Trading Metrics calculated at close of trading on 17-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
5,500.75 |
5,500.00 |
-0.75 |
0.0% |
5,412.50 |
High |
5,507.75 |
5,561.00 |
53.25 |
1.0% |
5,519.50 |
Low |
5,462.50 |
5,489.75 |
27.25 |
0.5% |
5,398.50 |
Close |
5,502.25 |
5,546.25 |
44.00 |
0.8% |
5,502.25 |
Range |
45.25 |
71.25 |
26.00 |
57.5% |
121.00 |
ATR |
53.48 |
54.75 |
1.27 |
2.4% |
0.00 |
Volume |
1,064,929 |
2,126,072 |
1,061,143 |
99.6% |
1,827,247 |
|
Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,746.00 |
5,717.50 |
5,585.50 |
|
R3 |
5,674.75 |
5,646.25 |
5,565.75 |
|
R2 |
5,603.50 |
5,603.50 |
5,559.25 |
|
R1 |
5,575.00 |
5,575.00 |
5,552.75 |
5,589.25 |
PP |
5,532.25 |
5,532.25 |
5,532.25 |
5,539.50 |
S1 |
5,503.75 |
5,503.75 |
5,539.75 |
5,518.00 |
S2 |
5,461.00 |
5,461.00 |
5,533.25 |
|
S3 |
5,389.75 |
5,432.50 |
5,526.75 |
|
S4 |
5,318.50 |
5,361.25 |
5,507.00 |
|
|
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 |
5,561.00 |
5,398.50 |
162.50 |
2.9% |
57.50 |
1.0% |
91% |
True |
False |
784,522 |
10 |
5,561.00 |
5,324.00 |
237.00 |
4.3% |
52.50 |
0.9% |
94% |
True |
False |
405,083 |
20 |
5,561.00 |
5,267.25 |
293.75 |
5.3% |
53.00 |
1.0% |
95% |
True |
False |
207,848 |
40 |
5,561.00 |
5,062.50 |
498.50 |
9.0% |
54.50 |
1.0% |
97% |
True |
False |
105,100 |
60 |
5,561.00 |
5,019.75 |
541.25 |
9.8% |
57.25 |
1.0% |
97% |
True |
False |
70,732 |
80 |
5,561.00 |
5,019.75 |
541.25 |
9.8% |
55.25 |
1.0% |
97% |
True |
False |
53,335 |
100 |
5,561.00 |
4,967.50 |
593.50 |
10.7% |
54.25 |
1.0% |
98% |
True |
False |
42,720 |
120 |
5,561.00 |
4,803.25 |
757.75 |
13.7% |
52.25 |
0.9% |
98% |
True |
False |
35,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,863.75 |
2.618 |
5,747.50 |
1.618 |
5,676.25 |
1.000 |
5,632.25 |
0.618 |
5,605.00 |
HIGH |
5,561.00 |
0.618 |
5,533.75 |
0.500 |
5,525.50 |
0.382 |
5,517.00 |
LOW |
5,489.75 |
0.618 |
5,445.75 |
1.000 |
5,418.50 |
1.618 |
5,374.50 |
2.618 |
5,303.25 |
4.250 |
5,187.00 |
|
|
Fisher Pivots for day following 17-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,539.25 |
5,534.75 |
PP |
5,532.25 |
5,523.25 |
S1 |
5,525.50 |
5,511.75 |
|