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 |
5,362.00 |
5,351.50 |
-10.50 |
-0.2% |
5,299.50 |
High |
5,385.50 |
5,375.75 |
-9.75 |
-0.2% |
5,385.50 |
Low |
5,329.00 |
5,338.25 |
9.25 |
0.2% |
5,246.75 |
Close |
5,355.75 |
5,371.25 |
15.50 |
0.3% |
5,355.75 |
Range |
56.50 |
37.50 |
-19.00 |
-33.6% |
138.75 |
ATR |
54.68 |
53.45 |
-1.23 |
-2.2% |
0.00 |
Volume |
1,591,439 |
1,185,881 |
-405,558 |
-25.5% |
7,734,900 |
|
Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,474.25 |
5,460.25 |
5,392.00 |
|
R3 |
5,436.75 |
5,422.75 |
5,381.50 |
|
R2 |
5,399.25 |
5,399.25 |
5,378.00 |
|
R1 |
5,385.25 |
5,385.25 |
5,374.75 |
5,392.25 |
PP |
5,361.75 |
5,361.75 |
5,361.75 |
5,365.25 |
S1 |
5,347.75 |
5,347.75 |
5,367.75 |
5,354.75 |
S2 |
5,324.25 |
5,324.25 |
5,364.50 |
|
S3 |
5,286.75 |
5,310.25 |
5,361.00 |
|
S4 |
5,249.25 |
5,272.75 |
5,350.50 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,745.50 |
5,689.50 |
5,432.00 |
|
R3 |
5,606.75 |
5,550.75 |
5,394.00 |
|
R2 |
5,468.00 |
5,468.00 |
5,381.25 |
|
R1 |
5,412.00 |
5,412.00 |
5,368.50 |
5,440.00 |
PP |
5,329.25 |
5,329.25 |
5,329.25 |
5,343.50 |
S1 |
5,273.25 |
5,273.25 |
5,343.00 |
5,301.25 |
S2 |
5,190.50 |
5,190.50 |
5,330.25 |
|
S3 |
5,051.75 |
5,134.50 |
5,317.50 |
|
S4 |
4,913.00 |
4,995.75 |
5,279.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,385.50 |
5,262.00 |
123.50 |
2.3% |
47.50 |
0.9% |
88% |
False |
False |
1,427,049 |
10 |
5,385.50 |
5,205.50 |
180.00 |
3.4% |
54.25 |
1.0% |
92% |
False |
False |
1,570,255 |
20 |
5,385.50 |
5,205.50 |
180.00 |
3.4% |
49.50 |
0.9% |
92% |
False |
False |
1,405,337 |
40 |
5,385.50 |
4,963.50 |
422.00 |
7.9% |
57.25 |
1.1% |
97% |
False |
False |
1,488,354 |
60 |
5,385.50 |
4,963.50 |
422.00 |
7.9% |
57.50 |
1.1% |
97% |
False |
False |
1,495,907 |
80 |
5,385.50 |
4,963.50 |
422.00 |
7.9% |
56.00 |
1.0% |
97% |
False |
False |
1,248,470 |
100 |
5,385.50 |
4,816.50 |
569.00 |
10.6% |
54.50 |
1.0% |
97% |
False |
False |
999,953 |
120 |
5,385.50 |
4,754.50 |
631.00 |
11.7% |
53.00 |
1.0% |
98% |
False |
False |
833,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,535.00 |
2.618 |
5,474.00 |
1.618 |
5,436.50 |
1.000 |
5,413.25 |
0.618 |
5,399.00 |
HIGH |
5,375.75 |
0.618 |
5,361.50 |
0.500 |
5,357.00 |
0.382 |
5,352.50 |
LOW |
5,338.25 |
0.618 |
5,315.00 |
1.000 |
5,300.75 |
1.618 |
5,277.50 |
2.618 |
5,240.00 |
4.250 |
5,179.00 |
|
|
Fisher Pivots for day following 10-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,366.50 |
5,366.50 |
PP |
5,361.75 |
5,362.00 |
S1 |
5,357.00 |
5,357.25 |
|