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 |
5,548.00 |
5,561.75 |
13.75 |
0.2% |
5,412.50 |
High |
5,562.75 |
5,588.00 |
25.25 |
0.5% |
5,519.50 |
Low |
5,541.50 |
5,525.50 |
-16.00 |
-0.3% |
5,398.50 |
Close |
5,559.75 |
5,544.50 |
-15.25 |
-0.3% |
5,502.25 |
Range |
21.25 |
62.50 |
41.25 |
194.1% |
121.00 |
ATR |
52.36 |
53.08 |
0.72 |
1.4% |
0.00 |
Volume |
1,561,429 |
1,811,776 |
250,347 |
16.0% |
1,827,247 |
|
Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,740.25 |
5,704.75 |
5,579.00 |
|
R3 |
5,677.75 |
5,642.25 |
5,561.75 |
|
R2 |
5,615.25 |
5,615.25 |
5,556.00 |
|
R1 |
5,579.75 |
5,579.75 |
5,550.25 |
5,566.25 |
PP |
5,552.75 |
5,552.75 |
5,552.75 |
5,546.00 |
S1 |
5,517.25 |
5,517.25 |
5,538.75 |
5,503.75 |
S2 |
5,490.25 |
5,490.25 |
5,533.00 |
|
S3 |
5,427.75 |
5,454.75 |
5,527.25 |
|
S4 |
5,365.25 |
5,392.25 |
5,510.00 |
|
|
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 |
5,588.00 |
5,462.50 |
125.50 |
2.3% |
49.00 |
0.9% |
65% |
True |
False |
1,417,068 |
10 |
5,588.00 |
5,392.50 |
195.50 |
3.5% |
49.25 |
0.9% |
78% |
True |
False |
738,068 |
20 |
5,588.00 |
5,267.25 |
320.75 |
5.8% |
54.75 |
1.0% |
86% |
True |
False |
376,027 |
40 |
5,588.00 |
5,078.75 |
509.25 |
9.2% |
53.00 |
1.0% |
91% |
True |
False |
189,317 |
60 |
5,588.00 |
5,019.75 |
568.25 |
10.2% |
58.00 |
1.0% |
92% |
True |
False |
126,911 |
80 |
5,588.00 |
5,019.75 |
568.25 |
10.2% |
55.50 |
1.0% |
92% |
True |
False |
95,495 |
100 |
5,588.00 |
4,967.50 |
620.50 |
11.2% |
54.50 |
1.0% |
93% |
True |
False |
76,446 |
120 |
5,588.00 |
4,803.25 |
784.75 |
14.2% |
52.50 |
0.9% |
94% |
True |
False |
63,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,853.50 |
2.618 |
5,751.50 |
1.618 |
5,689.00 |
1.000 |
5,650.50 |
0.618 |
5,626.50 |
HIGH |
5,588.00 |
0.618 |
5,564.00 |
0.500 |
5,556.75 |
0.382 |
5,549.50 |
LOW |
5,525.50 |
0.618 |
5,487.00 |
1.000 |
5,463.00 |
1.618 |
5,424.50 |
2.618 |
5,362.00 |
4.250 |
5,260.00 |
|
|
Fisher Pivots for day following 20-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,556.75 |
5,542.50 |
PP |
5,552.75 |
5,540.75 |
S1 |
5,548.50 |
5,539.00 |
|