| Trading Metrics calculated at close of trading on 19-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
19-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
8,175.0 |
8,200.5 |
25.5 |
0.3% |
8,227.0 |
| High |
8,205.0 |
8,214.0 |
9.0 |
0.1% |
8,273.5 |
| Low |
8,159.0 |
8,163.5 |
4.5 |
0.1% |
8,116.0 |
| Close |
8,194.5 |
8,203.0 |
8.5 |
0.1% |
8,160.5 |
| Range |
46.0 |
50.5 |
4.5 |
9.8% |
157.5 |
| ATR |
86.0 |
83.5 |
-2.5 |
-2.9% |
0.0 |
| Volume |
272,067 |
122,191 |
-149,876 |
-55.1% |
589,399 |
|
| Daily Pivots for day following 19-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,345.0 |
8,324.5 |
8,231.0 |
|
| R3 |
8,294.5 |
8,274.0 |
8,217.0 |
|
| R2 |
8,244.0 |
8,244.0 |
8,212.5 |
|
| R1 |
8,223.5 |
8,223.5 |
8,207.5 |
8,234.0 |
| PP |
8,193.5 |
8,193.5 |
8,193.5 |
8,198.5 |
| S1 |
8,173.0 |
8,173.0 |
8,198.5 |
8,183.0 |
| S2 |
8,143.0 |
8,143.0 |
8,193.5 |
|
| S3 |
8,092.5 |
8,122.5 |
8,189.0 |
|
| S4 |
8,042.0 |
8,072.0 |
8,175.0 |
|
|
| 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 |
8,228.5 |
8,116.0 |
112.5 |
1.4% |
71.0 |
0.9% |
77% |
False |
False |
205,005 |
| 10 |
8,317.0 |
8,116.0 |
201.0 |
2.5% |
83.0 |
1.0% |
43% |
False |
False |
145,857 |
| 20 |
8,458.0 |
8,116.0 |
342.0 |
4.2% |
89.0 |
1.1% |
25% |
False |
False |
118,150 |
| 40 |
8,489.0 |
8,036.0 |
453.0 |
5.5% |
76.0 |
0.9% |
37% |
False |
False |
99,441 |
| 60 |
8,489.0 |
7,766.5 |
722.5 |
8.8% |
80.0 |
1.0% |
60% |
False |
False |
99,362 |
| 80 |
8,489.0 |
7,611.5 |
877.5 |
10.7% |
73.0 |
0.9% |
67% |
False |
False |
92,171 |
| 100 |
8,489.0 |
7,486.0 |
1,003.0 |
12.2% |
62.5 |
0.8% |
71% |
False |
False |
73,741 |
| 120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.7% |
55.0 |
0.7% |
72% |
False |
False |
61,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,428.5 |
|
2.618 |
8,346.0 |
|
1.618 |
8,295.5 |
|
1.000 |
8,264.5 |
|
0.618 |
8,245.0 |
|
HIGH |
8,214.0 |
|
0.618 |
8,194.5 |
|
0.500 |
8,189.0 |
|
0.382 |
8,183.0 |
|
LOW |
8,163.5 |
|
0.618 |
8,132.5 |
|
1.000 |
8,113.0 |
|
1.618 |
8,082.0 |
|
2.618 |
8,031.5 |
|
4.250 |
7,949.0 |
|
|
| Fisher Pivots for day following 19-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,198.0 |
8,191.5 |
| PP |
8,193.5 |
8,180.0 |
| S1 |
8,189.0 |
8,169.0 |
|