Trading Metrics calculated at close of trading on 20-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
4,953.0 |
4,928.0 |
-25.0 |
-0.5% |
5,060.0 |
High |
4,974.0 |
4,995.0 |
21.0 |
0.4% |
5,092.0 |
Low |
4,926.0 |
4,921.0 |
-5.0 |
-0.1% |
4,860.0 |
Close |
4,955.0 |
4,988.0 |
33.0 |
0.7% |
4,883.0 |
Range |
48.0 |
74.0 |
26.0 |
54.2% |
232.0 |
ATR |
68.4 |
68.8 |
0.4 |
0.6% |
0.0 |
Volume |
1,297,589 |
743,877 |
-553,712 |
-42.7% |
1,031,651 |
|
Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,190.0 |
5,163.0 |
5,028.7 |
|
R3 |
5,116.0 |
5,089.0 |
5,008.4 |
|
R2 |
5,042.0 |
5,042.0 |
5,001.6 |
|
R1 |
5,015.0 |
5,015.0 |
4,994.8 |
5,028.5 |
PP |
4,968.0 |
4,968.0 |
4,968.0 |
4,974.8 |
S1 |
4,941.0 |
4,941.0 |
4,981.2 |
4,954.5 |
S2 |
4,894.0 |
4,894.0 |
4,974.4 |
|
S3 |
4,820.0 |
4,867.0 |
4,967.7 |
|
S4 |
4,746.0 |
4,793.0 |
4,947.3 |
|
|
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 |
5,085.0 |
4,860.0 |
225.0 |
4.5% |
90.2 |
1.8% |
57% |
False |
False |
778,130 |
10 |
5,132.0 |
4,860.0 |
272.0 |
5.5% |
76.3 |
1.5% |
47% |
False |
False |
417,452 |
20 |
5,132.0 |
4,860.0 |
272.0 |
5.5% |
67.0 |
1.3% |
47% |
False |
False |
214,043 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.8% |
55.1 |
1.1% |
44% |
False |
False |
108,072 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
52.2 |
1.0% |
47% |
False |
False |
72,073 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
42.2 |
0.8% |
47% |
False |
False |
54,100 |
100 |
5,151.0 |
4,625.0 |
526.0 |
10.5% |
33.8 |
0.7% |
69% |
False |
False |
43,291 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.1% |
28.2 |
0.6% |
78% |
False |
False |
36,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,309.5 |
2.618 |
5,188.7 |
1.618 |
5,114.7 |
1.000 |
5,069.0 |
0.618 |
5,040.7 |
HIGH |
4,995.0 |
0.618 |
4,966.7 |
0.500 |
4,958.0 |
0.382 |
4,949.3 |
LOW |
4,921.0 |
0.618 |
4,875.3 |
1.000 |
4,847.0 |
1.618 |
4,801.3 |
2.618 |
4,727.3 |
4.250 |
4,606.5 |
|
|
Fisher Pivots for day following 20-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
4,978.0 |
4,971.0 |
PP |
4,968.0 |
4,954.0 |
S1 |
4,958.0 |
4,937.0 |
|