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 |
8,326.5 |
8,279.0 |
-47.5 |
-0.6% |
8,221.5 |
High |
8,335.5 |
8,351.5 |
16.0 |
0.2% |
8,335.5 |
Low |
8,229.0 |
8,247.5 |
18.5 |
0.2% |
8,168.5 |
Close |
8,280.0 |
8,345.5 |
65.5 |
0.8% |
8,280.0 |
Range |
106.5 |
104.0 |
-2.5 |
-2.3% |
167.0 |
ATR |
73.1 |
75.3 |
2.2 |
3.0% |
0.0 |
Volume |
126,556 |
91,368 |
-35,188 |
-27.8% |
826,145 |
|
Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,627.0 |
8,590.0 |
8,402.5 |
|
R3 |
8,523.0 |
8,486.0 |
8,374.0 |
|
R2 |
8,419.0 |
8,419.0 |
8,364.5 |
|
R1 |
8,382.0 |
8,382.0 |
8,355.0 |
8,400.5 |
PP |
8,315.0 |
8,315.0 |
8,315.0 |
8,324.0 |
S1 |
8,278.0 |
8,278.0 |
8,336.0 |
8,296.5 |
S2 |
8,211.0 |
8,211.0 |
8,326.5 |
|
S3 |
8,107.0 |
8,174.0 |
8,317.0 |
|
S4 |
8,003.0 |
8,070.0 |
8,288.5 |
|
|
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 |
8,351.5 |
8,204.5 |
147.0 |
1.8% |
79.0 |
0.9% |
96% |
True |
False |
130,062 |
10 |
8,351.5 |
8,160.5 |
191.0 |
2.3% |
86.0 |
1.0% |
97% |
True |
False |
104,469 |
20 |
8,400.0 |
8,160.5 |
239.5 |
2.9% |
76.5 |
0.9% |
77% |
False |
False |
52,463 |
40 |
8,492.0 |
8,160.5 |
331.5 |
4.0% |
46.5 |
0.6% |
56% |
False |
False |
26,235 |
60 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
49.0 |
0.6% |
79% |
False |
False |
17,494 |
80 |
8,492.0 |
7,661.0 |
831.0 |
10.0% |
41.0 |
0.5% |
82% |
False |
False |
13,122 |
100 |
8,492.0 |
7,509.0 |
983.0 |
11.8% |
33.5 |
0.4% |
85% |
False |
False |
10,497 |
120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.3% |
28.0 |
0.3% |
86% |
False |
False |
8,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,793.5 |
2.618 |
8,624.0 |
1.618 |
8,520.0 |
1.000 |
8,455.5 |
0.618 |
8,416.0 |
HIGH |
8,351.5 |
0.618 |
8,312.0 |
0.500 |
8,299.5 |
0.382 |
8,287.0 |
LOW |
8,247.5 |
0.618 |
8,183.0 |
1.000 |
8,143.5 |
1.618 |
8,079.0 |
2.618 |
7,975.0 |
4.250 |
7,805.5 |
|
|
Fisher Pivots for day following 24-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
8,330.0 |
8,327.0 |
PP |
8,315.0 |
8,308.5 |
S1 |
8,299.5 |
8,290.0 |
|