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 |
18,261.0 |
18,431.0 |
170.0 |
0.9% |
18,223.0 |
High |
18,448.0 |
18,442.0 |
-6.0 |
0.0% |
18,448.0 |
Low |
18,261.0 |
18,266.0 |
5.0 |
0.0% |
18,168.0 |
Close |
18,426.0 |
18,363.0 |
-63.0 |
-0.3% |
18,363.0 |
Range |
187.0 |
176.0 |
-11.0 |
-5.9% |
280.0 |
ATR |
199.3 |
197.6 |
-1.7 |
-0.8% |
0.0 |
Volume |
38,777 |
41,814 |
3,037 |
7.8% |
142,513 |
|
Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,885.0 |
18,800.0 |
18,459.8 |
|
R3 |
18,709.0 |
18,624.0 |
18,411.4 |
|
R2 |
18,533.0 |
18,533.0 |
18,395.3 |
|
R1 |
18,448.0 |
18,448.0 |
18,379.1 |
18,402.5 |
PP |
18,357.0 |
18,357.0 |
18,357.0 |
18,334.3 |
S1 |
18,272.0 |
18,272.0 |
18,346.9 |
18,226.5 |
S2 |
18,181.0 |
18,181.0 |
18,330.7 |
|
S3 |
18,005.0 |
18,096.0 |
18,314.6 |
|
S4 |
17,829.0 |
17,920.0 |
18,266.2 |
|
|
Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,166.3 |
19,044.7 |
18,517.0 |
|
R3 |
18,886.3 |
18,764.7 |
18,440.0 |
|
R2 |
18,606.3 |
18,606.3 |
18,414.3 |
|
R1 |
18,484.7 |
18,484.7 |
18,388.7 |
18,545.5 |
PP |
18,326.3 |
18,326.3 |
18,326.3 |
18,356.8 |
S1 |
18,204.7 |
18,204.7 |
18,337.3 |
18,265.5 |
S2 |
18,046.3 |
18,046.3 |
18,311.7 |
|
S3 |
17,766.3 |
17,924.7 |
18,286.0 |
|
S4 |
17,486.3 |
17,644.7 |
18,209.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,548.0 |
18,162.0 |
386.0 |
2.1% |
216.8 |
1.2% |
52% |
False |
False |
29,863 |
10 |
18,868.0 |
18,162.0 |
706.0 |
3.8% |
225.2 |
1.2% |
28% |
False |
False |
15,760 |
20 |
19,109.0 |
18,162.0 |
947.0 |
5.2% |
181.8 |
1.0% |
21% |
False |
False |
8,000 |
40 |
19,180.0 |
18,162.0 |
1,018.0 |
5.5% |
128.9 |
0.7% |
20% |
False |
False |
4,007 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
122.7 |
0.7% |
28% |
False |
False |
2,676 |
80 |
19,180.0 |
17,904.0 |
1,276.0 |
6.9% |
95.8 |
0.5% |
36% |
False |
False |
2,007 |
100 |
19,180.0 |
17,321.0 |
1,859.0 |
10.1% |
76.6 |
0.4% |
56% |
False |
False |
1,606 |
120 |
19,180.0 |
16,932.0 |
2,248.0 |
12.2% |
63.8 |
0.3% |
64% |
False |
False |
1,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,190.0 |
2.618 |
18,902.8 |
1.618 |
18,726.8 |
1.000 |
18,618.0 |
0.618 |
18,550.8 |
HIGH |
18,442.0 |
0.618 |
18,374.8 |
0.500 |
18,354.0 |
0.382 |
18,333.2 |
LOW |
18,266.0 |
0.618 |
18,157.2 |
1.000 |
18,090.0 |
1.618 |
17,981.2 |
2.618 |
17,805.2 |
4.250 |
17,518.0 |
|
|
Fisher Pivots for day following 21-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,360.0 |
18,360.2 |
PP |
18,357.0 |
18,357.3 |
S1 |
18,354.0 |
18,354.5 |
|