| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
19,496.75 |
19,857.25 |
360.50 |
1.8% |
18,835.25 |
| High |
19,871.50 |
19,950.00 |
78.50 |
0.4% |
19,406.50 |
| Low |
19,488.75 |
19,760.50 |
271.75 |
1.4% |
18,675.00 |
| Close |
19,756.25 |
19,863.75 |
107.50 |
0.5% |
19,289.00 |
| Range |
382.75 |
189.50 |
-193.25 |
-50.5% |
731.50 |
| ATR |
255.38 |
250.98 |
-4.40 |
-1.7% |
0.00 |
| Volume |
25,961 |
100,790 |
74,829 |
288.2% |
23,619 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,426.50 |
20,334.75 |
19,968.00 |
|
| R3 |
20,237.00 |
20,145.25 |
19,915.75 |
|
| R2 |
20,047.50 |
20,047.50 |
19,898.50 |
|
| R1 |
19,955.75 |
19,955.75 |
19,881.00 |
20,001.50 |
| PP |
19,858.00 |
19,858.00 |
19,858.00 |
19,881.00 |
| S1 |
19,766.25 |
19,766.25 |
19,846.50 |
19,812.00 |
| S2 |
19,668.50 |
19,668.50 |
19,829.00 |
|
| S3 |
19,479.00 |
19,576.75 |
19,811.75 |
|
| S4 |
19,289.50 |
19,387.25 |
19,759.50 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,318.00 |
21,035.00 |
19,691.25 |
|
| R3 |
20,586.50 |
20,303.50 |
19,490.25 |
|
| R2 |
19,855.00 |
19,855.00 |
19,423.00 |
|
| R1 |
19,572.00 |
19,572.00 |
19,356.00 |
19,713.50 |
| PP |
19,123.50 |
19,123.50 |
19,123.50 |
19,194.25 |
| S1 |
18,840.50 |
18,840.50 |
19,222.00 |
18,982.00 |
| S2 |
18,392.00 |
18,392.00 |
19,155.00 |
|
| S3 |
17,660.50 |
18,109.00 |
19,087.75 |
|
| S4 |
16,929.00 |
17,377.50 |
18,886.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,950.00 |
19,189.75 |
760.25 |
3.8% |
240.75 |
1.2% |
89% |
True |
False |
30,169 |
| 10 |
19,950.00 |
18,482.75 |
1,467.25 |
7.4% |
270.00 |
1.4% |
94% |
True |
False |
17,040 |
| 20 |
19,950.00 |
18,482.75 |
1,467.25 |
7.4% |
234.50 |
1.2% |
94% |
True |
False |
9,218 |
| 40 |
19,950.00 |
17,333.50 |
2,616.50 |
13.2% |
257.00 |
1.3% |
97% |
True |
False |
5,075 |
| 60 |
19,950.00 |
17,333.50 |
2,616.50 |
13.2% |
262.50 |
1.3% |
97% |
True |
False |
3,642 |
| 80 |
19,950.00 |
17,333.50 |
2,616.50 |
13.2% |
262.00 |
1.3% |
97% |
True |
False |
2,793 |
| 100 |
19,950.00 |
17,333.50 |
2,616.50 |
13.2% |
251.50 |
1.3% |
97% |
True |
False |
2,237 |
| 120 |
19,950.00 |
16,747.50 |
3,202.50 |
16.1% |
234.25 |
1.2% |
97% |
True |
False |
1,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,755.50 |
|
2.618 |
20,446.00 |
|
1.618 |
20,256.50 |
|
1.000 |
20,139.50 |
|
0.618 |
20,067.00 |
|
HIGH |
19,950.00 |
|
0.618 |
19,877.50 |
|
0.500 |
19,855.25 |
|
0.382 |
19,833.00 |
|
LOW |
19,760.50 |
|
0.618 |
19,643.50 |
|
1.000 |
19,571.00 |
|
1.618 |
19,454.00 |
|
2.618 |
19,264.50 |
|
4.250 |
18,955.00 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,861.00 |
19,775.50 |
| PP |
19,858.00 |
19,687.25 |
| S1 |
19,855.25 |
19,599.00 |
|