| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,060.2 |
2,037.0 |
-23.2 |
-1.1% |
2,027.7 |
| High |
2,074.0 |
2,038.5 |
-35.5 |
-1.7% |
2,095.2 |
| Low |
2,026.0 |
1,999.1 |
-26.9 |
-1.3% |
1,999.1 |
| Close |
2,041.0 |
2,008.0 |
-33.0 |
-1.6% |
2,008.0 |
| Range |
48.0 |
39.4 |
-8.6 |
-17.9% |
96.1 |
| ATR |
37.7 |
38.0 |
0.3 |
0.8% |
0.0 |
| Volume |
258,239 |
277,013 |
18,774 |
7.3% |
1,165,847 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.4 |
2,110.1 |
2,029.7 |
|
| R3 |
2,094.0 |
2,070.7 |
2,018.8 |
|
| R2 |
2,054.6 |
2,054.6 |
2,015.2 |
|
| R1 |
2,031.3 |
2,031.3 |
2,011.6 |
2,023.3 |
| PP |
2,015.2 |
2,015.2 |
2,015.2 |
2,011.2 |
| S1 |
1,991.9 |
1,991.9 |
2,004.4 |
1,983.9 |
| S2 |
1,975.8 |
1,975.8 |
2,000.8 |
|
| S3 |
1,936.4 |
1,952.5 |
1,997.2 |
|
| S4 |
1,897.0 |
1,913.1 |
1,986.3 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,322.4 |
2,261.3 |
2,060.9 |
|
| R3 |
2,226.3 |
2,165.2 |
2,034.4 |
|
| R2 |
2,130.2 |
2,130.2 |
2,025.6 |
|
| R1 |
2,069.1 |
2,069.1 |
2,016.8 |
2,051.6 |
| PP |
2,034.1 |
2,034.1 |
2,034.1 |
2,025.4 |
| S1 |
1,973.0 |
1,973.0 |
1,999.2 |
1,955.5 |
| S2 |
1,938.0 |
1,938.0 |
1,990.4 |
|
| S3 |
1,841.9 |
1,876.9 |
1,981.6 |
|
| S4 |
1,745.8 |
1,780.8 |
1,955.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,095.2 |
1,999.1 |
96.1 |
4.8% |
44.5 |
2.2% |
9% |
False |
True |
233,169 |
| 10 |
2,104.7 |
1,999.1 |
105.6 |
5.3% |
40.5 |
2.0% |
8% |
False |
True |
201,716 |
| 20 |
2,118.8 |
1,999.1 |
119.7 |
6.0% |
35.1 |
1.7% |
7% |
False |
True |
183,577 |
| 40 |
2,132.5 |
1,915.8 |
216.7 |
10.8% |
36.2 |
1.8% |
43% |
False |
False |
177,592 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.5% |
37.8 |
1.9% |
37% |
False |
False |
186,628 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.5% |
36.9 |
1.8% |
37% |
False |
False |
166,420 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.5% |
38.1 |
1.9% |
37% |
False |
False |
133,194 |
| 120 |
2,167.0 |
1,915.8 |
251.2 |
12.5% |
37.9 |
1.9% |
37% |
False |
False |
111,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,206.0 |
|
2.618 |
2,141.6 |
|
1.618 |
2,102.2 |
|
1.000 |
2,077.9 |
|
0.618 |
2,062.8 |
|
HIGH |
2,038.5 |
|
0.618 |
2,023.4 |
|
0.500 |
2,018.8 |
|
0.382 |
2,014.2 |
|
LOW |
1,999.1 |
|
0.618 |
1,974.8 |
|
1.000 |
1,959.7 |
|
1.618 |
1,935.4 |
|
2.618 |
1,896.0 |
|
4.250 |
1,831.7 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,018.8 |
2,047.2 |
| PP |
2,015.2 |
2,034.1 |
| S1 |
2,011.6 |
2,021.1 |
|