| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,362.6 |
2,393.5 |
30.9 |
1.3% |
2,356.8 |
| High |
2,397.2 |
2,393.5 |
-3.7 |
-0.2% |
2,403.6 |
| Low |
2,362.6 |
2,370.0 |
7.4 |
0.3% |
2,349.8 |
| Close |
2,394.5 |
2,374.5 |
-20.0 |
-0.8% |
2,394.5 |
| Range |
34.6 |
23.5 |
-11.1 |
-32.1% |
53.8 |
| ATR |
38.3 |
37.3 |
-1.0 |
-2.6% |
0.0 |
| Volume |
2,998 |
2,850 |
-148 |
-4.9% |
18,754 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.8 |
2,435.7 |
2,387.4 |
|
| R3 |
2,426.3 |
2,412.2 |
2,381.0 |
|
| R2 |
2,402.8 |
2,402.8 |
2,378.8 |
|
| R1 |
2,388.7 |
2,388.7 |
2,376.7 |
2,384.0 |
| PP |
2,379.3 |
2,379.3 |
2,379.3 |
2,377.0 |
| S1 |
2,365.2 |
2,365.2 |
2,372.3 |
2,360.5 |
| S2 |
2,355.8 |
2,355.8 |
2,370.2 |
|
| S3 |
2,332.3 |
2,341.7 |
2,368.0 |
|
| S4 |
2,308.8 |
2,318.2 |
2,361.6 |
|
|
| 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 |
2,356.0 |
47.6 |
2.0% |
28.6 |
1.2% |
39% |
False |
False |
3,593 |
| 10 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
36.5 |
1.5% |
24% |
False |
False |
3,821 |
| 20 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
36.6 |
1.5% |
14% |
False |
False |
3,966 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
36.5 |
1.5% |
14% |
False |
False |
3,215 |
| 60 |
2,524.0 |
2,237.8 |
286.2 |
12.1% |
38.0 |
1.6% |
48% |
False |
False |
2,917 |
| 80 |
2,524.0 |
2,099.8 |
424.2 |
17.9% |
34.9 |
1.5% |
65% |
False |
False |
2,463 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
19.1% |
31.7 |
1.3% |
67% |
False |
False |
2,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,493.4 |
|
2.618 |
2,455.0 |
|
1.618 |
2,431.5 |
|
1.000 |
2,417.0 |
|
0.618 |
2,408.0 |
|
HIGH |
2,393.5 |
|
0.618 |
2,384.5 |
|
0.500 |
2,381.8 |
|
0.382 |
2,379.0 |
|
LOW |
2,370.0 |
|
0.618 |
2,355.5 |
|
1.000 |
2,346.5 |
|
1.618 |
2,332.0 |
|
2.618 |
2,308.5 |
|
4.250 |
2,270.1 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,381.8 |
2,376.6 |
| PP |
2,379.3 |
2,375.9 |
| S1 |
2,376.9 |
2,375.2 |
|