| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
8,200.5 |
8,202.5 |
2.0 |
0.0% |
8,227.0 |
| High |
8,214.0 |
8,292.0 |
78.0 |
0.9% |
8,273.5 |
| Low |
8,163.5 |
8,202.5 |
39.0 |
0.5% |
8,116.0 |
| Close |
8,203.0 |
8,272.5 |
69.5 |
0.8% |
8,160.5 |
| Range |
50.5 |
89.5 |
39.0 |
77.2% |
157.5 |
| ATR |
83.5 |
83.9 |
0.4 |
0.5% |
0.0 |
| Volume |
122,191 |
75,972 |
-46,219 |
-37.8% |
589,399 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,524.0 |
8,488.0 |
8,321.5 |
|
| R3 |
8,434.5 |
8,398.5 |
8,297.0 |
|
| R2 |
8,345.0 |
8,345.0 |
8,289.0 |
|
| R1 |
8,309.0 |
8,309.0 |
8,280.5 |
8,327.0 |
| PP |
8,255.5 |
8,255.5 |
8,255.5 |
8,265.0 |
| S1 |
8,219.5 |
8,219.5 |
8,264.5 |
8,237.5 |
| S2 |
8,166.0 |
8,166.0 |
8,256.0 |
|
| S3 |
8,076.5 |
8,130.0 |
8,248.0 |
|
| S4 |
7,987.0 |
8,040.5 |
8,223.5 |
|
|
| 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 |
8,292.0 |
8,116.0 |
176.0 |
2.1% |
73.5 |
0.9% |
89% |
True |
False |
195,821 |
| 10 |
8,317.0 |
8,116.0 |
201.0 |
2.4% |
87.0 |
1.1% |
78% |
False |
False |
145,982 |
| 20 |
8,400.5 |
8,116.0 |
284.5 |
3.4% |
88.0 |
1.1% |
55% |
False |
False |
117,437 |
| 40 |
8,489.0 |
8,040.5 |
448.5 |
5.4% |
77.0 |
0.9% |
52% |
False |
False |
99,185 |
| 60 |
8,489.0 |
7,766.5 |
722.5 |
8.7% |
80.0 |
1.0% |
70% |
False |
False |
98,931 |
| 80 |
8,489.0 |
7,611.5 |
877.5 |
10.6% |
74.0 |
0.9% |
75% |
False |
False |
93,116 |
| 100 |
8,489.0 |
7,486.0 |
1,003.0 |
12.1% |
63.5 |
0.8% |
78% |
False |
False |
74,500 |
| 120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.6% |
55.5 |
0.7% |
79% |
False |
False |
62,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,672.5 |
|
2.618 |
8,526.5 |
|
1.618 |
8,437.0 |
|
1.000 |
8,381.5 |
|
0.618 |
8,347.5 |
|
HIGH |
8,292.0 |
|
0.618 |
8,258.0 |
|
0.500 |
8,247.0 |
|
0.382 |
8,236.5 |
|
LOW |
8,202.5 |
|
0.618 |
8,147.0 |
|
1.000 |
8,113.0 |
|
1.618 |
8,057.5 |
|
2.618 |
7,968.0 |
|
4.250 |
7,822.0 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,264.0 |
8,257.0 |
| PP |
8,255.5 |
8,241.0 |
| S1 |
8,247.0 |
8,225.5 |
|