Trading Metrics calculated at close of trading on 10-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
5,075.0 |
5,036.0 |
-39.0 |
-0.8% |
5,023.0 |
High |
5,082.0 |
5,040.0 |
-42.0 |
-0.8% |
5,088.0 |
Low |
5,021.0 |
4,974.0 |
-47.0 |
-0.9% |
4,947.0 |
Close |
5,056.0 |
5,014.0 |
-42.0 |
-0.8% |
5,056.0 |
Range |
61.0 |
66.0 |
5.0 |
8.2% |
141.0 |
ATR |
59.5 |
61.1 |
1.6 |
2.7% |
0.0 |
Volume |
733,911 |
819,605 |
85,694 |
11.7% |
3,696,821 |
|
Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,207.3 |
5,176.7 |
5,050.3 |
|
R3 |
5,141.3 |
5,110.7 |
5,032.2 |
|
R2 |
5,075.3 |
5,075.3 |
5,026.1 |
|
R1 |
5,044.7 |
5,044.7 |
5,020.1 |
5,027.0 |
PP |
5,009.3 |
5,009.3 |
5,009.3 |
5,000.5 |
S1 |
4,978.7 |
4,978.7 |
5,008.0 |
4,961.0 |
S2 |
4,943.3 |
4,943.3 |
5,001.9 |
|
S3 |
4,877.3 |
4,912.7 |
4,995.9 |
|
S4 |
4,811.3 |
4,846.7 |
4,977.7 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,453.3 |
5,395.7 |
5,133.6 |
|
R3 |
5,312.3 |
5,254.7 |
5,094.8 |
|
R2 |
5,171.3 |
5,171.3 |
5,081.9 |
|
R1 |
5,113.7 |
5,113.7 |
5,068.9 |
5,142.5 |
PP |
5,030.3 |
5,030.3 |
5,030.3 |
5,044.8 |
S1 |
4,972.7 |
4,972.7 |
5,043.1 |
5,001.5 |
S2 |
4,889.3 |
4,889.3 |
5,030.2 |
|
S3 |
4,748.3 |
4,831.7 |
5,017.2 |
|
S4 |
4,607.3 |
4,690.7 |
4,978.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,088.0 |
4,947.0 |
141.0 |
2.8% |
63.0 |
1.3% |
48% |
False |
False |
759,799 |
10 |
5,088.0 |
4,947.0 |
141.0 |
2.8% |
62.5 |
1.2% |
48% |
False |
False |
736,317 |
20 |
5,110.0 |
4,947.0 |
163.0 |
3.3% |
52.4 |
1.0% |
41% |
False |
False |
628,150 |
40 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
59.7 |
1.2% |
72% |
False |
False |
710,873 |
60 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
57.7 |
1.2% |
72% |
False |
False |
741,769 |
80 |
5,110.0 |
4,626.0 |
484.0 |
9.7% |
52.6 |
1.0% |
80% |
False |
False |
604,058 |
100 |
5,110.0 |
4,352.0 |
758.0 |
15.1% |
48.3 |
1.0% |
87% |
False |
False |
484,150 |
120 |
5,110.0 |
4,352.0 |
758.0 |
15.1% |
45.1 |
0.9% |
87% |
False |
False |
403,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,320.5 |
2.618 |
5,212.8 |
1.618 |
5,146.8 |
1.000 |
5,106.0 |
0.618 |
5,080.8 |
HIGH |
5,040.0 |
0.618 |
5,014.8 |
0.500 |
5,007.0 |
0.382 |
4,999.2 |
LOW |
4,974.0 |
0.618 |
4,933.2 |
1.000 |
4,908.0 |
1.618 |
4,867.2 |
2.618 |
4,801.2 |
4.250 |
4,693.5 |
|
|
Fisher Pivots for day following 10-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,011.7 |
5,031.0 |
PP |
5,009.3 |
5,025.3 |
S1 |
5,007.0 |
5,019.7 |
|