Trading Metrics calculated at close of trading on 17-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
19,602.75 |
19,695.00 |
92.25 |
0.5% |
19,025.00 |
High |
19,699.50 |
20,001.00 |
301.50 |
1.5% |
19,699.50 |
Low |
19,501.50 |
19,640.50 |
139.00 |
0.7% |
18,974.25 |
Close |
19,685.50 |
19,921.25 |
235.75 |
1.2% |
19,685.50 |
Range |
198.00 |
360.50 |
162.50 |
82.1% |
725.25 |
ATR |
248.33 |
256.34 |
8.01 |
3.2% |
0.00 |
Volume |
584,288 |
423,232 |
-161,056 |
-27.6% |
2,996,464 |
|
Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,935.75 |
20,789.00 |
20,119.50 |
|
R3 |
20,575.25 |
20,428.50 |
20,020.50 |
|
R2 |
20,214.75 |
20,214.75 |
19,987.25 |
|
R1 |
20,068.00 |
20,068.00 |
19,954.25 |
20,141.50 |
PP |
19,854.25 |
19,854.25 |
19,854.25 |
19,891.00 |
S1 |
19,707.50 |
19,707.50 |
19,888.25 |
19,781.00 |
S2 |
19,493.75 |
19,493.75 |
19,855.25 |
|
S3 |
19,133.25 |
19,347.00 |
19,822.00 |
|
S4 |
18,772.75 |
18,986.50 |
19,723.00 |
|
|
Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,628.75 |
21,382.50 |
20,084.50 |
|
R3 |
20,903.50 |
20,657.25 |
19,885.00 |
|
R2 |
20,178.25 |
20,178.25 |
19,818.50 |
|
R1 |
19,932.00 |
19,932.00 |
19,752.00 |
20,055.00 |
PP |
19,453.00 |
19,453.00 |
19,453.00 |
19,514.75 |
S1 |
19,206.75 |
19,206.75 |
19,619.00 |
19,330.00 |
S2 |
18,727.75 |
18,727.75 |
19,552.50 |
|
S3 |
18,002.50 |
18,481.50 |
19,486.00 |
|
S4 |
17,277.25 |
17,756.25 |
19,286.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,001.00 |
18,994.50 |
1,006.50 |
5.1% |
278.25 |
1.4% |
92% |
True |
False |
569,606 |
10 |
20,001.00 |
18,511.25 |
1,489.75 |
7.5% |
250.50 |
1.3% |
95% |
True |
False |
574,855 |
20 |
20,001.00 |
18,241.25 |
1,759.75 |
8.8% |
250.50 |
1.3% |
95% |
True |
False |
598,335 |
40 |
20,001.00 |
17,148.50 |
2,852.50 |
14.3% |
255.25 |
1.3% |
97% |
True |
False |
584,859 |
60 |
20,001.00 |
17,113.25 |
2,887.75 |
14.5% |
266.25 |
1.3% |
97% |
True |
False |
619,666 |
80 |
20,001.00 |
17,113.25 |
2,887.75 |
14.5% |
265.75 |
1.3% |
97% |
True |
False |
546,483 |
100 |
20,001.00 |
17,113.25 |
2,887.75 |
14.5% |
265.25 |
1.3% |
97% |
True |
False |
437,406 |
120 |
20,001.00 |
16,541.50 |
3,459.50 |
17.4% |
258.25 |
1.3% |
98% |
True |
False |
364,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,533.00 |
2.618 |
20,944.75 |
1.618 |
20,584.25 |
1.000 |
20,361.50 |
0.618 |
20,223.75 |
HIGH |
20,001.00 |
0.618 |
19,863.25 |
0.500 |
19,820.75 |
0.382 |
19,778.25 |
LOW |
19,640.50 |
0.618 |
19,417.75 |
1.000 |
19,280.00 |
1.618 |
19,057.25 |
2.618 |
18,696.75 |
4.250 |
18,108.50 |
|
|
Fisher Pivots for day following 17-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
19,887.75 |
19,864.25 |
PP |
19,854.25 |
19,807.50 |
S1 |
19,820.75 |
19,750.50 |
|