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 |
5,031.0 |
4,979.0 |
-52.0 |
-1.0% |
5,023.0 |
High |
5,040.0 |
5,046.0 |
6.0 |
0.1% |
5,088.0 |
Low |
4,943.0 |
4,976.0 |
33.0 |
0.7% |
4,947.0 |
Close |
4,969.0 |
5,041.0 |
72.0 |
1.4% |
5,056.0 |
Range |
97.0 |
70.0 |
-27.0 |
-27.8% |
141.0 |
ATR |
63.7 |
64.6 |
1.0 |
1.5% |
0.0 |
Volume |
1,007,784 |
956,619 |
-51,165 |
-5.1% |
3,696,821 |
|
Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,231.0 |
5,206.0 |
5,079.5 |
|
R3 |
5,161.0 |
5,136.0 |
5,060.3 |
|
R2 |
5,091.0 |
5,091.0 |
5,053.8 |
|
R1 |
5,066.0 |
5,066.0 |
5,047.4 |
5,078.5 |
PP |
5,021.0 |
5,021.0 |
5,021.0 |
5,027.3 |
S1 |
4,996.0 |
4,996.0 |
5,034.6 |
5,008.5 |
S2 |
4,951.0 |
4,951.0 |
5,028.2 |
|
S3 |
4,881.0 |
4,926.0 |
5,021.8 |
|
S4 |
4,811.0 |
4,856.0 |
5,002.5 |
|
|
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% |
65.8 |
1.3% |
68% |
False |
False |
847,071 |
10 |
5,088.0 |
4,943.0 |
145.0 |
2.9% |
64.9 |
1.3% |
68% |
False |
False |
793,064 |
20 |
5,110.0 |
4,943.0 |
167.0 |
3.3% |
57.5 |
1.1% |
59% |
False |
False |
678,570 |
40 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
59.0 |
1.2% |
80% |
False |
False |
703,669 |
60 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
58.8 |
1.2% |
80% |
False |
False |
744,815 |
80 |
5,110.0 |
4,697.0 |
413.0 |
8.2% |
53.6 |
1.1% |
83% |
False |
False |
628,302 |
100 |
5,110.0 |
4,381.0 |
729.0 |
14.5% |
49.5 |
1.0% |
91% |
False |
False |
503,793 |
120 |
5,110.0 |
4,352.0 |
758.0 |
15.0% |
45.8 |
0.9% |
91% |
False |
False |
419,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,343.5 |
2.618 |
5,229.3 |
1.618 |
5,159.3 |
1.000 |
5,116.0 |
0.618 |
5,089.3 |
HIGH |
5,046.0 |
0.618 |
5,019.3 |
0.500 |
5,011.0 |
0.382 |
5,002.7 |
LOW |
4,976.0 |
0.618 |
4,932.7 |
1.000 |
4,906.0 |
1.618 |
4,862.7 |
2.618 |
4,792.7 |
4.250 |
4,678.5 |
|
|
Fisher Pivots for day following 12-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,031.0 |
5,025.5 |
PP |
5,021.0 |
5,010.0 |
S1 |
5,011.0 |
4,994.5 |
|