| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,046.7 |
2,050.1 |
3.4 |
0.2% |
2,050.0 |
| High |
2,059.3 |
2,060.6 |
1.3 |
0.1% |
2,118.2 |
| Low |
2,036.3 |
2,033.5 |
-2.8 |
-0.1% |
2,020.5 |
| Close |
2,049.3 |
2,039.7 |
-9.6 |
-0.5% |
2,029.0 |
| Range |
23.0 |
27.1 |
4.1 |
17.8% |
97.7 |
| ATR |
36.2 |
35.6 |
-0.7 |
-1.8% |
0.0 |
| Volume |
240,639 |
194,615 |
-46,024 |
-19.1% |
293,072 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.9 |
2,109.9 |
2,054.6 |
|
| R3 |
2,098.8 |
2,082.8 |
2,047.2 |
|
| R2 |
2,071.7 |
2,071.7 |
2,044.7 |
|
| R1 |
2,055.7 |
2,055.7 |
2,042.2 |
2,050.2 |
| PP |
2,044.6 |
2,044.6 |
2,044.6 |
2,041.8 |
| S1 |
2,028.6 |
2,028.6 |
2,037.2 |
2,023.1 |
| S2 |
2,017.5 |
2,017.5 |
2,034.7 |
|
| S3 |
1,990.4 |
2,001.5 |
2,032.2 |
|
| S4 |
1,963.3 |
1,974.4 |
2,024.8 |
|
|
| 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 |
2,097.1 |
2,015.2 |
81.9 |
4.0% |
35.1 |
1.7% |
30% |
False |
False |
211,119 |
| 10 |
2,118.2 |
2,015.2 |
103.0 |
5.0% |
37.0 |
1.8% |
24% |
False |
False |
108,938 |
| 20 |
2,132.3 |
2,015.2 |
117.1 |
5.7% |
36.3 |
1.8% |
21% |
False |
False |
54,780 |
| 40 |
2,153.2 |
1,987.3 |
165.9 |
8.1% |
33.7 |
1.7% |
32% |
False |
False |
27,472 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.3% |
36.4 |
1.8% |
41% |
False |
False |
18,367 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.3% |
32.4 |
1.6% |
41% |
False |
False |
13,782 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.3% |
25.9 |
1.3% |
41% |
False |
False |
11,026 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.3% |
21.6 |
1.1% |
41% |
False |
False |
9,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,175.8 |
|
2.618 |
2,131.5 |
|
1.618 |
2,104.4 |
|
1.000 |
2,087.7 |
|
0.618 |
2,077.3 |
|
HIGH |
2,060.6 |
|
0.618 |
2,050.2 |
|
0.500 |
2,047.1 |
|
0.382 |
2,043.9 |
|
LOW |
2,033.5 |
|
0.618 |
2,016.8 |
|
1.000 |
2,006.4 |
|
1.618 |
1,989.7 |
|
2.618 |
1,962.6 |
|
4.250 |
1,918.3 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,047.1 |
2,039.1 |
| PP |
2,044.6 |
2,038.5 |
| S1 |
2,042.2 |
2,037.9 |
|