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 |
5,081.0 |
4,992.0 |
-89.0 |
-1.8% |
5,060.0 |
High |
5,085.0 |
5,003.0 |
-82.0 |
-1.6% |
5,092.0 |
Low |
4,971.0 |
4,860.0 |
-111.0 |
-2.2% |
4,860.0 |
Close |
4,977.0 |
4,883.0 |
-94.0 |
-1.9% |
4,883.0 |
Range |
114.0 |
143.0 |
29.0 |
25.4% |
232.0 |
ATR |
63.9 |
69.6 |
5.6 |
8.8% |
0.0 |
Volume |
191,863 |
610,061 |
418,198 |
218.0% |
1,031,651 |
|
Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,344.3 |
5,256.7 |
4,961.7 |
|
R3 |
5,201.3 |
5,113.7 |
4,922.3 |
|
R2 |
5,058.3 |
5,058.3 |
4,909.2 |
|
R1 |
4,970.7 |
4,970.7 |
4,896.1 |
4,943.0 |
PP |
4,915.3 |
4,915.3 |
4,915.3 |
4,901.5 |
S1 |
4,827.7 |
4,827.7 |
4,869.9 |
4,800.0 |
S2 |
4,772.3 |
4,772.3 |
4,856.8 |
|
S3 |
4,629.3 |
4,684.7 |
4,843.7 |
|
S4 |
4,486.3 |
4,541.7 |
4,804.4 |
|
|
Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,641.0 |
5,494.0 |
5,010.6 |
|
R3 |
5,409.0 |
5,262.0 |
4,946.8 |
|
R2 |
5,177.0 |
5,177.0 |
4,925.5 |
|
R1 |
5,030.0 |
5,030.0 |
4,904.3 |
4,987.5 |
PP |
4,945.0 |
4,945.0 |
4,945.0 |
4,923.8 |
S1 |
4,798.0 |
4,798.0 |
4,861.7 |
4,755.5 |
S2 |
4,713.0 |
4,713.0 |
4,840.5 |
|
S3 |
4,481.0 |
4,566.0 |
4,819.2 |
|
S4 |
4,249.0 |
4,334.0 |
4,755.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,092.0 |
4,860.0 |
232.0 |
4.8% |
96.0 |
2.0% |
10% |
False |
True |
206,330 |
10 |
5,132.0 |
4,860.0 |
272.0 |
5.6% |
76.9 |
1.6% |
8% |
False |
True |
113,268 |
20 |
5,132.0 |
4,860.0 |
272.0 |
5.6% |
60.6 |
1.2% |
8% |
False |
True |
59,658 |
40 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
54.5 |
1.1% |
12% |
False |
False |
30,866 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
49.7 |
1.0% |
12% |
False |
False |
20,596 |
80 |
5,151.0 |
4,761.0 |
390.0 |
8.0% |
39.8 |
0.8% |
31% |
False |
False |
15,499 |
100 |
5,151.0 |
4,463.0 |
688.0 |
14.1% |
31.9 |
0.7% |
61% |
False |
False |
12,404 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.4% |
26.5 |
0.5% |
64% |
False |
False |
10,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,610.8 |
2.618 |
5,377.4 |
1.618 |
5,234.4 |
1.000 |
5,146.0 |
0.618 |
5,091.4 |
HIGH |
5,003.0 |
0.618 |
4,948.4 |
0.500 |
4,931.5 |
0.382 |
4,914.6 |
LOW |
4,860.0 |
0.618 |
4,771.6 |
1.000 |
4,717.0 |
1.618 |
4,628.6 |
2.618 |
4,485.6 |
4.250 |
4,252.3 |
|
|
Fisher Pivots for day following 14-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
4,931.5 |
4,976.0 |
PP |
4,915.3 |
4,945.0 |
S1 |
4,899.2 |
4,914.0 |
|