| 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 |
8,172.5 |
8,176.5 |
4.0 |
0.0% |
8,227.0 |
| High |
8,215.0 |
8,206.0 |
-9.0 |
-0.1% |
8,273.5 |
| Low |
8,116.0 |
8,123.5 |
7.5 |
0.1% |
8,116.0 |
| Close |
8,160.5 |
8,147.0 |
-13.5 |
-0.2% |
8,160.5 |
| Range |
99.0 |
82.5 |
-16.5 |
-16.7% |
157.5 |
| ATR |
88.6 |
88.2 |
-0.4 |
-0.5% |
0.0 |
| Volume |
175,534 |
333,344 |
157,810 |
89.9% |
589,399 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,406.5 |
8,359.0 |
8,192.5 |
|
| R3 |
8,324.0 |
8,276.5 |
8,169.5 |
|
| R2 |
8,241.5 |
8,241.5 |
8,162.0 |
|
| R1 |
8,194.0 |
8,194.0 |
8,154.5 |
8,176.5 |
| PP |
8,159.0 |
8,159.0 |
8,159.0 |
8,150.0 |
| S1 |
8,111.5 |
8,111.5 |
8,139.5 |
8,094.0 |
| S2 |
8,076.5 |
8,076.5 |
8,132.0 |
|
| S3 |
7,994.0 |
8,029.0 |
8,124.5 |
|
| S4 |
7,911.5 |
7,946.5 |
8,101.5 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,656.0 |
8,565.5 |
8,247.0 |
|
| R3 |
8,498.5 |
8,408.0 |
8,204.0 |
|
| R2 |
8,341.0 |
8,341.0 |
8,189.5 |
|
| R1 |
8,250.5 |
8,250.5 |
8,175.0 |
8,217.0 |
| PP |
8,183.5 |
8,183.5 |
8,183.5 |
8,166.5 |
| S1 |
8,093.0 |
8,093.0 |
8,146.0 |
8,059.5 |
| S2 |
8,026.0 |
8,026.0 |
8,131.5 |
|
| S3 |
7,868.5 |
7,935.5 |
8,117.0 |
|
| S4 |
7,711.0 |
7,778.0 |
8,074.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,273.5 |
8,116.0 |
157.5 |
1.9% |
102.0 |
1.3% |
20% |
False |
False |
169,254 |
| 10 |
8,317.0 |
8,116.0 |
201.0 |
2.5% |
86.5 |
1.1% |
15% |
False |
False |
122,720 |
| 20 |
8,473.5 |
8,116.0 |
357.5 |
4.4% |
90.0 |
1.1% |
9% |
False |
False |
104,669 |
| 40 |
8,489.0 |
7,766.5 |
722.5 |
8.9% |
81.5 |
1.0% |
53% |
False |
False |
95,061 |
| 60 |
8,489.0 |
7,733.0 |
756.0 |
9.3% |
82.0 |
1.0% |
55% |
False |
False |
96,209 |
| 80 |
8,489.0 |
7,611.5 |
877.5 |
10.8% |
73.0 |
0.9% |
61% |
False |
False |
87,245 |
| 100 |
8,489.0 |
7,486.0 |
1,003.0 |
12.3% |
61.5 |
0.8% |
66% |
False |
False |
69,798 |
| 120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.8% |
54.5 |
0.7% |
67% |
False |
False |
58,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,556.5 |
|
2.618 |
8,422.0 |
|
1.618 |
8,339.5 |
|
1.000 |
8,288.5 |
|
0.618 |
8,257.0 |
|
HIGH |
8,206.0 |
|
0.618 |
8,174.5 |
|
0.500 |
8,165.0 |
|
0.382 |
8,155.0 |
|
LOW |
8,123.5 |
|
0.618 |
8,072.5 |
|
1.000 |
8,041.0 |
|
1.618 |
7,990.0 |
|
2.618 |
7,907.5 |
|
4.250 |
7,773.0 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,165.0 |
8,172.0 |
| PP |
8,159.0 |
8,164.0 |
| S1 |
8,153.0 |
8,155.5 |
|