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 |
19,863.50 |
19,954.75 |
91.25 |
0.5% |
19,278.50 |
High |
19,959.00 |
20,271.25 |
312.25 |
1.6% |
19,959.00 |
Low |
19,763.25 |
19,904.00 |
140.75 |
0.7% |
19,227.75 |
Close |
19,945.50 |
20,192.75 |
247.25 |
1.2% |
19,945.50 |
Range |
195.75 |
367.25 |
171.50 |
87.6% |
731.25 |
ATR |
247.04 |
255.62 |
8.59 |
3.5% |
0.00 |
Volume |
241,802 |
648,046 |
406,244 |
168.0% |
385,264 |
|
Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,224.50 |
21,075.75 |
20,394.75 |
|
R3 |
20,857.25 |
20,708.50 |
20,293.75 |
|
R2 |
20,490.00 |
20,490.00 |
20,260.00 |
|
R1 |
20,341.25 |
20,341.25 |
20,226.50 |
20,415.50 |
PP |
20,122.75 |
20,122.75 |
20,122.75 |
20,159.75 |
S1 |
19,974.00 |
19,974.00 |
20,159.00 |
20,048.50 |
S2 |
19,755.50 |
19,755.50 |
20,125.50 |
|
S3 |
19,388.25 |
19,606.75 |
20,091.75 |
|
S4 |
19,021.00 |
19,239.50 |
19,990.75 |
|
|
Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,904.50 |
21,656.25 |
20,347.75 |
|
R3 |
21,173.25 |
20,925.00 |
20,146.50 |
|
R2 |
20,442.00 |
20,442.00 |
20,079.50 |
|
R1 |
20,193.75 |
20,193.75 |
20,012.50 |
20,318.00 |
PP |
19,710.75 |
19,710.75 |
19,710.75 |
19,772.75 |
S1 |
19,462.50 |
19,462.50 |
19,878.50 |
19,586.50 |
S2 |
18,979.50 |
18,979.50 |
19,811.50 |
|
S3 |
18,248.25 |
18,731.25 |
19,744.50 |
|
S4 |
17,517.00 |
18,000.00 |
19,543.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,271.25 |
19,248.25 |
1,023.00 |
5.1% |
279.50 |
1.4% |
92% |
True |
False |
205,350 |
10 |
20,271.25 |
18,754.25 |
1,517.00 |
7.5% |
251.25 |
1.2% |
95% |
True |
False |
105,411 |
20 |
20,271.25 |
18,482.75 |
1,788.50 |
8.9% |
249.50 |
1.2% |
96% |
True |
False |
53,641 |
40 |
20,271.25 |
17,367.50 |
2,903.75 |
14.4% |
253.25 |
1.3% |
97% |
True |
False |
27,240 |
60 |
20,271.25 |
17,333.50 |
2,937.75 |
14.5% |
263.75 |
1.3% |
97% |
True |
False |
18,441 |
80 |
20,271.25 |
17,333.50 |
2,937.75 |
14.5% |
260.75 |
1.3% |
97% |
True |
False |
13,915 |
100 |
20,271.25 |
17,333.50 |
2,937.75 |
14.5% |
253.75 |
1.3% |
97% |
True |
False |
11,135 |
120 |
20,271.25 |
16,747.50 |
3,523.75 |
17.5% |
238.25 |
1.2% |
98% |
True |
False |
9,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,832.00 |
2.618 |
21,232.75 |
1.618 |
20,865.50 |
1.000 |
20,638.50 |
0.618 |
20,498.25 |
HIGH |
20,271.25 |
0.618 |
20,131.00 |
0.500 |
20,087.50 |
0.382 |
20,044.25 |
LOW |
19,904.00 |
0.618 |
19,677.00 |
1.000 |
19,536.75 |
1.618 |
19,309.75 |
2.618 |
18,942.50 |
4.250 |
18,343.25 |
|
|
Fisher Pivots for day following 17-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
20,157.75 |
20,133.75 |
PP |
20,122.75 |
20,074.75 |
S1 |
20,087.50 |
20,016.00 |
|