| 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 |
2,369.2 |
2,356.9 |
-12.3 |
-0.5% |
2,330.0 |
| High |
2,369.2 |
2,370.5 |
1.3 |
0.1% |
2,381.1 |
| Low |
2,347.4 |
2,345.0 |
-2.4 |
-0.1% |
2,327.2 |
| Close |
2,351.8 |
2,369.5 |
17.7 |
0.8% |
2,371.9 |
| Range |
21.8 |
25.5 |
3.7 |
17.0% |
53.9 |
| ATR |
36.9 |
36.1 |
-0.8 |
-2.2% |
0.0 |
| Volume |
1,167 |
859 |
-308 |
-26.4% |
8,224 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.2 |
2,429.3 |
2,383.5 |
|
| R3 |
2,412.7 |
2,403.8 |
2,376.5 |
|
| R2 |
2,387.2 |
2,387.2 |
2,374.2 |
|
| R1 |
2,378.3 |
2,378.3 |
2,371.8 |
2,382.8 |
| PP |
2,361.7 |
2,361.7 |
2,361.7 |
2,363.9 |
| S1 |
2,352.8 |
2,352.8 |
2,367.2 |
2,357.3 |
| S2 |
2,336.2 |
2,336.2 |
2,364.8 |
|
| S3 |
2,310.7 |
2,327.3 |
2,362.5 |
|
| S4 |
2,285.2 |
2,301.8 |
2,355.5 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.8 |
2,500.7 |
2,401.5 |
|
| R3 |
2,467.9 |
2,446.8 |
2,386.7 |
|
| R2 |
2,414.0 |
2,414.0 |
2,381.8 |
|
| R1 |
2,392.9 |
2,392.9 |
2,376.8 |
2,403.5 |
| PP |
2,360.1 |
2,360.1 |
2,360.1 |
2,365.3 |
| S1 |
2,339.0 |
2,339.0 |
2,367.0 |
2,349.6 |
| S2 |
2,306.2 |
2,306.2 |
2,362.0 |
|
| S3 |
2,252.3 |
2,285.1 |
2,357.1 |
|
| S4 |
2,198.4 |
2,231.2 |
2,342.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,381.1 |
2,334.3 |
46.8 |
2.0% |
28.5 |
1.2% |
75% |
False |
False |
1,600 |
| 10 |
2,429.2 |
2,326.9 |
102.3 |
4.3% |
35.0 |
1.5% |
42% |
False |
False |
2,000 |
| 20 |
2,483.5 |
2,326.9 |
156.6 |
6.6% |
35.2 |
1.5% |
27% |
False |
False |
2,149 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.3% |
34.8 |
1.5% |
25% |
False |
False |
1,671 |
| 60 |
2,500.2 |
2,225.9 |
274.3 |
11.6% |
37.1 |
1.6% |
52% |
False |
False |
1,512 |
| 80 |
2,500.2 |
2,090.6 |
409.6 |
17.3% |
34.0 |
1.4% |
68% |
False |
False |
1,302 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.8% |
31.0 |
1.3% |
71% |
False |
False |
1,140 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.8% |
29.4 |
1.2% |
71% |
False |
False |
1,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,478.9 |
|
2.618 |
2,437.3 |
|
1.618 |
2,411.8 |
|
1.000 |
2,396.0 |
|
0.618 |
2,386.3 |
|
HIGH |
2,370.5 |
|
0.618 |
2,360.8 |
|
0.500 |
2,357.8 |
|
0.382 |
2,354.7 |
|
LOW |
2,345.0 |
|
0.618 |
2,329.2 |
|
1.000 |
2,319.5 |
|
1.618 |
2,303.7 |
|
2.618 |
2,278.2 |
|
4.250 |
2,236.6 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,365.6 |
2,365.5 |
| PP |
2,361.7 |
2,361.4 |
| S1 |
2,357.8 |
2,357.4 |
|