| 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 |
2,037.0 |
2,010.0 |
-27.0 |
-1.3% |
2,027.7 |
| High |
2,038.5 |
2,029.9 |
-8.6 |
-0.4% |
2,095.2 |
| Low |
1,999.1 |
1,993.5 |
-5.6 |
-0.3% |
1,999.1 |
| Close |
2,008.0 |
2,024.2 |
16.2 |
0.8% |
2,008.0 |
| Range |
39.4 |
36.4 |
-3.0 |
-7.6% |
96.1 |
| ATR |
38.0 |
37.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
277,013 |
267,472 |
-9,541 |
-3.4% |
1,165,847 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.1 |
2,111.0 |
2,044.2 |
|
| R3 |
2,088.7 |
2,074.6 |
2,034.2 |
|
| R2 |
2,052.3 |
2,052.3 |
2,030.9 |
|
| R1 |
2,038.2 |
2,038.2 |
2,027.5 |
2,045.3 |
| PP |
2,015.9 |
2,015.9 |
2,015.9 |
2,019.4 |
| S1 |
2,001.8 |
2,001.8 |
2,020.9 |
2,008.9 |
| S2 |
1,979.5 |
1,979.5 |
2,017.5 |
|
| S3 |
1,943.1 |
1,965.4 |
2,014.2 |
|
| S4 |
1,906.7 |
1,929.0 |
2,004.2 |
|
|
| 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 |
1,993.5 |
101.7 |
5.0% |
45.3 |
2.2% |
30% |
False |
True |
253,753 |
| 10 |
2,095.2 |
1,993.5 |
101.7 |
5.0% |
38.7 |
1.9% |
30% |
False |
True |
208,027 |
| 20 |
2,118.8 |
1,993.5 |
125.3 |
6.2% |
36.3 |
1.8% |
25% |
False |
True |
190,309 |
| 40 |
2,132.5 |
1,958.7 |
173.8 |
8.6% |
35.6 |
1.8% |
38% |
False |
False |
177,190 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
37.9 |
1.9% |
43% |
False |
False |
187,603 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
37.1 |
1.8% |
43% |
False |
False |
169,758 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
38.0 |
1.9% |
43% |
False |
False |
135,867 |
| 120 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
37.9 |
1.9% |
43% |
False |
False |
113,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,184.6 |
|
2.618 |
2,125.2 |
|
1.618 |
2,088.8 |
|
1.000 |
2,066.3 |
|
0.618 |
2,052.4 |
|
HIGH |
2,029.9 |
|
0.618 |
2,016.0 |
|
0.500 |
2,011.7 |
|
0.382 |
2,007.4 |
|
LOW |
1,993.5 |
|
0.618 |
1,971.0 |
|
1.000 |
1,957.1 |
|
1.618 |
1,934.6 |
|
2.618 |
1,898.2 |
|
4.250 |
1,838.8 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,020.0 |
2,033.8 |
| PP |
2,015.9 |
2,030.6 |
| S1 |
2,011.7 |
2,027.4 |
|