| 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 |
2,394.6 |
2,354.5 |
-40.1 |
-1.7% |
2,369.2 |
| High |
2,403.6 |
2,370.1 |
-33.5 |
-1.4% |
2,403.6 |
| Low |
2,352.0 |
2,353.1 |
1.1 |
0.0% |
2,345.0 |
| Close |
2,353.9 |
2,367.2 |
13.3 |
0.6% |
2,353.9 |
| Range |
51.6 |
17.0 |
-34.6 |
-67.1% |
58.6 |
| ATR |
37.5 |
36.0 |
-1.5 |
-3.9% |
0.0 |
| Volume |
2,197 |
1,060 |
-1,137 |
-51.8% |
6,770 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.5 |
2,407.8 |
2,376.6 |
|
| R3 |
2,397.5 |
2,390.8 |
2,371.9 |
|
| R2 |
2,380.5 |
2,380.5 |
2,370.3 |
|
| R1 |
2,373.8 |
2,373.8 |
2,368.8 |
2,377.2 |
| PP |
2,363.5 |
2,363.5 |
2,363.5 |
2,365.1 |
| S1 |
2,356.8 |
2,356.8 |
2,365.6 |
2,360.2 |
| S2 |
2,346.5 |
2,346.5 |
2,364.1 |
|
| S3 |
2,329.5 |
2,339.8 |
2,362.5 |
|
| S4 |
2,312.5 |
2,322.8 |
2,357.9 |
|
|
| 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 |
2,345.0 |
58.6 |
2.5% |
31.3 |
1.3% |
38% |
False |
False |
1,566 |
| 10 |
2,403.6 |
2,327.2 |
76.4 |
3.2% |
30.0 |
1.3% |
52% |
False |
False |
1,605 |
| 20 |
2,429.2 |
2,326.9 |
102.3 |
4.3% |
34.0 |
1.4% |
39% |
False |
False |
2,069 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.3% |
34.9 |
1.5% |
23% |
False |
False |
1,744 |
| 60 |
2,500.2 |
2,248.8 |
251.4 |
10.6% |
37.8 |
1.6% |
47% |
False |
False |
1,580 |
| 80 |
2,500.2 |
2,094.6 |
405.6 |
17.1% |
35.0 |
1.5% |
67% |
False |
False |
1,364 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.8% |
31.7 |
1.3% |
70% |
False |
False |
1,188 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.8% |
29.8 |
1.3% |
70% |
False |
False |
1,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,442.4 |
|
2.618 |
2,414.6 |
|
1.618 |
2,397.6 |
|
1.000 |
2,387.1 |
|
0.618 |
2,380.6 |
|
HIGH |
2,370.1 |
|
0.618 |
2,363.6 |
|
0.500 |
2,361.6 |
|
0.382 |
2,359.6 |
|
LOW |
2,353.1 |
|
0.618 |
2,342.6 |
|
1.000 |
2,336.1 |
|
1.618 |
2,325.6 |
|
2.618 |
2,308.6 |
|
4.250 |
2,280.9 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,365.3 |
2,377.8 |
| PP |
2,363.5 |
2,374.3 |
| S1 |
2,361.6 |
2,370.7 |
|