| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,316.61 |
2,324.43 |
7.82 |
0.3% |
2,326.25 |
| High |
2,339.48 |
2,324.60 |
-14.88 |
-0.6% |
2,386.90 |
| Low |
2,311.36 |
2,296.92 |
-14.44 |
-0.6% |
2,287.64 |
| Close |
2,324.47 |
2,304.03 |
-20.44 |
-0.9% |
2,293.71 |
| Range |
28.12 |
27.68 |
-0.44 |
-1.6% |
99.26 |
| ATR |
34.09 |
33.63 |
-0.46 |
-1.3% |
0.00 |
| Volume |
5,292 |
5,236 |
-56 |
-1.1% |
25,737 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,391.56 |
2,375.47 |
2,319.25 |
|
| R3 |
2,363.88 |
2,347.79 |
2,311.64 |
|
| R2 |
2,336.20 |
2,336.20 |
2,309.10 |
|
| R1 |
2,320.11 |
2,320.11 |
2,306.57 |
2,314.32 |
| PP |
2,308.52 |
2,308.52 |
2,308.52 |
2,305.62 |
| S1 |
2,292.43 |
2,292.43 |
2,301.49 |
2,286.64 |
| S2 |
2,280.84 |
2,280.84 |
2,298.96 |
|
| S3 |
2,253.16 |
2,264.75 |
2,296.42 |
|
| S4 |
2,225.48 |
2,237.07 |
2,288.81 |
|
|
| 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% |
39.84 |
1.7% |
17% |
False |
False |
5,178 |
| 10 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
35.67 |
1.5% |
17% |
False |
False |
5,193 |
| 20 |
2,449.34 |
2,287.64 |
161.70 |
7.0% |
33.73 |
1.5% |
10% |
False |
False |
5,160 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.3% |
33.21 |
1.4% |
13% |
False |
False |
5,136 |
| 60 |
2,449.34 |
2,151.06 |
298.28 |
12.9% |
34.61 |
1.5% |
51% |
False |
False |
5,098 |
| 80 |
2,449.34 |
2,016.41 |
432.93 |
18.8% |
31.24 |
1.4% |
66% |
False |
False |
5,197 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
20.1% |
28.69 |
1.2% |
69% |
False |
False |
5,272 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
20.1% |
27.45 |
1.2% |
69% |
False |
False |
5,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,442.24 |
|
2.618 |
2,397.07 |
|
1.618 |
2,369.39 |
|
1.000 |
2,352.28 |
|
0.618 |
2,341.71 |
|
HIGH |
2,324.60 |
|
0.618 |
2,314.03 |
|
0.500 |
2,310.76 |
|
0.382 |
2,307.49 |
|
LOW |
2,296.92 |
|
0.618 |
2,279.81 |
|
1.000 |
2,269.24 |
|
1.618 |
2,252.13 |
|
2.618 |
2,224.45 |
|
4.250 |
2,179.28 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,310.76 |
2,318.20 |
| PP |
2,308.52 |
2,313.48 |
| S1 |
2,306.27 |
2,308.75 |
|