Trading Metrics calculated at close of trading on 14-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
5,436.25 |
5,436.00 |
-0.25 |
0.0% |
5,351.50 |
High |
5,452.75 |
5,443.00 |
-9.75 |
-0.2% |
5,454.50 |
Low |
5,408.50 |
5,397.75 |
-10.75 |
-0.2% |
5,334.50 |
Close |
5,438.50 |
5,437.50 |
-1.00 |
0.0% |
5,437.50 |
Range |
44.25 |
45.25 |
1.00 |
2.3% |
120.00 |
ATR |
54.09 |
53.45 |
-0.63 |
-1.2% |
0.00 |
Volume |
1,682,858 |
1,789,793 |
106,935 |
6.4% |
7,971,751 |
|
Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,561.75 |
5,545.00 |
5,462.50 |
|
R3 |
5,516.50 |
5,499.75 |
5,450.00 |
|
R2 |
5,471.25 |
5,471.25 |
5,445.75 |
|
R1 |
5,454.50 |
5,454.50 |
5,441.75 |
5,463.00 |
PP |
5,426.00 |
5,426.00 |
5,426.00 |
5,430.25 |
S1 |
5,409.25 |
5,409.25 |
5,433.25 |
5,417.50 |
S2 |
5,380.75 |
5,380.75 |
5,429.25 |
|
S3 |
5,335.50 |
5,364.00 |
5,425.00 |
|
S4 |
5,290.25 |
5,318.75 |
5,412.50 |
|
|
Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,768.75 |
5,723.25 |
5,503.50 |
|
R3 |
5,648.75 |
5,603.25 |
5,470.50 |
|
R2 |
5,528.75 |
5,528.75 |
5,459.50 |
|
R1 |
5,483.25 |
5,483.25 |
5,448.50 |
5,506.00 |
PP |
5,408.75 |
5,408.75 |
5,408.75 |
5,420.25 |
S1 |
5,363.25 |
5,363.25 |
5,426.50 |
5,386.00 |
S2 |
5,288.75 |
5,288.75 |
5,415.50 |
|
S3 |
5,168.75 |
5,243.25 |
5,404.50 |
|
S4 |
5,048.75 |
5,123.25 |
5,371.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,454.50 |
5,334.50 |
120.00 |
2.2% |
50.75 |
0.9% |
86% |
False |
False |
1,594,350 |
10 |
5,454.50 |
5,246.75 |
207.75 |
3.8% |
52.00 |
1.0% |
92% |
False |
False |
1,570,665 |
20 |
5,454.50 |
5,205.50 |
249.00 |
4.6% |
50.50 |
0.9% |
93% |
False |
False |
1,505,918 |
40 |
5,454.50 |
4,963.50 |
491.00 |
9.0% |
55.25 |
1.0% |
97% |
False |
False |
1,459,146 |
60 |
5,454.50 |
4,963.50 |
491.00 |
9.0% |
57.00 |
1.0% |
97% |
False |
False |
1,506,500 |
80 |
5,454.50 |
4,963.50 |
491.00 |
9.0% |
56.25 |
1.0% |
97% |
False |
False |
1,333,005 |
100 |
5,454.50 |
4,921.00 |
533.50 |
9.8% |
55.00 |
1.0% |
97% |
False |
False |
1,067,638 |
120 |
5,454.50 |
4,754.50 |
700.00 |
12.9% |
53.25 |
1.0% |
98% |
False |
False |
890,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,635.25 |
2.618 |
5,561.50 |
1.618 |
5,516.25 |
1.000 |
5,488.25 |
0.618 |
5,471.00 |
HIGH |
5,443.00 |
0.618 |
5,425.75 |
0.500 |
5,420.50 |
0.382 |
5,415.00 |
LOW |
5,397.75 |
0.618 |
5,369.75 |
1.000 |
5,352.50 |
1.618 |
5,324.50 |
2.618 |
5,279.25 |
4.250 |
5,205.50 |
|
|
Fisher Pivots for day following 14-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,431.75 |
5,430.75 |
PP |
5,426.00 |
5,424.00 |
S1 |
5,420.50 |
5,417.25 |
|