| 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 |
2,039.9 |
2,044.8 |
4.9 |
0.2% |
2,025.7 |
| High |
2,046.2 |
2,067.3 |
21.1 |
1.0% |
2,060.6 |
| Low |
2,024.9 |
2,034.5 |
9.6 |
0.5% |
2,015.2 |
| Close |
2,043.4 |
2,052.8 |
9.4 |
0.5% |
2,043.4 |
| Range |
21.3 |
32.8 |
11.5 |
54.0% |
45.4 |
| ATR |
34.6 |
34.4 |
-0.1 |
-0.4% |
0.0 |
| Volume |
154,456 |
156,102 |
1,646 |
1.1% |
947,639 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.9 |
2,134.2 |
2,070.8 |
|
| R3 |
2,117.1 |
2,101.4 |
2,061.8 |
|
| R2 |
2,084.3 |
2,084.3 |
2,058.8 |
|
| R1 |
2,068.6 |
2,068.6 |
2,055.8 |
2,076.5 |
| PP |
2,051.5 |
2,051.5 |
2,051.5 |
2,055.5 |
| S1 |
2,035.8 |
2,035.8 |
2,049.8 |
2,043.7 |
| S2 |
2,018.7 |
2,018.7 |
2,046.8 |
|
| S3 |
1,985.9 |
2,003.0 |
2,043.8 |
|
| S4 |
1,953.1 |
1,970.2 |
2,034.8 |
|
|
| 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 |
2,067.3 |
2,015.2 |
52.1 |
2.5% |
28.1 |
1.4% |
72% |
True |
False |
220,748 |
| 10 |
2,118.2 |
2,015.2 |
103.0 |
5.0% |
36.4 |
1.8% |
37% |
False |
False |
139,681 |
| 20 |
2,126.5 |
2,015.2 |
111.3 |
5.4% |
34.8 |
1.7% |
34% |
False |
False |
70,284 |
| 40 |
2,153.2 |
1,993.7 |
159.5 |
7.8% |
33.1 |
1.6% |
37% |
False |
False |
35,223 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
36.1 |
1.8% |
46% |
False |
False |
23,540 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
33.1 |
1.6% |
46% |
False |
False |
17,664 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
26.5 |
1.3% |
46% |
False |
False |
14,131 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
22.1 |
1.1% |
46% |
False |
False |
11,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,206.7 |
|
2.618 |
2,153.2 |
|
1.618 |
2,120.4 |
|
1.000 |
2,100.1 |
|
0.618 |
2,087.6 |
|
HIGH |
2,067.3 |
|
0.618 |
2,054.8 |
|
0.500 |
2,050.9 |
|
0.382 |
2,047.0 |
|
LOW |
2,034.5 |
|
0.618 |
2,014.2 |
|
1.000 |
2,001.7 |
|
1.618 |
1,981.4 |
|
2.618 |
1,948.6 |
|
4.250 |
1,895.1 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.2 |
2,050.6 |
| PP |
2,051.5 |
2,048.3 |
| S1 |
2,050.9 |
2,046.1 |
|