Trading Metrics calculated at close of trading on 13-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
18,415.0 |
18,652.0 |
237.0 |
1.3% |
18,657.0 |
High |
18,672.0 |
18,652.0 |
-20.0 |
-0.1% |
18,818.0 |
Low |
18,413.0 |
18,240.0 |
-173.0 |
-0.9% |
18,402.0 |
Close |
18,665.0 |
18,276.0 |
-389.0 |
-2.1% |
18,583.0 |
Range |
259.0 |
412.0 |
153.0 |
59.1% |
416.0 |
ATR |
212.2 |
227.4 |
15.2 |
7.2% |
0.0 |
Volume |
45,903 |
60,258 |
14,355 |
31.3% |
212,655 |
|
Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,625.3 |
19,362.7 |
18,502.6 |
|
R3 |
19,213.3 |
18,950.7 |
18,389.3 |
|
R2 |
18,801.3 |
18,801.3 |
18,351.5 |
|
R1 |
18,538.7 |
18,538.7 |
18,313.8 |
18,464.0 |
PP |
18,389.3 |
18,389.3 |
18,389.3 |
18,352.0 |
S1 |
18,126.7 |
18,126.7 |
18,238.2 |
18,052.0 |
S2 |
17,977.3 |
17,977.3 |
18,200.5 |
|
S3 |
17,565.3 |
17,714.7 |
18,162.7 |
|
S4 |
17,153.3 |
17,302.7 |
18,049.4 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,849.0 |
19,632.0 |
18,811.8 |
|
R3 |
19,433.0 |
19,216.0 |
18,697.4 |
|
R2 |
19,017.0 |
19,017.0 |
18,659.3 |
|
R1 |
18,800.0 |
18,800.0 |
18,621.1 |
18,700.5 |
PP |
18,601.0 |
18,601.0 |
18,601.0 |
18,551.3 |
S1 |
18,384.0 |
18,384.0 |
18,544.9 |
18,284.5 |
S2 |
18,185.0 |
18,185.0 |
18,506.7 |
|
S3 |
17,769.0 |
17,968.0 |
18,468.6 |
|
S4 |
17,353.0 |
17,552.0 |
18,354.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,684.0 |
18,240.0 |
444.0 |
2.4% |
270.8 |
1.5% |
8% |
False |
True |
49,353 |
10 |
18,818.0 |
18,240.0 |
578.0 |
3.2% |
231.7 |
1.3% |
6% |
False |
True |
45,481 |
20 |
19,018.0 |
18,240.0 |
778.0 |
4.3% |
204.5 |
1.1% |
5% |
False |
True |
39,635 |
40 |
19,018.0 |
17,608.0 |
1,410.0 |
7.7% |
201.5 |
1.1% |
47% |
False |
False |
41,829 |
60 |
19,018.0 |
17,608.0 |
1,410.0 |
7.7% |
198.9 |
1.1% |
47% |
False |
False |
45,495 |
80 |
19,018.0 |
17,359.0 |
1,659.0 |
9.1% |
179.3 |
1.0% |
55% |
False |
False |
36,833 |
100 |
19,018.0 |
16,913.0 |
2,105.0 |
11.5% |
153.5 |
0.8% |
65% |
False |
False |
29,471 |
120 |
19,018.0 |
16,743.0 |
2,275.0 |
12.4% |
139.0 |
0.8% |
67% |
False |
False |
24,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,403.0 |
2.618 |
19,730.6 |
1.618 |
19,318.6 |
1.000 |
19,064.0 |
0.618 |
18,906.6 |
HIGH |
18,652.0 |
0.618 |
18,494.6 |
0.500 |
18,446.0 |
0.382 |
18,397.4 |
LOW |
18,240.0 |
0.618 |
17,985.4 |
1.000 |
17,828.0 |
1.618 |
17,573.4 |
2.618 |
17,161.4 |
4.250 |
16,489.0 |
|
|
Fisher Pivots for day following 13-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,446.0 |
18,456.0 |
PP |
18,389.3 |
18,396.0 |
S1 |
18,332.7 |
18,336.0 |
|