| 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 |
2,418.8 |
2,379.8 |
-39.0 |
-1.6% |
2,393.5 |
| High |
2,427.5 |
2,392.9 |
-34.6 |
-1.4% |
2,427.5 |
| Low |
2,375.2 |
2,375.6 |
0.4 |
0.0% |
2,365.8 |
| Close |
2,376.7 |
2,390.1 |
13.4 |
0.6% |
2,376.7 |
| Range |
52.3 |
17.3 |
-35.0 |
-66.9% |
61.7 |
| ATR |
37.9 |
36.4 |
-1.5 |
-3.9% |
0.0 |
| Volume |
4,173 |
3,458 |
-715 |
-17.1% |
15,968 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.1 |
2,431.4 |
2,399.6 |
|
| R3 |
2,420.8 |
2,414.1 |
2,394.9 |
|
| R2 |
2,403.5 |
2,403.5 |
2,393.3 |
|
| R1 |
2,396.8 |
2,396.8 |
2,391.7 |
2,400.2 |
| PP |
2,386.2 |
2,386.2 |
2,386.2 |
2,387.9 |
| S1 |
2,379.5 |
2,379.5 |
2,388.5 |
2,382.9 |
| S2 |
2,368.9 |
2,368.9 |
2,386.9 |
|
| S3 |
2,351.6 |
2,362.2 |
2,385.3 |
|
| S4 |
2,334.3 |
2,344.9 |
2,380.6 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,575.1 |
2,537.6 |
2,410.6 |
|
| R3 |
2,513.4 |
2,475.9 |
2,393.7 |
|
| R2 |
2,451.7 |
2,451.7 |
2,388.0 |
|
| R1 |
2,414.2 |
2,414.2 |
2,382.4 |
2,402.1 |
| PP |
2,390.0 |
2,390.0 |
2,390.0 |
2,384.0 |
| S1 |
2,352.5 |
2,352.5 |
2,371.0 |
2,340.4 |
| S2 |
2,328.3 |
2,328.3 |
2,365.4 |
|
| S3 |
2,266.6 |
2,290.8 |
2,359.7 |
|
| S4 |
2,204.9 |
2,229.1 |
2,342.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,427.5 |
2,365.8 |
61.7 |
2.6% |
32.0 |
1.3% |
39% |
False |
False |
3,885 |
| 10 |
2,427.5 |
2,349.8 |
77.7 |
3.3% |
30.6 |
1.3% |
52% |
False |
False |
3,818 |
| 20 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
34.5 |
1.4% |
39% |
False |
False |
3,918 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
35.7 |
1.5% |
23% |
False |
False |
3,422 |
| 60 |
2,524.0 |
2,266.8 |
257.2 |
10.8% |
38.6 |
1.6% |
48% |
False |
False |
3,099 |
| 80 |
2,524.0 |
2,110.4 |
413.6 |
17.3% |
35.9 |
1.5% |
68% |
False |
False |
2,645 |
| 100 |
2,524.0 |
2,070.6 |
453.4 |
19.0% |
32.4 |
1.4% |
70% |
False |
False |
2,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,466.4 |
|
2.618 |
2,438.2 |
|
1.618 |
2,420.9 |
|
1.000 |
2,410.2 |
|
0.618 |
2,403.6 |
|
HIGH |
2,392.9 |
|
0.618 |
2,386.3 |
|
0.500 |
2,384.3 |
|
0.382 |
2,382.2 |
|
LOW |
2,375.6 |
|
0.618 |
2,364.9 |
|
1.000 |
2,358.3 |
|
1.618 |
2,347.6 |
|
2.618 |
2,330.3 |
|
4.250 |
2,302.1 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,388.2 |
2,401.4 |
| PP |
2,386.2 |
2,397.6 |
| S1 |
2,384.3 |
2,393.9 |
|