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 |
20,193.00 |
20,204.50 |
11.50 |
0.1% |
19,278.50 |
High |
20,270.50 |
20,371.00 |
100.50 |
0.5% |
19,959.00 |
Low |
20,127.00 |
19,958.25 |
-168.75 |
-0.8% |
19,227.75 |
Close |
20,196.25 |
20,031.50 |
-164.75 |
-0.8% |
19,945.50 |
Range |
143.50 |
412.75 |
269.25 |
187.6% |
731.25 |
ATR |
247.61 |
259.41 |
11.80 |
4.8% |
0.00 |
Volume |
578,901 |
897,181 |
318,280 |
55.0% |
385,264 |
|
Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,358.50 |
21,107.75 |
20,258.50 |
|
R3 |
20,945.75 |
20,695.00 |
20,145.00 |
|
R2 |
20,533.00 |
20,533.00 |
20,107.25 |
|
R1 |
20,282.25 |
20,282.25 |
20,069.25 |
20,201.25 |
PP |
20,120.25 |
20,120.25 |
20,120.25 |
20,079.75 |
S1 |
19,869.50 |
19,869.50 |
19,993.75 |
19,788.50 |
S2 |
19,707.50 |
19,707.50 |
19,955.75 |
|
S3 |
19,294.75 |
19,456.75 |
19,918.00 |
|
S4 |
18,882.00 |
19,044.00 |
19,804.50 |
|
|
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 |
20,371.00 |
19,760.50 |
610.50 |
3.0% |
261.75 |
1.3% |
44% |
True |
False |
493,344 |
10 |
20,371.00 |
19,189.75 |
1,181.25 |
5.9% |
242.75 |
1.2% |
71% |
True |
False |
252,101 |
20 |
20,371.00 |
18,482.75 |
1,888.25 |
9.4% |
263.00 |
1.3% |
82% |
True |
False |
127,345 |
40 |
20,371.00 |
17,530.50 |
2,840.50 |
14.2% |
250.25 |
1.2% |
88% |
True |
False |
64,094 |
60 |
20,371.00 |
17,333.50 |
3,037.50 |
15.2% |
267.75 |
1.3% |
89% |
True |
False |
43,031 |
80 |
20,371.00 |
17,333.50 |
3,037.50 |
15.2% |
264.00 |
1.3% |
89% |
True |
False |
32,366 |
100 |
20,371.00 |
17,333.50 |
3,037.50 |
15.2% |
256.25 |
1.3% |
89% |
True |
False |
25,896 |
120 |
20,371.00 |
16,747.50 |
3,623.50 |
18.1% |
242.50 |
1.2% |
91% |
True |
False |
21,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,125.25 |
2.618 |
21,451.50 |
1.618 |
21,038.75 |
1.000 |
20,783.75 |
0.618 |
20,626.00 |
HIGH |
20,371.00 |
0.618 |
20,213.25 |
0.500 |
20,164.50 |
0.382 |
20,116.00 |
LOW |
19,958.25 |
0.618 |
19,703.25 |
1.000 |
19,545.50 |
1.618 |
19,290.50 |
2.618 |
18,877.75 |
4.250 |
18,204.00 |
|
|
Fisher Pivots for day following 20-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
20,164.50 |
20,137.50 |
PP |
20,120.25 |
20,102.25 |
S1 |
20,076.00 |
20,066.75 |
|