| 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 |
8,247.0 |
8,326.5 |
79.5 |
1.0% |
8,221.5 |
| High |
8,335.0 |
8,335.5 |
0.5 |
0.0% |
8,335.5 |
| Low |
8,246.0 |
8,229.0 |
-17.0 |
-0.2% |
8,168.5 |
| Close |
8,317.5 |
8,280.0 |
-37.5 |
-0.5% |
8,280.0 |
| Range |
89.0 |
106.5 |
17.5 |
19.7% |
167.0 |
| ATR |
70.5 |
73.1 |
2.6 |
3.6% |
0.0 |
| Volume |
97,830 |
126,556 |
28,726 |
29.4% |
826,145 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,601.0 |
8,547.0 |
8,338.5 |
|
| R3 |
8,494.5 |
8,440.5 |
8,309.5 |
|
| R2 |
8,388.0 |
8,388.0 |
8,299.5 |
|
| R1 |
8,334.0 |
8,334.0 |
8,290.0 |
8,308.0 |
| PP |
8,281.5 |
8,281.5 |
8,281.5 |
8,268.5 |
| S1 |
8,227.5 |
8,227.5 |
8,270.0 |
8,201.0 |
| S2 |
8,175.0 |
8,175.0 |
8,260.5 |
|
| S3 |
8,068.5 |
8,121.0 |
8,250.5 |
|
| S4 |
7,962.0 |
8,014.5 |
8,221.5 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,762.5 |
8,688.0 |
8,372.0 |
|
| R3 |
8,595.5 |
8,521.0 |
8,326.0 |
|
| R2 |
8,428.5 |
8,428.5 |
8,310.5 |
|
| R1 |
8,354.0 |
8,354.0 |
8,295.5 |
8,391.0 |
| PP |
8,261.5 |
8,261.5 |
8,261.5 |
8,280.0 |
| S1 |
8,187.0 |
8,187.0 |
8,264.5 |
8,224.0 |
| S2 |
8,094.5 |
8,094.5 |
8,249.5 |
|
| S3 |
7,927.5 |
8,020.0 |
8,234.0 |
|
| S4 |
7,760.5 |
7,853.0 |
8,188.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,335.5 |
8,168.5 |
167.0 |
2.0% |
74.5 |
0.9% |
67% |
True |
False |
165,229 |
| 10 |
8,335.5 |
8,160.5 |
175.0 |
2.1% |
82.0 |
1.0% |
68% |
True |
False |
95,462 |
| 20 |
8,400.0 |
8,160.5 |
239.5 |
2.9% |
73.0 |
0.9% |
50% |
False |
False |
47,895 |
| 40 |
8,492.0 |
8,151.0 |
341.0 |
4.1% |
45.0 |
0.5% |
38% |
False |
False |
23,951 |
| 60 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
48.0 |
0.6% |
69% |
False |
False |
15,971 |
| 80 |
8,492.0 |
7,655.0 |
837.0 |
10.1% |
39.5 |
0.5% |
75% |
False |
False |
11,979 |
| 100 |
8,492.0 |
7,509.0 |
983.0 |
11.9% |
32.5 |
0.4% |
78% |
False |
False |
9,583 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.4% |
27.0 |
0.3% |
79% |
False |
False |
7,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,788.0 |
|
2.618 |
8,614.5 |
|
1.618 |
8,508.0 |
|
1.000 |
8,442.0 |
|
0.618 |
8,401.5 |
|
HIGH |
8,335.5 |
|
0.618 |
8,295.0 |
|
0.500 |
8,282.0 |
|
0.382 |
8,269.5 |
|
LOW |
8,229.0 |
|
0.618 |
8,163.0 |
|
1.000 |
8,122.5 |
|
1.618 |
8,056.5 |
|
2.618 |
7,950.0 |
|
4.250 |
7,776.5 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,282.0 |
8,277.5 |
| PP |
8,281.5 |
8,275.0 |
| S1 |
8,281.0 |
8,272.0 |
|