| 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 |
2,366.7 |
2,394.6 |
27.9 |
1.2% |
2,369.2 |
| High |
2,402.2 |
2,403.6 |
1.4 |
0.1% |
2,403.6 |
| Low |
2,361.4 |
2,352.0 |
-9.4 |
-0.4% |
2,345.0 |
| Close |
2,391.8 |
2,353.9 |
-37.9 |
-1.6% |
2,353.9 |
| Range |
40.8 |
51.6 |
10.8 |
26.5% |
58.6 |
| ATR |
36.4 |
37.5 |
1.1 |
3.0% |
0.0 |
| Volume |
2,547 |
2,197 |
-350 |
-13.7% |
6,770 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,524.6 |
2,490.9 |
2,382.3 |
|
| R3 |
2,473.0 |
2,439.3 |
2,368.1 |
|
| R2 |
2,421.4 |
2,421.4 |
2,363.4 |
|
| R1 |
2,387.7 |
2,387.7 |
2,358.6 |
2,378.8 |
| PP |
2,369.8 |
2,369.8 |
2,369.8 |
2,365.4 |
| S1 |
2,336.1 |
2,336.1 |
2,349.2 |
2,327.2 |
| S2 |
2,318.2 |
2,318.2 |
2,344.4 |
|
| S3 |
2,266.6 |
2,284.5 |
2,339.7 |
|
| S4 |
2,215.0 |
2,232.9 |
2,325.5 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,543.3 |
2,507.2 |
2,386.1 |
|
| R3 |
2,484.7 |
2,448.6 |
2,370.0 |
|
| R2 |
2,426.1 |
2,426.1 |
2,364.6 |
|
| R1 |
2,390.0 |
2,390.0 |
2,359.3 |
2,378.8 |
| PP |
2,367.5 |
2,367.5 |
2,367.5 |
2,361.9 |
| S1 |
2,331.4 |
2,331.4 |
2,348.5 |
2,320.2 |
| S2 |
2,308.9 |
2,308.9 |
2,343.2 |
|
| S3 |
2,250.3 |
2,272.8 |
2,337.8 |
|
| S4 |
2,191.7 |
2,214.2 |
2,321.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,403.6 |
2,340.6 |
63.0 |
2.7% |
34.6 |
1.5% |
21% |
True |
False |
1,680 |
| 10 |
2,429.2 |
2,326.9 |
102.3 |
4.3% |
38.6 |
1.6% |
26% |
False |
False |
1,939 |
| 20 |
2,429.4 |
2,326.9 |
102.5 |
4.4% |
35.9 |
1.5% |
26% |
False |
False |
2,149 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
35.4 |
1.5% |
16% |
False |
False |
1,731 |
| 60 |
2,500.2 |
2,234.0 |
266.2 |
11.3% |
37.9 |
1.6% |
45% |
False |
False |
1,570 |
| 80 |
2,500.2 |
2,090.6 |
409.6 |
17.4% |
34.9 |
1.5% |
64% |
False |
False |
1,355 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
19.0% |
31.7 |
1.3% |
67% |
False |
False |
1,181 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
19.0% |
29.8 |
1.3% |
67% |
False |
False |
1,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,622.9 |
|
2.618 |
2,538.7 |
|
1.618 |
2,487.1 |
|
1.000 |
2,455.2 |
|
0.618 |
2,435.5 |
|
HIGH |
2,403.6 |
|
0.618 |
2,383.9 |
|
0.500 |
2,377.8 |
|
0.382 |
2,371.7 |
|
LOW |
2,352.0 |
|
0.618 |
2,320.1 |
|
1.000 |
2,300.4 |
|
1.618 |
2,268.5 |
|
2.618 |
2,216.9 |
|
4.250 |
2,132.7 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,377.8 |
2,374.3 |
| PP |
2,369.8 |
2,367.5 |
| S1 |
2,361.9 |
2,360.7 |
|