,449.34 |
2,174.69 |
274.65 |
11.8% |
34.89 |
1.5% |
53% |
False |
False |
5,103 |
| 80 |
2,449.34 |
2,025.08 |
424.26 |
18.3% |
32.44 |
1.4% |
70% |
False |
False |
5,175 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
20.0% |
29.56 |
1.3% |
72% |
False |
False |
5,265 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
20.0% |
28.01 |
1.2% |
72% |
False |
False |
5,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,577.04 |
|
2.618 |
2,496.47 |
|
1.618 |
2,447.10 |
|
1.000 |
2,416.59 |
|
0.618 |
2,397.73 |
|
HIGH |
2,367.22 |
|
0.618 |
2,348.36 |
|
0.500 |
2,342.54 |
|
0.382 |
2,336.71 |
|
LOW |
2,317.85 |
|
0.618 |
2,287.34 |
|
1.000 |
2,268.48 |
|
1.618 |
2,237.97 |
|
2.618 |
2,188.60 |
|
4.250 |
2,108.03 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,342.54 |
2,337.34 |
| PP |
2,335.32 |
2,331.86 |
| S1 |
2,328.11 |
2,326.38 |
|