| 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 |
8,176.5 |
8,175.0 |
-1.5 |
0.0% |
8,227.0 |
| High |
8,206.0 |
8,205.0 |
-1.0 |
0.0% |
8,273.5 |
| Low |
8,123.5 |
8,159.0 |
35.5 |
0.4% |
8,116.0 |
| Close |
8,147.0 |
8,194.5 |
47.5 |
0.6% |
8,160.5 |
| Range |
82.5 |
46.0 |
-36.5 |
-44.2% |
157.5 |
| ATR |
88.2 |
86.0 |
-2.2 |
-2.4% |
0.0 |
| Volume |
333,344 |
272,067 |
-61,277 |
-18.4% |
589,399 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,324.0 |
8,305.5 |
8,220.0 |
|
| R3 |
8,278.0 |
8,259.5 |
8,207.0 |
|
| R2 |
8,232.0 |
8,232.0 |
8,203.0 |
|
| R1 |
8,213.5 |
8,213.5 |
8,198.5 |
8,223.0 |
| PP |
8,186.0 |
8,186.0 |
8,186.0 |
8,191.0 |
| S1 |
8,167.5 |
8,167.5 |
8,190.5 |
8,177.0 |
| S2 |
8,140.0 |
8,140.0 |
8,186.0 |
|
| S3 |
8,094.0 |
8,121.5 |
8,182.0 |
|
| S4 |
8,048.0 |
8,075.5 |
8,169.0 |
|
|
| 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 |
8,251.5 |
8,116.0 |
135.5 |
1.7% |
81.0 |
1.0% |
58% |
False |
False |
203,584 |
| 10 |
8,317.0 |
8,116.0 |
201.0 |
2.5% |
84.0 |
1.0% |
39% |
False |
False |
140,991 |
| 20 |
8,458.0 |
8,116.0 |
342.0 |
4.2% |
89.5 |
1.1% |
23% |
False |
False |
115,835 |
| 40 |
8,489.0 |
7,966.0 |
523.0 |
6.4% |
78.0 |
1.0% |
44% |
False |
False |
99,314 |
| 60 |
8,489.0 |
7,766.5 |
722.5 |
8.8% |
81.5 |
1.0% |
59% |
False |
False |
99,677 |
| 80 |
8,489.0 |
7,611.5 |
877.5 |
10.7% |
73.0 |
0.9% |
66% |
False |
False |
90,644 |
| 100 |
8,489.0 |
7,486.0 |
1,003.0 |
12.2% |
62.0 |
0.8% |
71% |
False |
False |
72,519 |
| 120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.7% |
54.5 |
0.7% |
72% |
False |
False |
60,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,400.5 |
|
2.618 |
8,325.5 |
|
1.618 |
8,279.5 |
|
1.000 |
8,251.0 |
|
0.618 |
8,233.5 |
|
HIGH |
8,205.0 |
|
0.618 |
8,187.5 |
|
0.500 |
8,182.0 |
|
0.382 |
8,176.5 |
|
LOW |
8,159.0 |
|
0.618 |
8,130.5 |
|
1.000 |
8,113.0 |
|
1.618 |
8,084.5 |
|
2.618 |
8,038.5 |
|
4.250 |
7,963.5 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,190.5 |
8,185.0 |
| PP |
8,186.0 |
8,175.0 |
| S1 |
8,182.0 |
8,165.5 |
|