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 |
18,368.0 |
18,261.0 |
-107.0 |
-0.6% |
18,688.0 |
High |
18,411.0 |
18,448.0 |
37.0 |
0.2% |
18,868.0 |
Low |
18,267.0 |
18,261.0 |
-6.0 |
0.0% |
18,162.0 |
Close |
18,325.0 |
18,426.0 |
101.0 |
0.6% |
18,222.0 |
Range |
144.0 |
187.0 |
43.0 |
29.9% |
706.0 |
ATR |
200.3 |
199.3 |
-0.9 |
-0.5% |
0.0 |
Volume |
37,454 |
38,777 |
1,323 |
3.5% |
14,655 |
|
Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,939.3 |
18,869.7 |
18,528.9 |
|
R3 |
18,752.3 |
18,682.7 |
18,477.4 |
|
R2 |
18,565.3 |
18,565.3 |
18,460.3 |
|
R1 |
18,495.7 |
18,495.7 |
18,443.1 |
18,530.5 |
PP |
18,378.3 |
18,378.3 |
18,378.3 |
18,395.8 |
S1 |
18,308.7 |
18,308.7 |
18,408.9 |
18,343.5 |
S2 |
18,191.3 |
18,191.3 |
18,391.7 |
|
S3 |
18,004.3 |
18,121.7 |
18,374.6 |
|
S4 |
17,817.3 |
17,934.7 |
18,323.2 |
|
|
Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,535.3 |
20,084.7 |
18,610.3 |
|
R3 |
19,829.3 |
19,378.7 |
18,416.2 |
|
R2 |
19,123.3 |
19,123.3 |
18,351.4 |
|
R1 |
18,672.7 |
18,672.7 |
18,286.7 |
18,545.0 |
PP |
18,417.3 |
18,417.3 |
18,417.3 |
18,353.5 |
S1 |
17,966.7 |
17,966.7 |
18,157.3 |
17,839.0 |
S2 |
17,711.3 |
17,711.3 |
18,092.6 |
|
S3 |
17,005.3 |
17,260.7 |
18,027.9 |
|
S4 |
16,299.3 |
16,554.7 |
17,833.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,835.0 |
18,162.0 |
673.0 |
3.7% |
259.2 |
1.4% |
39% |
False |
False |
21,947 |
10 |
19,012.0 |
18,162.0 |
850.0 |
4.6% |
224.3 |
1.2% |
31% |
False |
False |
11,674 |
20 |
19,109.0 |
18,162.0 |
947.0 |
5.1% |
173.0 |
0.9% |
28% |
False |
False |
5,910 |
40 |
19,180.0 |
18,162.0 |
1,018.0 |
5.5% |
128.5 |
0.7% |
26% |
False |
False |
2,962 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
120.8 |
0.7% |
33% |
False |
False |
1,979 |
80 |
19,180.0 |
17,891.0 |
1,289.0 |
7.0% |
93.6 |
0.5% |
42% |
False |
False |
1,485 |
100 |
19,180.0 |
17,321.0 |
1,859.0 |
10.1% |
74.9 |
0.4% |
59% |
False |
False |
1,188 |
120 |
19,180.0 |
16,932.0 |
2,248.0 |
12.2% |
62.4 |
0.3% |
66% |
False |
False |
990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,242.8 |
2.618 |
18,937.6 |
1.618 |
18,750.6 |
1.000 |
18,635.0 |
0.618 |
18,563.6 |
HIGH |
18,448.0 |
0.618 |
18,376.6 |
0.500 |
18,354.5 |
0.382 |
18,332.4 |
LOW |
18,261.0 |
0.618 |
18,145.4 |
1.000 |
18,074.0 |
1.618 |
17,958.4 |
2.618 |
17,771.4 |
4.250 |
17,466.3 |
|
|
Fisher Pivots for day following 20-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,402.2 |
18,386.7 |
PP |
18,378.3 |
18,347.3 |
S1 |
18,354.5 |
18,308.0 |
|