| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,381.0 |
2,389.3 |
8.3 |
0.3% |
2,356.8 |
| High |
2,392.8 |
2,425.0 |
32.2 |
1.3% |
2,403.6 |
| Low |
2,365.8 |
2,384.9 |
19.1 |
0.8% |
2,349.8 |
| Close |
2,392.3 |
2,414.7 |
22.4 |
0.9% |
2,394.5 |
| Range |
27.0 |
40.1 |
13.1 |
48.5% |
53.8 |
| ATR |
36.6 |
36.8 |
0.3 |
0.7% |
0.0 |
| Volume |
3,527 |
5,418 |
1,891 |
53.6% |
18,754 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,528.5 |
2,511.7 |
2,436.8 |
|
| R3 |
2,488.4 |
2,471.6 |
2,425.7 |
|
| R2 |
2,448.3 |
2,448.3 |
2,422.1 |
|
| R1 |
2,431.5 |
2,431.5 |
2,418.4 |
2,439.9 |
| PP |
2,408.2 |
2,408.2 |
2,408.2 |
2,412.4 |
| S1 |
2,391.4 |
2,391.4 |
2,411.0 |
2,399.8 |
| S2 |
2,368.1 |
2,368.1 |
2,407.3 |
|
| S3 |
2,328.0 |
2,351.3 |
2,403.7 |
|
| S4 |
2,287.9 |
2,311.2 |
2,392.6 |
|
|
| 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 |
2,425.0 |
2,356.0 |
69.0 |
2.9% |
31.3 |
1.3% |
85% |
True |
False |
3,929 |
| 10 |
2,452.0 |
2,349.8 |
102.2 |
4.2% |
36.3 |
1.5% |
64% |
False |
False |
4,029 |
| 20 |
2,499.2 |
2,349.8 |
149.4 |
6.2% |
36.4 |
1.5% |
43% |
False |
False |
3,934 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.2% |
35.5 |
1.5% |
37% |
False |
False |
3,305 |
| 60 |
2,524.0 |
2,248.9 |
275.1 |
11.4% |
38.3 |
1.6% |
60% |
False |
False |
3,017 |
| 80 |
2,524.0 |
2,107.2 |
416.8 |
17.3% |
35.3 |
1.5% |
74% |
False |
False |
2,563 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
18.8% |
32.1 |
1.3% |
76% |
False |
False |
2,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,595.4 |
|
2.618 |
2,530.0 |
|
1.618 |
2,489.9 |
|
1.000 |
2,465.1 |
|
0.618 |
2,449.8 |
|
HIGH |
2,425.0 |
|
0.618 |
2,409.7 |
|
0.500 |
2,405.0 |
|
0.382 |
2,400.2 |
|
LOW |
2,384.9 |
|
0.618 |
2,360.1 |
|
1.000 |
2,344.8 |
|
1.618 |
2,320.0 |
|
2.618 |
2,279.9 |
|
4.250 |
2,214.5 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,411.5 |
2,408.3 |
| PP |
2,408.2 |
2,401.8 |
| S1 |
2,405.0 |
2,395.4 |
|