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 |
5,036.0 |
5,031.0 |
-5.0 |
-0.1% |
5,023.0 |
High |
5,040.0 |
5,040.0 |
0.0 |
0.0% |
5,088.0 |
Low |
4,974.0 |
4,943.0 |
-31.0 |
-0.6% |
4,947.0 |
Close |
5,014.0 |
4,969.0 |
-45.0 |
-0.9% |
5,056.0 |
Range |
66.0 |
97.0 |
31.0 |
47.0% |
141.0 |
ATR |
61.1 |
63.7 |
2.6 |
4.2% |
0.0 |
Volume |
819,605 |
1,007,784 |
188,179 |
23.0% |
3,696,821 |
|
Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,275.0 |
5,219.0 |
5,022.4 |
|
R3 |
5,178.0 |
5,122.0 |
4,995.7 |
|
R2 |
5,081.0 |
5,081.0 |
4,986.8 |
|
R1 |
5,025.0 |
5,025.0 |
4,977.9 |
5,004.5 |
PP |
4,984.0 |
4,984.0 |
4,984.0 |
4,973.8 |
S1 |
4,928.0 |
4,928.0 |
4,960.1 |
4,907.5 |
S2 |
4,887.0 |
4,887.0 |
4,951.2 |
|
S3 |
4,790.0 |
4,831.0 |
4,942.3 |
|
S4 |
4,693.0 |
4,734.0 |
4,915.7 |
|
|
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 |
4,943.0 |
145.0 |
2.9% |
69.4 |
1.4% |
18% |
False |
True |
804,812 |
10 |
5,088.0 |
4,943.0 |
145.0 |
2.9% |
66.3 |
1.3% |
18% |
False |
True |
780,021 |
20 |
5,110.0 |
4,943.0 |
167.0 |
3.4% |
56.1 |
1.1% |
16% |
False |
True |
658,193 |
40 |
5,110.0 |
4,762.0 |
348.0 |
7.0% |
59.6 |
1.2% |
59% |
False |
False |
707,314 |
60 |
5,110.0 |
4,762.0 |
348.0 |
7.0% |
58.6 |
1.2% |
59% |
False |
False |
744,832 |
80 |
5,110.0 |
4,647.0 |
463.0 |
9.3% |
53.1 |
1.1% |
70% |
False |
False |
616,361 |
100 |
5,110.0 |
4,352.0 |
758.0 |
15.3% |
49.0 |
1.0% |
81% |
False |
False |
494,227 |
120 |
5,110.0 |
4,352.0 |
758.0 |
15.3% |
45.4 |
0.9% |
81% |
False |
False |
411,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,452.3 |
2.618 |
5,293.9 |
1.618 |
5,196.9 |
1.000 |
5,137.0 |
0.618 |
5,099.9 |
HIGH |
5,040.0 |
0.618 |
5,002.9 |
0.500 |
4,991.5 |
0.382 |
4,980.1 |
LOW |
4,943.0 |
0.618 |
4,883.1 |
1.000 |
4,846.0 |
1.618 |
4,786.1 |
2.618 |
4,689.1 |
4.250 |
4,530.8 |
|
|
Fisher Pivots for day following 11-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
4,991.5 |
5,012.5 |
PP |
4,984.0 |
4,998.0 |
S1 |
4,976.5 |
4,983.5 |
|