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 |
4,979.0 |
5,038.0 |
59.0 |
1.2% |
5,023.0 |
High |
5,046.0 |
5,041.0 |
-5.0 |
-0.1% |
5,088.0 |
Low |
4,976.0 |
4,927.0 |
-49.0 |
-1.0% |
4,947.0 |
Close |
5,041.0 |
4,933.0 |
-108.0 |
-2.1% |
5,056.0 |
Range |
70.0 |
114.0 |
44.0 |
62.9% |
141.0 |
ATR |
64.6 |
68.2 |
3.5 |
5.5% |
0.0 |
Volume |
956,619 |
1,206,075 |
249,456 |
26.1% |
3,696,821 |
|
Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,309.0 |
5,235.0 |
4,995.7 |
|
R3 |
5,195.0 |
5,121.0 |
4,964.4 |
|
R2 |
5,081.0 |
5,081.0 |
4,953.9 |
|
R1 |
5,007.0 |
5,007.0 |
4,943.5 |
4,987.0 |
PP |
4,967.0 |
4,967.0 |
4,967.0 |
4,957.0 |
S1 |
4,893.0 |
4,893.0 |
4,922.6 |
4,873.0 |
S2 |
4,853.0 |
4,853.0 |
4,912.1 |
|
S3 |
4,739.0 |
4,779.0 |
4,901.7 |
|
S4 |
4,625.0 |
4,665.0 |
4,870.3 |
|
|
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 |
5,082.0 |
4,927.0 |
155.0 |
3.1% |
81.6 |
1.7% |
4% |
False |
True |
944,798 |
10 |
5,088.0 |
4,927.0 |
161.0 |
3.3% |
70.7 |
1.4% |
4% |
False |
True |
856,694 |
20 |
5,110.0 |
4,927.0 |
183.0 |
3.7% |
61.5 |
1.2% |
3% |
False |
True |
709,274 |
40 |
5,110.0 |
4,762.0 |
348.0 |
7.1% |
60.6 |
1.2% |
49% |
False |
False |
703,553 |
60 |
5,110.0 |
4,762.0 |
348.0 |
7.1% |
60.0 |
1.2% |
49% |
False |
False |
748,217 |
80 |
5,110.0 |
4,716.0 |
394.0 |
8.0% |
54.7 |
1.1% |
55% |
False |
False |
643,260 |
100 |
5,110.0 |
4,403.0 |
707.0 |
14.3% |
50.1 |
1.0% |
75% |
False |
False |
515,850 |
120 |
5,110.0 |
4,352.0 |
758.0 |
15.4% |
46.6 |
0.9% |
77% |
False |
False |
429,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,525.5 |
2.618 |
5,339.5 |
1.618 |
5,225.5 |
1.000 |
5,155.0 |
0.618 |
5,111.5 |
HIGH |
5,041.0 |
0.618 |
4,997.5 |
0.500 |
4,984.0 |
0.382 |
4,970.5 |
LOW |
4,927.0 |
0.618 |
4,856.5 |
1.000 |
4,813.0 |
1.618 |
4,742.5 |
2.618 |
4,628.5 |
4.250 |
4,442.5 |
|
|
Fisher Pivots for day following 13-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
4,984.0 |
4,986.5 |
PP |
4,967.0 |
4,968.7 |
S1 |
4,950.0 |
4,950.8 |
|