| 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 |
2,340.9 |
2,319.6 |
-21.3 |
-0.9% |
2,311.0 |
| High |
2,342.4 |
2,352.3 |
9.9 |
0.4% |
2,358.8 |
| Low |
2,310.9 |
2,316.7 |
5.8 |
0.3% |
2,304.5 |
| Close |
2,318.0 |
2,349.1 |
31.1 |
1.3% |
2,349.1 |
| Range |
31.5 |
35.6 |
4.1 |
13.0% |
54.3 |
| ATR |
39.1 |
38.8 |
-0.2 |
-0.6% |
0.0 |
| Volume |
182,657 |
163,367 |
-19,290 |
-10.6% |
876,083 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.2 |
2,433.2 |
2,368.7 |
|
| R3 |
2,410.6 |
2,397.6 |
2,358.9 |
|
| R2 |
2,375.0 |
2,375.0 |
2,355.6 |
|
| R1 |
2,362.0 |
2,362.0 |
2,352.4 |
2,368.5 |
| PP |
2,339.4 |
2,339.4 |
2,339.4 |
2,342.6 |
| S1 |
2,326.4 |
2,326.4 |
2,345.8 |
2,332.9 |
| S2 |
2,303.8 |
2,303.8 |
2,342.6 |
|
| S3 |
2,268.2 |
2,290.8 |
2,339.3 |
|
| S4 |
2,232.6 |
2,255.2 |
2,329.5 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.4 |
2,479.0 |
2,379.0 |
|
| R3 |
2,446.1 |
2,424.7 |
2,364.0 |
|
| R2 |
2,391.8 |
2,391.8 |
2,359.1 |
|
| R1 |
2,370.4 |
2,370.4 |
2,354.1 |
2,381.1 |
| PP |
2,337.5 |
2,337.5 |
2,337.5 |
2,342.8 |
| S1 |
2,316.1 |
2,316.1 |
2,344.1 |
2,326.8 |
| S2 |
2,283.2 |
2,283.2 |
2,339.1 |
|
| S3 |
2,228.9 |
2,261.8 |
2,334.2 |
|
| S4 |
2,174.6 |
2,207.5 |
2,319.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,358.8 |
2,304.5 |
54.3 |
2.3% |
29.7 |
1.3% |
82% |
False |
False |
175,216 |
| 10 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
38.7 |
1.6% |
44% |
False |
False |
187,939 |
| 20 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
38.6 |
1.6% |
26% |
False |
False |
141,966 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
37.6 |
1.6% |
26% |
False |
False |
85,267 |
| 60 |
2,477.0 |
2,199.7 |
277.3 |
11.8% |
39.0 |
1.7% |
54% |
False |
False |
59,604 |
| 80 |
2,477.0 |
2,063.7 |
413.3 |
17.6% |
35.3 |
1.5% |
69% |
False |
False |
45,406 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.8% |
32.2 |
1.4% |
71% |
False |
False |
36,817 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.8% |
30.6 |
1.3% |
71% |
False |
False |
30,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,503.6 |
|
2.618 |
2,445.5 |
|
1.618 |
2,409.9 |
|
1.000 |
2,387.9 |
|
0.618 |
2,374.3 |
|
HIGH |
2,352.3 |
|
0.618 |
2,338.7 |
|
0.500 |
2,334.5 |
|
0.382 |
2,330.3 |
|
LOW |
2,316.7 |
|
0.618 |
2,294.7 |
|
1.000 |
2,281.1 |
|
1.618 |
2,259.1 |
|
2.618 |
2,223.5 |
|
4.250 |
2,165.4 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,344.2 |
2,344.4 |
| PP |
2,339.4 |
2,339.6 |
| S1 |
2,334.5 |
2,334.9 |
|