| Trading Metrics calculated at close of trading on 24-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,359.71 |
2,319.20 |
-40.51 |
-1.7% |
2,332.75 |
| High |
2,367.22 |
2,334.36 |
-32.86 |
-1.4% |
2,367.22 |
| Low |
2,317.85 |
2,318.15 |
0.30 |
0.0% |
2,307.45 |
| Close |
2,320.90 |
2,333.86 |
12.96 |
0.6% |
2,320.90 |
| Range |
49.37 |
16.21 |
-33.16 |
-67.2% |
59.77 |
| ATR |
33.66 |
32.41 |
-1.25 |
-3.7% |
0.00 |
| Volume |
5,336 |
5,312 |
-24 |
-0.4% |
21,408 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,377.42 |
2,371.85 |
2,342.78 |
|
| R3 |
2,361.21 |
2,355.64 |
2,338.32 |
|
| R2 |
2,345.00 |
2,345.00 |
2,336.83 |
|
| R1 |
2,339.43 |
2,339.43 |
2,335.35 |
2,342.22 |
| PP |
2,328.79 |
2,328.79 |
2,328.79 |
2,330.18 |
| S1 |
2,323.22 |
2,323.22 |
2,332.37 |
2,326.01 |
| S2 |
2,312.58 |
2,312.58 |
2,330.89 |
|
| S3 |
2,296.37 |
2,307.01 |
2,329.40 |
|
| S4 |
2,280.16 |
2,290.80 |
2,324.94 |
|
|
| 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 |
2,307.45 |
59.77 |
2.6% |
29.68 |
1.3% |
44% |
False |
False |
5,344 |
| 10 |
2,367.22 |
2,289.43 |
77.79 |
3.3% |
28.11 |
1.2% |
57% |
False |
False |
5,305 |
| 20 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
31.33 |
1.3% |
47% |
False |
False |
5,246 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.2% |
32.13 |
1.4% |
31% |
False |
False |
5,185 |
| 60 |
2,449.34 |
2,188.17 |
261.17 |
11.2% |
34.79 |
1.5% |
56% |
False |
False |
5,101 |
| 80 |
2,449.34 |
2,028.75 |
420.59 |
18.0% |
32.50 |
1.4% |
73% |
False |
False |
5,169 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.8% |
29.55 |
1.3% |
75% |
False |
False |
5,262 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.8% |
28.03 |
1.2% |
75% |
False |
False |
5,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,403.25 |
|
2.618 |
2,376.80 |
|
1.618 |
2,360.59 |
|
1.000 |
2,350.57 |
|
0.618 |
2,344.38 |
|
HIGH |
2,334.36 |
|
0.618 |
2,328.17 |
|
0.500 |
2,326.26 |
|
0.382 |
2,324.34 |
|
LOW |
2,318.15 |
|
0.618 |
2,308.13 |
|
1.000 |
2,301.94 |
|
1.618 |
2,291.92 |
|
2.618 |
2,275.71 |
|
4.250 |
2,249.26 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,331.33 |
2,342.54 |
| PP |
2,328.79 |
2,339.64 |
| S1 |
2,326.26 |
2,336.75 |
|