| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,382.8 |
2,362.6 |
-20.2 |
-0.8% |
2,356.8 |
| High |
2,387.5 |
2,397.2 |
9.7 |
0.4% |
2,403.6 |
| Low |
2,356.0 |
2,362.6 |
6.6 |
0.3% |
2,349.8 |
| Close |
2,363.1 |
2,394.5 |
31.4 |
1.3% |
2,394.5 |
| Range |
31.5 |
34.6 |
3.1 |
9.8% |
53.8 |
| ATR |
38.6 |
38.3 |
-0.3 |
-0.7% |
0.0 |
| Volume |
4,855 |
2,998 |
-1,857 |
-38.2% |
18,754 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.6 |
2,476.1 |
2,413.5 |
|
| R3 |
2,454.0 |
2,441.5 |
2,404.0 |
|
| R2 |
2,419.4 |
2,419.4 |
2,400.8 |
|
| R1 |
2,406.9 |
2,406.9 |
2,397.7 |
2,413.2 |
| PP |
2,384.8 |
2,384.8 |
2,384.8 |
2,387.9 |
| S1 |
2,372.3 |
2,372.3 |
2,391.3 |
2,378.6 |
| S2 |
2,350.2 |
2,350.2 |
2,388.2 |
|
| S3 |
2,315.6 |
2,337.7 |
2,385.0 |
|
| S4 |
2,281.0 |
2,303.1 |
2,375.5 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,544.0 |
2,523.1 |
2,424.1 |
|
| R3 |
2,490.2 |
2,469.3 |
2,409.3 |
|
| R2 |
2,436.4 |
2,436.4 |
2,404.4 |
|
| R1 |
2,415.5 |
2,415.5 |
2,399.4 |
2,426.0 |
| PP |
2,382.6 |
2,382.6 |
2,382.6 |
2,387.9 |
| S1 |
2,361.7 |
2,361.7 |
2,389.6 |
2,372.2 |
| S2 |
2,328.8 |
2,328.8 |
2,384.6 |
|
| S3 |
2,275.0 |
2,307.9 |
2,379.7 |
|
| S4 |
2,221.2 |
2,254.1 |
2,364.9 |
|
|
| 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 |
2,349.8 |
53.8 |
2.2% |
29.2 |
1.2% |
83% |
False |
False |
3,750 |
| 10 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
38.1 |
1.6% |
44% |
False |
False |
3,866 |
| 20 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
38.0 |
1.6% |
26% |
False |
False |
3,923 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
37.0 |
1.5% |
26% |
False |
False |
3,172 |
| 60 |
2,524.0 |
2,237.8 |
286.2 |
12.0% |
38.5 |
1.6% |
55% |
False |
False |
2,901 |
| 80 |
2,524.0 |
2,099.8 |
424.2 |
17.7% |
34.8 |
1.5% |
69% |
False |
False |
2,437 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
18.9% |
31.7 |
1.3% |
71% |
False |
False |
2,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,544.3 |
|
2.618 |
2,487.8 |
|
1.618 |
2,453.2 |
|
1.000 |
2,431.8 |
|
0.618 |
2,418.6 |
|
HIGH |
2,397.2 |
|
0.618 |
2,384.0 |
|
0.500 |
2,379.9 |
|
0.382 |
2,375.8 |
|
LOW |
2,362.6 |
|
0.618 |
2,341.2 |
|
1.000 |
2,328.0 |
|
1.618 |
2,306.6 |
|
2.618 |
2,272.0 |
|
4.250 |
2,215.6 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,389.6 |
2,389.6 |
| PP |
2,384.8 |
2,384.7 |
| S1 |
2,379.9 |
2,379.8 |
|