| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
8,246.0 |
8,247.0 |
1.0 |
0.0% |
8,257.0 |
| High |
8,258.5 |
8,335.0 |
76.5 |
0.9% |
8,313.0 |
| Low |
8,209.0 |
8,246.0 |
37.0 |
0.5% |
8,160.5 |
| Close |
8,247.0 |
8,317.5 |
70.5 |
0.9% |
8,204.5 |
| Range |
49.5 |
89.0 |
39.5 |
79.8% |
152.5 |
| ATR |
69.1 |
70.5 |
1.4 |
2.1% |
0.0 |
| Volume |
105,136 |
97,830 |
-7,306 |
-6.9% |
128,475 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,566.5 |
8,531.0 |
8,366.5 |
|
| R3 |
8,477.5 |
8,442.0 |
8,342.0 |
|
| R2 |
8,388.5 |
8,388.5 |
8,334.0 |
|
| R1 |
8,353.0 |
8,353.0 |
8,325.5 |
8,371.0 |
| PP |
8,299.5 |
8,299.5 |
8,299.5 |
8,308.5 |
| S1 |
8,264.0 |
8,264.0 |
8,309.5 |
8,282.0 |
| S2 |
8,210.5 |
8,210.5 |
8,301.0 |
|
| S3 |
8,121.5 |
8,175.0 |
8,293.0 |
|
| S4 |
8,032.5 |
8,086.0 |
8,268.5 |
|
|
| 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 |
8,335.0 |
8,160.5 |
174.5 |
2.1% |
72.5 |
0.9% |
90% |
True |
False |
155,016 |
| 10 |
8,360.0 |
8,160.5 |
199.5 |
2.4% |
81.0 |
1.0% |
79% |
False |
False |
82,933 |
| 20 |
8,428.5 |
8,160.5 |
268.0 |
3.2% |
72.5 |
0.9% |
59% |
False |
False |
41,568 |
| 40 |
8,492.0 |
8,100.5 |
391.5 |
4.7% |
43.5 |
0.5% |
55% |
False |
False |
20,787 |
| 60 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
47.0 |
0.6% |
75% |
False |
False |
13,862 |
| 80 |
8,492.0 |
7,655.0 |
837.0 |
10.1% |
38.5 |
0.5% |
79% |
False |
False |
10,397 |
| 100 |
8,492.0 |
7,509.0 |
983.0 |
11.8% |
31.5 |
0.4% |
82% |
False |
False |
8,318 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.3% |
26.0 |
0.3% |
83% |
False |
False |
6,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,713.0 |
|
2.618 |
8,568.0 |
|
1.618 |
8,479.0 |
|
1.000 |
8,424.0 |
|
0.618 |
8,390.0 |
|
HIGH |
8,335.0 |
|
0.618 |
8,301.0 |
|
0.500 |
8,290.5 |
|
0.382 |
8,280.0 |
|
LOW |
8,246.0 |
|
0.618 |
8,191.0 |
|
1.000 |
8,157.0 |
|
1.618 |
8,102.0 |
|
2.618 |
8,013.0 |
|
4.250 |
7,868.0 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,308.5 |
8,301.5 |
| PP |
8,299.5 |
8,285.5 |
| S1 |
8,290.5 |
8,270.0 |
|