Trading Metrics calculated at close of trading on 24-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
4,990.0 |
4,956.0 |
-34.0 |
-0.7% |
4,885.0 |
High |
4,992.0 |
5,008.0 |
16.0 |
0.3% |
4,995.0 |
Low |
4,930.0 |
4,932.0 |
2.0 |
0.0% |
4,879.0 |
Close |
4,953.0 |
4,997.0 |
44.0 |
0.9% |
4,953.0 |
Range |
62.0 |
76.0 |
14.0 |
22.6% |
116.0 |
ATR |
68.3 |
68.8 |
0.6 |
0.8% |
0.0 |
Volume |
850,752 |
599,381 |
-251,371 |
-29.5% |
3,939,481 |
|
Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,207.0 |
5,178.0 |
5,038.8 |
|
R3 |
5,131.0 |
5,102.0 |
5,017.9 |
|
R2 |
5,055.0 |
5,055.0 |
5,010.9 |
|
R1 |
5,026.0 |
5,026.0 |
5,004.0 |
5,040.5 |
PP |
4,979.0 |
4,979.0 |
4,979.0 |
4,986.3 |
S1 |
4,950.0 |
4,950.0 |
4,990.0 |
4,964.5 |
S2 |
4,903.0 |
4,903.0 |
4,983.1 |
|
S3 |
4,827.0 |
4,874.0 |
4,976.1 |
|
S4 |
4,751.0 |
4,798.0 |
4,955.2 |
|
|
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 |
5,008.0 |
4,879.0 |
129.0 |
2.6% |
66.4 |
1.3% |
91% |
True |
False |
907,772 |
10 |
5,092.0 |
4,860.0 |
232.0 |
4.6% |
81.2 |
1.6% |
59% |
False |
False |
557,051 |
20 |
5,132.0 |
4,860.0 |
272.0 |
5.4% |
68.0 |
1.4% |
50% |
False |
False |
286,019 |
40 |
5,151.0 |
4,860.0 |
291.0 |
5.8% |
55.5 |
1.1% |
47% |
False |
False |
144,318 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
53.9 |
1.1% |
50% |
False |
False |
96,240 |
80 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
43.9 |
0.9% |
50% |
False |
False |
72,226 |
100 |
5,151.0 |
4,625.0 |
526.0 |
10.5% |
35.2 |
0.7% |
71% |
False |
False |
57,793 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.1% |
29.3 |
0.6% |
80% |
False |
False |
48,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,331.0 |
2.618 |
5,207.0 |
1.618 |
5,131.0 |
1.000 |
5,084.0 |
0.618 |
5,055.0 |
HIGH |
5,008.0 |
0.618 |
4,979.0 |
0.500 |
4,970.0 |
0.382 |
4,961.0 |
LOW |
4,932.0 |
0.618 |
4,885.0 |
1.000 |
4,856.0 |
1.618 |
4,809.0 |
2.618 |
4,733.0 |
4.250 |
4,609.0 |
|
|
Fisher Pivots for day following 24-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
4,988.0 |
4,986.2 |
PP |
4,979.0 |
4,975.3 |
S1 |
4,970.0 |
4,964.5 |
|