Trading Metrics calculated at close of trading on 21-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
20,204.50 |
20,043.25 |
-161.25 |
-0.8% |
19,954.75 |
High |
20,371.00 |
20,086.00 |
-285.00 |
-1.4% |
20,371.00 |
Low |
19,958.25 |
19,914.25 |
-44.00 |
-0.2% |
19,904.00 |
Close |
20,031.50 |
19,982.75 |
-48.75 |
-0.2% |
19,982.75 |
Range |
412.75 |
171.75 |
-241.00 |
-58.4% |
467.00 |
ATR |
259.41 |
253.15 |
-6.26 |
-2.4% |
0.00 |
Volume |
897,181 |
590,839 |
-306,342 |
-34.1% |
2,714,967 |
|
Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,509.50 |
20,418.00 |
20,077.25 |
|
R3 |
20,337.75 |
20,246.25 |
20,030.00 |
|
R2 |
20,166.00 |
20,166.00 |
20,014.25 |
|
R1 |
20,074.50 |
20,074.50 |
19,998.50 |
20,034.50 |
PP |
19,994.25 |
19,994.25 |
19,994.25 |
19,974.25 |
S1 |
19,902.75 |
19,902.75 |
19,967.00 |
19,862.50 |
S2 |
19,822.50 |
19,822.50 |
19,951.25 |
|
S3 |
19,650.75 |
19,731.00 |
19,935.50 |
|
S4 |
19,479.00 |
19,559.25 |
19,888.25 |
|
|
Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,487.00 |
21,201.75 |
20,239.50 |
|
R3 |
21,020.00 |
20,734.75 |
20,111.25 |
|
R2 |
20,553.00 |
20,553.00 |
20,068.25 |
|
R1 |
20,267.75 |
20,267.75 |
20,025.50 |
20,410.50 |
PP |
20,086.00 |
20,086.00 |
20,086.00 |
20,157.25 |
S1 |
19,800.75 |
19,800.75 |
19,940.00 |
19,943.50 |
S2 |
19,619.00 |
19,619.00 |
19,897.25 |
|
S3 |
19,152.00 |
19,333.75 |
19,854.25 |
|
S4 |
18,685.00 |
18,866.75 |
19,726.00 |
|
|
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 |
19,763.25 |
607.75 |
3.0% |
258.25 |
1.3% |
36% |
False |
False |
591,353 |
10 |
20,371.00 |
19,189.75 |
1,181.25 |
5.9% |
249.50 |
1.2% |
67% |
False |
False |
310,761 |
20 |
20,371.00 |
18,482.75 |
1,888.25 |
9.4% |
262.00 |
1.3% |
79% |
False |
False |
156,808 |
40 |
20,371.00 |
17,530.50 |
2,840.50 |
14.2% |
246.75 |
1.2% |
86% |
False |
False |
78,844 |
60 |
20,371.00 |
17,333.50 |
3,037.50 |
15.2% |
267.75 |
1.3% |
87% |
False |
False |
52,875 |
80 |
20,371.00 |
17,333.50 |
3,037.50 |
15.2% |
265.00 |
1.3% |
87% |
False |
False |
39,751 |
100 |
20,371.00 |
17,333.50 |
3,037.50 |
15.2% |
255.50 |
1.3% |
87% |
False |
False |
31,804 |
120 |
20,371.00 |
16,747.50 |
3,623.50 |
18.1% |
243.75 |
1.2% |
89% |
False |
False |
26,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,816.00 |
2.618 |
20,535.75 |
1.618 |
20,364.00 |
1.000 |
20,257.75 |
0.618 |
20,192.25 |
HIGH |
20,086.00 |
0.618 |
20,020.50 |
0.500 |
20,000.00 |
0.382 |
19,979.75 |
LOW |
19,914.25 |
0.618 |
19,808.00 |
1.000 |
19,742.50 |
1.618 |
19,636.25 |
2.618 |
19,464.50 |
4.250 |
19,184.25 |
|
|
Fisher Pivots for day following 21-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
20,000.00 |
20,142.50 |
PP |
19,994.25 |
20,089.25 |
S1 |
19,988.50 |
20,036.00 |
|