| 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 |
2,310.81 |
2,316.61 |
5.80 |
0.3% |
2,326.25 |
| High |
2,319.39 |
2,339.48 |
20.09 |
0.9% |
2,386.90 |
| Low |
2,298.90 |
2,311.36 |
12.46 |
0.5% |
2,287.64 |
| Close |
2,316.56 |
2,324.47 |
7.91 |
0.3% |
2,293.71 |
| Range |
20.49 |
28.12 |
7.63 |
37.2% |
99.26 |
| ATR |
34.55 |
34.09 |
-0.46 |
-1.3% |
0.00 |
| Volume |
5,336 |
5,292 |
-44 |
-0.8% |
25,737 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,409.46 |
2,395.09 |
2,339.94 |
|
| R3 |
2,381.34 |
2,366.97 |
2,332.20 |
|
| R2 |
2,353.22 |
2,353.22 |
2,329.63 |
|
| R1 |
2,338.85 |
2,338.85 |
2,327.05 |
2,346.04 |
| PP |
2,325.10 |
2,325.10 |
2,325.10 |
2,328.70 |
| S1 |
2,310.73 |
2,310.73 |
2,321.89 |
2,317.92 |
| S2 |
2,296.98 |
2,296.98 |
2,319.31 |
|
| S3 |
2,268.86 |
2,282.61 |
2,316.74 |
|
| S4 |
2,240.74 |
2,254.49 |
2,309.00 |
|
|
| 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% |
38.75 |
1.7% |
37% |
False |
False |
5,180 |
| 10 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
35.45 |
1.5% |
37% |
False |
False |
5,188 |
| 20 |
2,449.34 |
2,287.64 |
161.70 |
7.0% |
34.05 |
1.5% |
23% |
False |
False |
5,162 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.2% |
33.30 |
1.4% |
25% |
False |
False |
5,132 |
| 60 |
2,449.34 |
2,149.44 |
299.90 |
12.9% |
34.37 |
1.5% |
58% |
False |
False |
5,103 |
| 80 |
2,449.34 |
2,015.17 |
434.17 |
18.7% |
31.08 |
1.3% |
71% |
False |
False |
5,203 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
28.53 |
1.2% |
73% |
False |
False |
5,273 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
27.34 |
1.2% |
73% |
False |
False |
5,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,458.99 |
|
2.618 |
2,413.10 |
|
1.618 |
2,384.98 |
|
1.000 |
2,367.60 |
|
0.618 |
2,356.86 |
|
HIGH |
2,339.48 |
|
0.618 |
2,328.74 |
|
0.500 |
2,325.42 |
|
0.382 |
2,322.10 |
|
LOW |
2,311.36 |
|
0.618 |
2,293.98 |
|
1.000 |
2,283.24 |
|
1.618 |
2,265.86 |
|
2.618 |
2,237.74 |
|
4.250 |
2,191.85 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,325.42 |
2,321.13 |
| PP |
2,325.10 |
2,317.79 |
| S1 |
2,324.79 |
2,314.46 |
|