| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,291.85 |
2,310.81 |
18.96 |
0.8% |
2,326.25 |
| High |
2,313.10 |
2,319.39 |
6.29 |
0.3% |
2,386.90 |
| Low |
2,289.43 |
2,298.90 |
9.47 |
0.4% |
2,287.64 |
| Close |
2,310.78 |
2,316.56 |
5.78 |
0.3% |
2,293.71 |
| Range |
23.67 |
20.49 |
-3.18 |
-13.4% |
99.26 |
| ATR |
35.63 |
34.55 |
-1.08 |
-3.0% |
0.00 |
| Volume |
5,150 |
5,336 |
186 |
3.6% |
25,737 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,373.09 |
2,365.31 |
2,327.83 |
|
| R3 |
2,352.60 |
2,344.82 |
2,322.19 |
|
| R2 |
2,332.11 |
2,332.11 |
2,320.32 |
|
| R1 |
2,324.33 |
2,324.33 |
2,318.44 |
2,328.22 |
| PP |
2,311.62 |
2,311.62 |
2,311.62 |
2,313.56 |
| S1 |
2,303.84 |
2,303.84 |
2,314.68 |
2,307.73 |
| S2 |
2,291.13 |
2,291.13 |
2,312.80 |
|
| S3 |
2,270.64 |
2,283.35 |
2,310.93 |
|
| S4 |
2,250.15 |
2,262.86 |
2,305.29 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.53 |
2,556.38 |
2,348.30 |
|
| R3 |
2,521.27 |
2,457.12 |
2,321.01 |
|
| R2 |
2,422.01 |
2,422.01 |
2,311.91 |
|
| R1 |
2,357.86 |
2,357.86 |
2,302.81 |
2,340.31 |
| PP |
2,322.75 |
2,322.75 |
2,322.75 |
2,313.97 |
| S1 |
2,258.60 |
2,258.60 |
2,284.61 |
2,241.05 |
| S2 |
2,223.49 |
2,223.49 |
2,275.51 |
|
| S3 |
2,124.23 |
2,159.34 |
2,266.41 |
|
| S4 |
2,024.97 |
2,060.08 |
2,239.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
39.02 |
1.7% |
29% |
False |
False |
5,184 |
| 10 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
35.12 |
1.5% |
29% |
False |
False |
5,187 |
| 20 |
2,449.34 |
2,287.64 |
161.70 |
7.0% |
33.81 |
1.5% |
18% |
False |
False |
5,166 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.2% |
33.36 |
1.4% |
21% |
False |
False |
5,119 |
| 60 |
2,449.34 |
2,146.66 |
302.68 |
13.1% |
34.16 |
1.5% |
56% |
False |
False |
5,106 |
| 80 |
2,449.34 |
1,996.67 |
452.67 |
19.5% |
30.95 |
1.3% |
71% |
False |
False |
5,208 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
20.0% |
28.41 |
1.2% |
71% |
False |
False |
5,275 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
20.0% |
27.31 |
1.2% |
71% |
False |
False |
5,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,406.47 |
|
2.618 |
2,373.03 |
|
1.618 |
2,352.54 |
|
1.000 |
2,339.88 |
|
0.618 |
2,332.05 |
|
HIGH |
2,319.39 |
|
0.618 |
2,311.56 |
|
0.500 |
2,309.15 |
|
0.382 |
2,306.73 |
|
LOW |
2,298.90 |
|
0.618 |
2,286.24 |
|
1.000 |
2,278.41 |
|
1.618 |
2,265.75 |
|
2.618 |
2,245.26 |
|
4.250 |
2,211.82 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,314.09 |
2,337.27 |
| PP |
2,311.62 |
2,330.37 |
| S1 |
2,309.15 |
2,323.46 |
|