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 |
5,435.50 |
5,480.25 |
44.75 |
0.8% |
5,351.50 |
High |
5,494.00 |
5,494.00 |
0.00 |
0.0% |
5,454.50 |
Low |
5,424.75 |
5,473.50 |
48.75 |
0.9% |
5,334.50 |
Close |
5,478.50 |
5,491.00 |
12.50 |
0.2% |
5,437.50 |
Range |
69.25 |
20.50 |
-48.75 |
-70.4% |
120.00 |
ATR |
54.58 |
52.15 |
-2.43 |
-4.5% |
0.00 |
Volume |
1,589,643 |
820,053 |
-769,590 |
-48.4% |
7,971,751 |
|
Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,547.75 |
5,539.75 |
5,502.25 |
|
R3 |
5,527.25 |
5,519.25 |
5,496.75 |
|
R2 |
5,506.75 |
5,506.75 |
5,494.75 |
|
R1 |
5,498.75 |
5,498.75 |
5,493.00 |
5,502.75 |
PP |
5,486.25 |
5,486.25 |
5,486.25 |
5,488.00 |
S1 |
5,478.25 |
5,478.25 |
5,489.00 |
5,482.25 |
S2 |
5,465.75 |
5,465.75 |
5,487.25 |
|
S3 |
5,445.25 |
5,457.75 |
5,485.25 |
|
S4 |
5,424.75 |
5,437.25 |
5,479.75 |
|
|
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 |
5,494.00 |
5,380.00 |
114.00 |
2.1% |
50.75 |
0.9% |
97% |
True |
False |
1,556,426 |
10 |
5,494.00 |
5,302.50 |
191.50 |
3.5% |
49.25 |
0.9% |
98% |
True |
False |
1,465,172 |
20 |
5,494.00 |
5,205.50 |
288.50 |
5.3% |
52.75 |
1.0% |
99% |
True |
False |
1,522,191 |
40 |
5,494.00 |
5,022.25 |
471.75 |
8.6% |
53.25 |
1.0% |
99% |
True |
False |
1,420,850 |
60 |
5,494.00 |
4,963.50 |
530.50 |
9.7% |
57.50 |
1.0% |
99% |
True |
False |
1,505,168 |
80 |
5,494.00 |
4,963.50 |
530.50 |
9.7% |
55.75 |
1.0% |
99% |
True |
False |
1,362,886 |
100 |
5,494.00 |
4,921.00 |
573.00 |
10.4% |
55.00 |
1.0% |
99% |
True |
False |
1,091,615 |
120 |
5,494.00 |
4,754.50 |
739.50 |
13.5% |
53.25 |
1.0% |
100% |
True |
False |
910,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,581.00 |
2.618 |
5,547.75 |
1.618 |
5,527.25 |
1.000 |
5,514.50 |
0.618 |
5,506.75 |
HIGH |
5,494.00 |
0.618 |
5,486.25 |
0.500 |
5,483.75 |
0.382 |
5,481.25 |
LOW |
5,473.50 |
0.618 |
5,460.75 |
1.000 |
5,453.00 |
1.618 |
5,440.25 |
2.618 |
5,419.75 |
4.250 |
5,386.50 |
|
|
Fisher Pivots for day following 18-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,488.50 |
5,476.00 |
PP |
5,486.25 |
5,461.00 |
S1 |
5,483.75 |
5,446.00 |
|