Trading Metrics calculated at close of trading on 12-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
3,670.7450 |
3,486.8540 |
-183.8910 |
-5.0% |
3,789.4180 |
High |
3,676.0130 |
3,649.7620 |
-26.2510 |
-0.7% |
3,883.2880 |
Low |
3,437.4940 |
3,463.4700 |
25.9760 |
0.8% |
3,618.7540 |
Close |
3,486.0260 |
3,555.5630 |
69.5370 |
2.0% |
3,684.6940 |
Range |
238.5190 |
186.2920 |
-52.2270 |
-21.9% |
264.5340 |
ATR |
164.1783 |
165.7579 |
1.5795 |
1.0% |
0.0000 |
Volume |
196,601 |
156,639 |
-39,962 |
-20.3% |
463,532 |
|
Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,115.1410 |
4,021.6440 |
3,658.0236 |
|
R3 |
3,928.8490 |
3,835.3520 |
3,606.7933 |
|
R2 |
3,742.5570 |
3,742.5570 |
3,589.7165 |
|
R1 |
3,649.0600 |
3,649.0600 |
3,572.6398 |
3,695.8085 |
PP |
3,556.2650 |
3,556.2650 |
3,556.2650 |
3,579.6393 |
S1 |
3,462.7680 |
3,462.7680 |
3,538.4862 |
3,509.5165 |
S2 |
3,369.9730 |
3,369.9730 |
3,521.4095 |
|
S3 |
3,183.6810 |
3,276.4760 |
3,504.3327 |
|
S4 |
2,997.3890 |
3,090.1840 |
3,453.1024 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,522.5140 |
4,368.1380 |
3,830.1877 |
|
R3 |
4,257.9800 |
4,103.6040 |
3,757.4409 |
|
R2 |
3,993.4460 |
3,993.4460 |
3,733.1919 |
|
R1 |
3,839.0700 |
3,839.0700 |
3,708.9430 |
3,783.9910 |
PP |
3,728.9120 |
3,728.9120 |
3,728.9120 |
3,701.3725 |
S1 |
3,574.5360 |
3,574.5360 |
3,660.4451 |
3,519.4570 |
S2 |
3,464.3780 |
3,464.3780 |
3,636.1961 |
|
S3 |
3,199.8440 |
3,310.0020 |
3,611.9472 |
|
S4 |
2,935.3100 |
3,045.4680 |
3,539.2003 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,877.1480 |
3,437.4940 |
439.6540 |
12.4% |
161.6996 |
4.5% |
27% |
False |
False |
121,096 |
10 |
3,883.2880 |
3,437.4940 |
445.7940 |
12.5% |
131.8665 |
3.7% |
26% |
False |
False |
109,503 |
20 |
3,940.4060 |
2,865.1400 |
1,075.2660 |
30.2% |
175.7934 |
4.9% |
64% |
False |
False |
167,007 |
40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
30.8% |
166.0679 |
4.7% |
65% |
False |
False |
140,646 |
60 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
30.8% |
190.8934 |
5.4% |
65% |
False |
False |
145,151 |
80 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
35.0% |
202.2020 |
5.7% |
57% |
False |
False |
167,191 |
100 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
54.0% |
181.3381 |
5.1% |
72% |
False |
False |
162,117 |
120 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
55.7% |
173.3661 |
4.9% |
73% |
False |
False |
174,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,441.5030 |
2.618 |
4,137.4745 |
1.618 |
3,951.1825 |
1.000 |
3,836.0540 |
0.618 |
3,764.8905 |
HIGH |
3,649.7620 |
0.618 |
3,578.5985 |
0.500 |
3,556.6160 |
0.382 |
3,534.6335 |
LOW |
3,463.4700 |
0.618 |
3,348.3415 |
1.000 |
3,277.1780 |
1.618 |
3,162.0495 |
2.618 |
2,975.7575 |
4.250 |
2,671.7290 |
|
|
Fisher Pivots for day following 12-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
3,556.6160 |
3,578.1605 |
PP |
3,556.2650 |
3,570.6280 |
S1 |
3,555.9140 |
3,563.0955 |
|