Trading Metrics calculated at close of trading on 21-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
4,928.0 |
4,990.0 |
62.0 |
1.3% |
4,885.0 |
High |
4,995.0 |
4,992.0 |
-3.0 |
-0.1% |
4,995.0 |
Low |
4,921.0 |
4,930.0 |
9.0 |
0.2% |
4,879.0 |
Close |
4,988.0 |
4,953.0 |
-35.0 |
-0.7% |
4,953.0 |
Range |
74.0 |
62.0 |
-12.0 |
-16.2% |
116.0 |
ATR |
68.8 |
68.3 |
-0.5 |
-0.7% |
0.0 |
Volume |
743,877 |
850,752 |
106,875 |
14.4% |
3,939,481 |
|
Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,144.3 |
5,110.7 |
4,987.1 |
|
R3 |
5,082.3 |
5,048.7 |
4,970.1 |
|
R2 |
5,020.3 |
5,020.3 |
4,964.4 |
|
R1 |
4,986.7 |
4,986.7 |
4,958.7 |
4,972.5 |
PP |
4,958.3 |
4,958.3 |
4,958.3 |
4,951.3 |
S1 |
4,924.7 |
4,924.7 |
4,947.3 |
4,910.5 |
S2 |
4,896.3 |
4,896.3 |
4,941.6 |
|
S3 |
4,834.3 |
4,862.7 |
4,936.0 |
|
S4 |
4,772.3 |
4,800.7 |
4,918.9 |
|
|
Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,290.3 |
5,237.7 |
5,016.8 |
|
R3 |
5,174.3 |
5,121.7 |
4,984.9 |
|
R2 |
5,058.3 |
5,058.3 |
4,974.3 |
|
R1 |
5,005.7 |
5,005.7 |
4,963.6 |
5,032.0 |
PP |
4,942.3 |
4,942.3 |
4,942.3 |
4,955.5 |
S1 |
4,889.7 |
4,889.7 |
4,942.4 |
4,916.0 |
S2 |
4,826.3 |
4,826.3 |
4,931.7 |
|
S3 |
4,710.3 |
4,773.7 |
4,921.1 |
|
S4 |
4,594.3 |
4,657.7 |
4,889.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,003.0 |
4,860.0 |
143.0 |
2.9% |
79.8 |
1.6% |
65% |
False |
False |
909,908 |
10 |
5,125.0 |
4,860.0 |
265.0 |
5.4% |
79.3 |
1.6% |
35% |
False |
False |
499,948 |
20 |
5,132.0 |
4,860.0 |
272.0 |
5.5% |
67.3 |
1.4% |
34% |
False |
False |
256,078 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.9% |
54.9 |
1.1% |
32% |
False |
False |
129,336 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
53.2 |
1.1% |
35% |
False |
False |
86,251 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.2% |
43.0 |
0.9% |
35% |
False |
False |
64,734 |
100 |
5,151.0 |
4,625.0 |
526.0 |
10.6% |
34.4 |
0.7% |
62% |
False |
False |
51,799 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.2% |
28.7 |
0.6% |
74% |
False |
False |
43,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,255.5 |
2.618 |
5,154.3 |
1.618 |
5,092.3 |
1.000 |
5,054.0 |
0.618 |
5,030.3 |
HIGH |
4,992.0 |
0.618 |
4,968.3 |
0.500 |
4,961.0 |
0.382 |
4,953.7 |
LOW |
4,930.0 |
0.618 |
4,891.7 |
1.000 |
4,868.0 |
1.618 |
4,829.7 |
2.618 |
4,767.7 |
4.250 |
4,666.5 |
|
|
Fisher Pivots for day following 21-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
4,961.0 |
4,958.0 |
PP |
4,958.3 |
4,956.3 |
S1 |
4,955.7 |
4,954.7 |
|