| 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 |
2,393.5 |
2,381.0 |
-12.5 |
-0.5% |
2,356.8 |
| High |
2,393.5 |
2,392.8 |
-0.7 |
0.0% |
2,403.6 |
| Low |
2,370.0 |
2,365.8 |
-4.2 |
-0.2% |
2,349.8 |
| Close |
2,374.5 |
2,392.3 |
17.8 |
0.7% |
2,394.5 |
| Range |
23.5 |
27.0 |
3.5 |
14.9% |
53.8 |
| ATR |
37.3 |
36.6 |
-0.7 |
-2.0% |
0.0 |
| Volume |
2,850 |
3,527 |
677 |
23.8% |
18,754 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,464.6 |
2,455.5 |
2,407.2 |
|
| R3 |
2,437.6 |
2,428.5 |
2,399.7 |
|
| R2 |
2,410.6 |
2,410.6 |
2,397.3 |
|
| R1 |
2,401.5 |
2,401.5 |
2,394.8 |
2,406.1 |
| PP |
2,383.6 |
2,383.6 |
2,383.6 |
2,385.9 |
| S1 |
2,374.5 |
2,374.5 |
2,389.8 |
2,379.1 |
| S2 |
2,356.6 |
2,356.6 |
2,387.4 |
|
| S3 |
2,329.6 |
2,347.5 |
2,384.9 |
|
| S4 |
2,302.6 |
2,320.5 |
2,377.5 |
|
|
| 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 |
2,356.0 |
47.6 |
2.0% |
29.6 |
1.2% |
76% |
False |
False |
3,588 |
| 10 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
35.5 |
1.5% |
42% |
False |
False |
3,781 |
| 20 |
2,508.2 |
2,349.8 |
158.4 |
6.6% |
35.9 |
1.5% |
27% |
False |
False |
3,837 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
35.5 |
1.5% |
24% |
False |
False |
3,241 |
| 60 |
2,524.0 |
2,244.8 |
279.2 |
11.7% |
37.9 |
1.6% |
53% |
False |
False |
2,949 |
| 80 |
2,524.0 |
2,107.2 |
416.8 |
17.4% |
35.0 |
1.5% |
68% |
False |
False |
2,499 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
19.0% |
31.8 |
1.3% |
71% |
False |
False |
2,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,507.6 |
|
2.618 |
2,463.5 |
|
1.618 |
2,436.5 |
|
1.000 |
2,419.8 |
|
0.618 |
2,409.5 |
|
HIGH |
2,392.8 |
|
0.618 |
2,382.5 |
|
0.500 |
2,379.3 |
|
0.382 |
2,376.1 |
|
LOW |
2,365.8 |
|
0.618 |
2,349.1 |
|
1.000 |
2,338.8 |
|
1.618 |
2,322.1 |
|
2.618 |
2,295.1 |
|
4.250 |
2,251.1 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,388.0 |
2,388.2 |
| PP |
2,383.6 |
2,384.0 |
| S1 |
2,379.3 |
2,379.9 |
|