| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
8,233.0 |
8,221.5 |
-11.5 |
-0.1% |
8,257.0 |
| High |
8,257.5 |
8,249.5 |
-8.0 |
-0.1% |
8,313.0 |
| Low |
8,160.5 |
8,168.5 |
8.0 |
0.1% |
8,160.5 |
| Close |
8,204.5 |
8,192.0 |
-12.5 |
-0.2% |
8,204.5 |
| Range |
97.0 |
81.0 |
-16.0 |
-16.5% |
152.5 |
| ATR |
70.8 |
71.5 |
0.7 |
1.0% |
0.0 |
| Volume |
75,495 |
267,200 |
191,705 |
253.9% |
128,475 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,446.5 |
8,400.0 |
8,236.5 |
|
| R3 |
8,365.5 |
8,319.0 |
8,214.5 |
|
| R2 |
8,284.5 |
8,284.5 |
8,207.0 |
|
| R1 |
8,238.0 |
8,238.0 |
8,199.5 |
8,221.0 |
| PP |
8,203.5 |
8,203.5 |
8,203.5 |
8,194.5 |
| S1 |
8,157.0 |
8,157.0 |
8,184.5 |
8,140.0 |
| S2 |
8,122.5 |
8,122.5 |
8,177.0 |
|
| S3 |
8,041.5 |
8,076.0 |
8,169.5 |
|
| S4 |
7,960.5 |
7,995.0 |
8,147.5 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,683.5 |
8,596.5 |
8,288.5 |
|
| R3 |
8,531.0 |
8,444.0 |
8,246.5 |
|
| R2 |
8,378.5 |
8,378.5 |
8,232.5 |
|
| R1 |
8,291.5 |
8,291.5 |
8,218.5 |
8,259.0 |
| PP |
8,226.0 |
8,226.0 |
8,226.0 |
8,209.5 |
| S1 |
8,139.0 |
8,139.0 |
8,190.5 |
8,106.0 |
| S2 |
8,073.5 |
8,073.5 |
8,176.5 |
|
| S3 |
7,921.0 |
7,986.5 |
8,162.5 |
|
| S4 |
7,768.5 |
7,834.0 |
8,120.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,313.0 |
8,160.5 |
152.5 |
1.9% |
93.0 |
1.1% |
21% |
False |
False |
78,875 |
| 10 |
8,360.0 |
8,160.5 |
199.5 |
2.4% |
72.5 |
0.9% |
16% |
False |
False |
39,782 |
| 20 |
8,492.0 |
8,160.5 |
331.5 |
4.0% |
65.0 |
0.8% |
10% |
False |
False |
19,950 |
| 40 |
8,492.0 |
7,989.0 |
503.0 |
6.1% |
44.0 |
0.5% |
40% |
False |
False |
9,978 |
| 60 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
47.0 |
0.6% |
57% |
False |
False |
6,657 |
| 80 |
8,492.0 |
7,655.0 |
837.0 |
10.2% |
36.0 |
0.4% |
64% |
False |
False |
4,993 |
| 100 |
8,492.0 |
7,509.0 |
983.0 |
12.0% |
29.5 |
0.4% |
69% |
False |
False |
3,994 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.5% |
24.5 |
0.3% |
71% |
False |
False |
3,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,594.0 |
|
2.618 |
8,461.5 |
|
1.618 |
8,380.5 |
|
1.000 |
8,330.5 |
|
0.618 |
8,299.5 |
|
HIGH |
8,249.5 |
|
0.618 |
8,218.5 |
|
0.500 |
8,209.0 |
|
0.382 |
8,199.5 |
|
LOW |
8,168.5 |
|
0.618 |
8,118.5 |
|
1.000 |
8,087.5 |
|
1.618 |
8,037.5 |
|
2.618 |
7,956.5 |
|
4.250 |
7,824.0 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,209.0 |
8,213.0 |
| PP |
8,203.5 |
8,206.0 |
| S1 |
8,197.5 |
8,199.0 |
|