| 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 |
2,060.1 |
2,025.7 |
-34.4 |
-1.7% |
2,050.0 |
| High |
2,061.0 |
2,051.5 |
-9.5 |
-0.5% |
2,118.2 |
| Low |
2,020.5 |
2,015.2 |
-5.3 |
-0.3% |
2,020.5 |
| Close |
2,029.0 |
2,046.1 |
17.1 |
0.8% |
2,029.0 |
| Range |
40.5 |
36.3 |
-4.2 |
-10.4% |
97.7 |
| ATR |
37.3 |
37.3 |
-0.1 |
-0.2% |
0.0 |
| Volume |
186,685 |
357,929 |
171,244 |
91.7% |
293,072 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.5 |
2,132.6 |
2,066.1 |
|
| R3 |
2,110.2 |
2,096.3 |
2,056.1 |
|
| R2 |
2,073.9 |
2,073.9 |
2,052.8 |
|
| R1 |
2,060.0 |
2,060.0 |
2,049.4 |
2,067.0 |
| PP |
2,037.6 |
2,037.6 |
2,037.6 |
2,041.1 |
| S1 |
2,023.7 |
2,023.7 |
2,042.8 |
2,030.7 |
| S2 |
2,001.3 |
2,001.3 |
2,039.4 |
|
| S3 |
1,965.0 |
1,987.4 |
2,036.1 |
|
| S4 |
1,928.7 |
1,951.1 |
2,026.1 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,349.0 |
2,286.7 |
2,082.7 |
|
| R3 |
2,251.3 |
2,189.0 |
2,055.9 |
|
| R2 |
2,153.6 |
2,153.6 |
2,046.9 |
|
| R1 |
2,091.3 |
2,091.3 |
2,038.0 |
2,073.6 |
| PP |
2,055.9 |
2,055.9 |
2,055.9 |
2,047.1 |
| S1 |
1,993.6 |
1,993.6 |
2,020.0 |
1,975.9 |
| S2 |
1,958.2 |
1,958.2 |
2,011.1 |
|
| S3 |
1,860.5 |
1,895.9 |
2,002.1 |
|
| S4 |
1,762.8 |
1,798.2 |
1,975.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,118.2 |
2,015.2 |
103.0 |
5.0% |
45.6 |
2.2% |
30% |
False |
True |
129,540 |
| 10 |
2,118.2 |
2,015.2 |
103.0 |
5.0% |
38.6 |
1.9% |
30% |
False |
True |
65,537 |
| 20 |
2,140.6 |
2,015.2 |
125.4 |
6.1% |
35.7 |
1.7% |
25% |
False |
True |
33,030 |
| 40 |
2,153.2 |
1,980.1 |
173.1 |
8.5% |
34.5 |
1.7% |
38% |
False |
False |
16,595 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
36.5 |
1.8% |
44% |
False |
False |
11,116 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
31.8 |
1.6% |
44% |
False |
False |
8,341 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
25.4 |
1.2% |
44% |
False |
False |
6,673 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
21.2 |
1.0% |
44% |
False |
False |
5,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,205.8 |
|
2.618 |
2,146.5 |
|
1.618 |
2,110.2 |
|
1.000 |
2,087.8 |
|
0.618 |
2,073.9 |
|
HIGH |
2,051.5 |
|
0.618 |
2,037.6 |
|
0.500 |
2,033.4 |
|
0.382 |
2,029.1 |
|
LOW |
2,015.2 |
|
0.618 |
1,992.8 |
|
1.000 |
1,978.9 |
|
1.618 |
1,956.5 |
|
2.618 |
1,920.2 |
|
4.250 |
1,860.9 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,041.9 |
2,056.2 |
| PP |
2,037.6 |
2,052.8 |
| S1 |
2,033.4 |
2,049.5 |
|