| Trading Metrics calculated at close of trading on 18-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,025.7 |
2,046.7 |
21.0 |
1.0% |
2,050.0 |
| High |
2,051.5 |
2,059.3 |
7.8 |
0.4% |
2,118.2 |
| Low |
2,015.2 |
2,036.3 |
21.1 |
1.0% |
2,020.5 |
| Close |
2,046.1 |
2,049.3 |
3.2 |
0.2% |
2,029.0 |
| Range |
36.3 |
23.0 |
-13.3 |
-36.6% |
97.7 |
| ATR |
37.3 |
36.2 |
-1.0 |
-2.7% |
0.0 |
| Volume |
357,929 |
240,639 |
-117,290 |
-32.8% |
293,072 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.3 |
2,106.3 |
2,062.0 |
|
| R3 |
2,094.3 |
2,083.3 |
2,055.6 |
|
| R2 |
2,071.3 |
2,071.3 |
2,053.5 |
|
| R1 |
2,060.3 |
2,060.3 |
2,051.4 |
2,065.8 |
| PP |
2,048.3 |
2,048.3 |
2,048.3 |
2,051.1 |
| S1 |
2,037.3 |
2,037.3 |
2,047.2 |
2,042.8 |
| S2 |
2,025.3 |
2,025.3 |
2,045.1 |
|
| S3 |
2,002.3 |
2,014.3 |
2,043.0 |
|
| S4 |
1,979.3 |
1,991.3 |
2,036.7 |
|
|
| 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% |
43.8 |
2.1% |
33% |
False |
False |
176,359 |
| 10 |
2,118.2 |
2,015.2 |
103.0 |
5.0% |
37.6 |
1.8% |
33% |
False |
False |
89,537 |
| 20 |
2,135.5 |
2,015.2 |
120.3 |
5.9% |
36.0 |
1.8% |
28% |
False |
False |
45,057 |
| 40 |
2,153.2 |
1,987.3 |
165.9 |
8.1% |
34.3 |
1.7% |
37% |
False |
False |
22,608 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
36.3 |
1.8% |
45% |
False |
False |
15,126 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
32.1 |
1.6% |
45% |
False |
False |
11,349 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
25.7 |
1.3% |
45% |
False |
False |
9,079 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
21.4 |
1.0% |
45% |
False |
False |
7,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.1 |
|
2.618 |
2,119.5 |
|
1.618 |
2,096.5 |
|
1.000 |
2,082.3 |
|
0.618 |
2,073.5 |
|
HIGH |
2,059.3 |
|
0.618 |
2,050.5 |
|
0.500 |
2,047.8 |
|
0.382 |
2,045.1 |
|
LOW |
2,036.3 |
|
0.618 |
2,022.1 |
|
1.000 |
2,013.3 |
|
1.618 |
1,999.1 |
|
2.618 |
1,976.1 |
|
4.250 |
1,938.6 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,048.8 |
2,045.6 |
| PP |
2,048.3 |
2,041.8 |
| S1 |
2,047.8 |
2,038.1 |
|