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 |
20,043.25 |
20,014.75 |
-28.50 |
-0.1% |
19,954.75 |
High |
20,086.00 |
20,030.25 |
-55.75 |
-0.3% |
20,371.00 |
Low |
19,914.25 |
19,728.00 |
-186.25 |
-0.9% |
19,904.00 |
Close |
19,982.75 |
19,750.75 |
-232.00 |
-1.2% |
19,982.75 |
Range |
171.75 |
302.25 |
130.50 |
76.0% |
467.00 |
ATR |
253.15 |
256.66 |
3.51 |
1.4% |
0.00 |
Volume |
590,839 |
683,900 |
93,061 |
15.8% |
2,714,967 |
|
Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,743.00 |
20,549.25 |
19,917.00 |
|
R3 |
20,440.75 |
20,247.00 |
19,833.75 |
|
R2 |
20,138.50 |
20,138.50 |
19,806.25 |
|
R1 |
19,944.75 |
19,944.75 |
19,778.50 |
19,890.50 |
PP |
19,836.25 |
19,836.25 |
19,836.25 |
19,809.25 |
S1 |
19,642.50 |
19,642.50 |
19,723.00 |
19,588.25 |
S2 |
19,534.00 |
19,534.00 |
19,695.25 |
|
S3 |
19,231.75 |
19,340.25 |
19,667.75 |
|
S4 |
18,929.50 |
19,038.00 |
19,584.50 |
|
|
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 |
19,728.00 |
643.00 |
3.3% |
279.50 |
1.4% |
4% |
False |
True |
679,773 |
10 |
20,371.00 |
19,227.75 |
1,143.25 |
5.8% |
258.00 |
1.3% |
46% |
False |
False |
378,413 |
20 |
20,371.00 |
18,482.75 |
1,888.25 |
9.6% |
257.00 |
1.3% |
67% |
False |
False |
190,890 |
40 |
20,371.00 |
17,606.25 |
2,764.75 |
14.0% |
241.25 |
1.2% |
78% |
False |
False |
95,920 |
60 |
20,371.00 |
17,333.50 |
3,037.50 |
15.4% |
269.75 |
1.4% |
80% |
False |
False |
64,265 |
80 |
20,371.00 |
17,333.50 |
3,037.50 |
15.4% |
267.50 |
1.4% |
80% |
False |
False |
48,300 |
100 |
20,371.00 |
17,333.50 |
3,037.50 |
15.4% |
256.00 |
1.3% |
80% |
False |
False |
38,643 |
120 |
20,371.00 |
16,747.50 |
3,623.50 |
18.3% |
245.75 |
1.2% |
83% |
False |
False |
32,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,314.75 |
2.618 |
20,821.50 |
1.618 |
20,519.25 |
1.000 |
20,332.50 |
0.618 |
20,217.00 |
HIGH |
20,030.25 |
0.618 |
19,914.75 |
0.500 |
19,879.00 |
0.382 |
19,843.50 |
LOW |
19,728.00 |
0.618 |
19,541.25 |
1.000 |
19,425.75 |
1.618 |
19,239.00 |
2.618 |
18,936.75 |
4.250 |
18,443.50 |
|
|
Fisher Pivots for day following 24-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
19,879.00 |
20,049.50 |
PP |
19,836.25 |
19,950.00 |
S1 |
19,793.50 |
19,850.25 |
|