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 |
5,501.75 |
5,500.75 |
-1.00 |
0.0% |
5,412.50 |
High |
5,517.75 |
5,507.75 |
-10.00 |
-0.2% |
5,519.50 |
Low |
5,473.00 |
5,462.50 |
-10.50 |
-0.2% |
5,398.50 |
Close |
5,503.50 |
5,502.25 |
-1.25 |
0.0% |
5,502.25 |
Range |
44.75 |
45.25 |
0.50 |
1.1% |
121.00 |
ATR |
54.12 |
53.48 |
-0.63 |
-1.2% |
0.00 |
Volume |
521,134 |
1,064,929 |
543,795 |
104.3% |
1,827,247 |
|
Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,626.50 |
5,609.75 |
5,527.25 |
|
R3 |
5,581.25 |
5,564.50 |
5,514.75 |
|
R2 |
5,536.00 |
5,536.00 |
5,510.50 |
|
R1 |
5,519.25 |
5,519.25 |
5,506.50 |
5,527.50 |
PP |
5,490.75 |
5,490.75 |
5,490.75 |
5,495.00 |
S1 |
5,474.00 |
5,474.00 |
5,498.00 |
5,482.50 |
S2 |
5,445.50 |
5,445.50 |
5,494.00 |
|
S3 |
5,400.25 |
5,428.75 |
5,489.75 |
|
S4 |
5,355.00 |
5,383.50 |
5,477.25 |
|
|
Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,836.50 |
5,790.25 |
5,568.75 |
|
R3 |
5,715.50 |
5,669.25 |
5,535.50 |
|
R2 |
5,594.50 |
5,594.50 |
5,524.50 |
|
R1 |
5,548.25 |
5,548.25 |
5,513.25 |
5,571.50 |
PP |
5,473.50 |
5,473.50 |
5,473.50 |
5,485.00 |
S1 |
5,427.25 |
5,427.25 |
5,491.25 |
5,450.50 |
S2 |
5,352.50 |
5,352.50 |
5,480.00 |
|
S3 |
5,231.50 |
5,306.25 |
5,469.00 |
|
S4 |
5,110.50 |
5,185.25 |
5,435.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,519.50 |
5,398.50 |
121.00 |
2.2% |
50.75 |
0.9% |
86% |
False |
False |
365,449 |
10 |
5,519.50 |
5,309.00 |
210.50 |
3.8% |
52.25 |
0.9% |
92% |
False |
False |
193,497 |
20 |
5,519.50 |
5,267.25 |
252.25 |
4.6% |
50.50 |
0.9% |
93% |
False |
False |
101,645 |
40 |
5,519.50 |
5,019.75 |
499.75 |
9.1% |
55.00 |
1.0% |
97% |
False |
False |
52,037 |
60 |
5,519.50 |
5,019.75 |
499.75 |
9.1% |
56.50 |
1.0% |
97% |
False |
False |
35,331 |
80 |
5,519.50 |
5,019.75 |
499.75 |
9.1% |
55.50 |
1.0% |
97% |
False |
False |
26,763 |
100 |
5,519.50 |
4,967.50 |
552.00 |
10.0% |
54.00 |
1.0% |
97% |
False |
False |
21,462 |
120 |
5,519.50 |
4,803.25 |
716.25 |
13.0% |
52.00 |
0.9% |
98% |
False |
False |
17,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,700.00 |
2.618 |
5,626.25 |
1.618 |
5,581.00 |
1.000 |
5,553.00 |
0.618 |
5,535.75 |
HIGH |
5,507.75 |
0.618 |
5,490.50 |
0.500 |
5,485.00 |
0.382 |
5,479.75 |
LOW |
5,462.50 |
0.618 |
5,434.50 |
1.000 |
5,417.25 |
1.618 |
5,389.25 |
2.618 |
5,344.00 |
4.250 |
5,270.25 |
|
|
Fisher Pivots for day following 14-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,496.50 |
5,495.50 |
PP |
5,490.75 |
5,488.75 |
S1 |
5,485.00 |
5,482.00 |
|