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 |
5,545.00 |
5,538.50 |
-6.50 |
-0.1% |
5,500.00 |
High |
5,550.75 |
5,558.50 |
7.75 |
0.1% |
5,588.00 |
Low |
5,519.00 |
5,510.25 |
-8.75 |
-0.2% |
5,489.75 |
Close |
5,534.25 |
5,517.00 |
-17.25 |
-0.3% |
5,534.25 |
Range |
31.75 |
48.25 |
16.50 |
52.0% |
98.25 |
ATR |
51.56 |
51.32 |
-0.24 |
-0.5% |
0.00 |
Volume |
1,392,213 |
1,410,359 |
18,146 |
1.3% |
6,891,490 |
|
Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,673.25 |
5,643.50 |
5,543.50 |
|
R3 |
5,625.00 |
5,595.25 |
5,530.25 |
|
R2 |
5,576.75 |
5,576.75 |
5,525.75 |
|
R1 |
5,547.00 |
5,547.00 |
5,521.50 |
5,537.75 |
PP |
5,528.50 |
5,528.50 |
5,528.50 |
5,524.00 |
S1 |
5,498.75 |
5,498.75 |
5,512.50 |
5,489.50 |
S2 |
5,480.25 |
5,480.25 |
5,508.25 |
|
S3 |
5,432.00 |
5,450.50 |
5,503.75 |
|
S4 |
5,383.75 |
5,402.25 |
5,490.50 |
|
|
Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,832.00 |
5,781.50 |
5,588.25 |
|
R3 |
5,733.75 |
5,683.25 |
5,561.25 |
|
R2 |
5,635.50 |
5,635.50 |
5,552.25 |
|
R1 |
5,585.00 |
5,585.00 |
5,543.25 |
5,610.25 |
PP |
5,537.25 |
5,537.25 |
5,537.25 |
5,550.00 |
S1 |
5,486.75 |
5,486.75 |
5,525.25 |
5,512.00 |
S2 |
5,439.00 |
5,439.00 |
5,516.25 |
|
S3 |
5,340.75 |
5,388.50 |
5,507.25 |
|
S4 |
5,242.50 |
5,290.25 |
5,480.25 |
|
|
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 |
5,489.75 |
98.25 |
1.8% |
47.00 |
0.9% |
28% |
False |
False |
1,660,369 |
10 |
5,588.00 |
5,398.50 |
189.50 |
3.4% |
49.00 |
0.9% |
63% |
False |
False |
1,012,909 |
20 |
5,588.00 |
5,267.25 |
320.75 |
5.8% |
51.75 |
0.9% |
78% |
False |
False |
515,150 |
40 |
5,588.00 |
5,092.00 |
496.00 |
9.0% |
50.75 |
0.9% |
86% |
False |
False |
259,202 |
60 |
5,588.00 |
5,019.75 |
568.25 |
10.3% |
58.00 |
1.1% |
88% |
False |
False |
173,582 |
80 |
5,588.00 |
5,019.75 |
568.25 |
10.3% |
56.00 |
1.0% |
88% |
False |
False |
130,522 |
100 |
5,588.00 |
4,967.50 |
620.50 |
11.2% |
54.50 |
1.0% |
89% |
False |
False |
104,461 |
120 |
5,588.00 |
4,803.25 |
784.75 |
14.2% |
52.75 |
1.0% |
91% |
False |
False |
87,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,763.50 |
2.618 |
5,684.75 |
1.618 |
5,636.50 |
1.000 |
5,606.75 |
0.618 |
5,588.25 |
HIGH |
5,558.50 |
0.618 |
5,540.00 |
0.500 |
5,534.50 |
0.382 |
5,528.75 |
LOW |
5,510.25 |
0.618 |
5,480.50 |
1.000 |
5,462.00 |
1.618 |
5,432.25 |
2.618 |
5,384.00 |
4.250 |
5,305.25 |
|
|
Fisher Pivots for day following 24-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,534.50 |
5,549.00 |
PP |
5,528.50 |
5,538.50 |
S1 |
5,522.75 |
5,527.75 |
|