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 |
18,431.0 |
18,370.0 |
-61.0 |
-0.3% |
18,223.0 |
High |
18,442.0 |
18,538.0 |
96.0 |
0.5% |
18,448.0 |
Low |
18,266.0 |
18,304.0 |
38.0 |
0.2% |
18,168.0 |
Close |
18,363.0 |
18,526.0 |
163.0 |
0.9% |
18,363.0 |
Range |
176.0 |
234.0 |
58.0 |
33.0% |
280.0 |
ATR |
197.6 |
200.2 |
2.6 |
1.3% |
0.0 |
Volume |
41,814 |
40,987 |
-827 |
-2.0% |
142,513 |
|
Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,158.0 |
19,076.0 |
18,654.7 |
|
R3 |
18,924.0 |
18,842.0 |
18,590.4 |
|
R2 |
18,690.0 |
18,690.0 |
18,568.9 |
|
R1 |
18,608.0 |
18,608.0 |
18,547.5 |
18,649.0 |
PP |
18,456.0 |
18,456.0 |
18,456.0 |
18,476.5 |
S1 |
18,374.0 |
18,374.0 |
18,504.6 |
18,415.0 |
S2 |
18,222.0 |
18,222.0 |
18,483.1 |
|
S3 |
17,988.0 |
18,140.0 |
18,461.7 |
|
S4 |
17,754.0 |
17,906.0 |
18,397.3 |
|
|
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 |
18,538.0 |
18,168.0 |
370.0 |
2.0% |
186.4 |
1.0% |
97% |
True |
False |
36,700 |
10 |
18,868.0 |
18,162.0 |
706.0 |
3.8% |
234.9 |
1.3% |
52% |
False |
False |
19,815 |
20 |
19,109.0 |
18,162.0 |
947.0 |
5.1% |
190.5 |
1.0% |
38% |
False |
False |
10,049 |
40 |
19,180.0 |
18,162.0 |
1,018.0 |
5.5% |
130.9 |
0.7% |
36% |
False |
False |
5,031 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
125.6 |
0.7% |
42% |
False |
False |
3,359 |
80 |
19,180.0 |
17,931.0 |
1,249.0 |
6.7% |
98.7 |
0.5% |
48% |
False |
False |
2,520 |
100 |
19,180.0 |
17,321.0 |
1,859.0 |
10.0% |
79.0 |
0.4% |
65% |
False |
False |
2,016 |
120 |
19,180.0 |
16,932.0 |
2,248.0 |
12.1% |
65.8 |
0.4% |
71% |
False |
False |
1,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,532.5 |
2.618 |
19,150.6 |
1.618 |
18,916.6 |
1.000 |
18,772.0 |
0.618 |
18,682.6 |
HIGH |
18,538.0 |
0.618 |
18,448.6 |
0.500 |
18,421.0 |
0.382 |
18,393.4 |
LOW |
18,304.0 |
0.618 |
18,159.4 |
1.000 |
18,070.0 |
1.618 |
17,925.4 |
2.618 |
17,691.4 |
4.250 |
17,309.5 |
|
|
Fisher Pivots for day following 24-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,491.0 |
18,483.8 |
PP |
18,456.0 |
18,441.7 |
S1 |
18,421.0 |
18,399.5 |
|