| 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 |
2,050.1 |
2,039.9 |
-10.2 |
-0.5% |
2,025.7 |
| High |
2,060.6 |
2,046.2 |
-14.4 |
-0.7% |
2,060.6 |
| Low |
2,033.5 |
2,024.9 |
-8.6 |
-0.4% |
2,015.2 |
| Close |
2,039.7 |
2,043.4 |
3.7 |
0.2% |
2,043.4 |
| Range |
27.1 |
21.3 |
-5.8 |
-21.4% |
45.4 |
| ATR |
35.6 |
34.6 |
-1.0 |
-2.9% |
0.0 |
| Volume |
194,615 |
154,456 |
-40,159 |
-20.6% |
947,639 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.1 |
2,094.0 |
2,055.1 |
|
| R3 |
2,080.8 |
2,072.7 |
2,049.3 |
|
| R2 |
2,059.5 |
2,059.5 |
2,047.3 |
|
| R1 |
2,051.4 |
2,051.4 |
2,045.4 |
2,055.5 |
| PP |
2,038.2 |
2,038.2 |
2,038.2 |
2,040.2 |
| S1 |
2,030.1 |
2,030.1 |
2,041.4 |
2,034.2 |
| S2 |
2,016.9 |
2,016.9 |
2,039.5 |
|
| S3 |
1,995.6 |
2,008.8 |
2,037.5 |
|
| S4 |
1,974.3 |
1,987.5 |
2,031.7 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.9 |
2,155.1 |
2,068.4 |
|
| R3 |
2,130.5 |
2,109.7 |
2,055.9 |
|
| R2 |
2,085.1 |
2,085.1 |
2,051.7 |
|
| R1 |
2,064.3 |
2,064.3 |
2,047.6 |
2,074.7 |
| PP |
2,039.7 |
2,039.7 |
2,039.7 |
2,045.0 |
| S1 |
2,018.9 |
2,018.9 |
2,039.2 |
2,029.3 |
| S2 |
1,994.3 |
1,994.3 |
2,035.1 |
|
| S3 |
1,948.9 |
1,973.5 |
2,030.9 |
|
| S4 |
1,903.5 |
1,928.1 |
2,018.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,061.0 |
2,015.2 |
45.8 |
2.2% |
29.6 |
1.5% |
62% |
False |
False |
226,864 |
| 10 |
2,118.2 |
2,015.2 |
103.0 |
5.0% |
37.0 |
1.8% |
27% |
False |
False |
124,302 |
| 20 |
2,126.5 |
2,015.2 |
111.3 |
5.4% |
36.0 |
1.8% |
25% |
False |
False |
62,492 |
| 40 |
2,153.2 |
1,987.3 |
165.9 |
8.1% |
33.7 |
1.6% |
34% |
False |
False |
31,331 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
36.3 |
1.8% |
43% |
False |
False |
20,940 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
32.7 |
1.6% |
43% |
False |
False |
15,713 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
26.1 |
1.3% |
43% |
False |
False |
12,570 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
21.8 |
1.1% |
43% |
False |
False |
10,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,136.7 |
|
2.618 |
2,102.0 |
|
1.618 |
2,080.7 |
|
1.000 |
2,067.5 |
|
0.618 |
2,059.4 |
|
HIGH |
2,046.2 |
|
0.618 |
2,038.1 |
|
0.500 |
2,035.6 |
|
0.382 |
2,033.0 |
|
LOW |
2,024.9 |
|
0.618 |
2,011.7 |
|
1.000 |
2,003.6 |
|
1.618 |
1,990.4 |
|
2.618 |
1,969.1 |
|
4.250 |
1,934.4 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,040.8 |
2,043.2 |
| PP |
2,038.2 |
2,043.0 |
| S1 |
2,035.6 |
2,042.8 |
|