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 |
5,369.75 |
5,384.50 |
14.75 |
0.3% |
5,299.50 |
High |
5,386.25 |
5,454.50 |
68.25 |
1.3% |
5,385.50 |
Low |
5,334.50 |
5,380.00 |
45.50 |
0.9% |
5,246.75 |
Close |
5,384.00 |
5,427.50 |
43.50 |
0.8% |
5,355.75 |
Range |
51.75 |
74.50 |
22.75 |
44.0% |
138.75 |
ATR |
53.33 |
54.84 |
1.51 |
2.8% |
0.00 |
Volume |
1,413,433 |
1,899,786 |
486,353 |
34.4% |
7,734,900 |
|
Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,644.25 |
5,610.25 |
5,468.50 |
|
R3 |
5,569.75 |
5,535.75 |
5,448.00 |
|
R2 |
5,495.25 |
5,495.25 |
5,441.25 |
|
R1 |
5,461.25 |
5,461.25 |
5,434.25 |
5,478.25 |
PP |
5,420.75 |
5,420.75 |
5,420.75 |
5,429.00 |
S1 |
5,386.75 |
5,386.75 |
5,420.75 |
5,403.75 |
S2 |
5,346.25 |
5,346.25 |
5,413.75 |
|
S3 |
5,271.75 |
5,312.25 |
5,407.00 |
|
S4 |
5,197.25 |
5,237.75 |
5,386.50 |
|
|
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 |
5,454.50 |
5,329.00 |
125.50 |
2.3% |
49.75 |
0.9% |
78% |
True |
False |
1,463,755 |
10 |
5,454.50 |
5,205.50 |
249.00 |
4.6% |
57.00 |
1.1% |
89% |
True |
False |
1,618,204 |
20 |
5,454.50 |
5,205.50 |
249.00 |
4.6% |
51.25 |
0.9% |
89% |
True |
False |
1,462,229 |
40 |
5,454.50 |
4,963.50 |
491.00 |
9.0% |
56.25 |
1.0% |
95% |
True |
False |
1,463,081 |
60 |
5,454.50 |
4,963.50 |
491.00 |
9.0% |
57.50 |
1.1% |
95% |
True |
False |
1,496,043 |
80 |
5,454.50 |
4,963.50 |
491.00 |
9.0% |
56.50 |
1.0% |
95% |
True |
False |
1,289,698 |
100 |
5,454.50 |
4,921.00 |
533.50 |
9.8% |
54.50 |
1.0% |
95% |
True |
False |
1,033,029 |
120 |
5,454.50 |
4,754.50 |
700.00 |
12.9% |
53.50 |
1.0% |
96% |
True |
False |
861,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,771.00 |
2.618 |
5,649.50 |
1.618 |
5,575.00 |
1.000 |
5,529.00 |
0.618 |
5,500.50 |
HIGH |
5,454.50 |
0.618 |
5,426.00 |
0.500 |
5,417.25 |
0.382 |
5,408.50 |
LOW |
5,380.00 |
0.618 |
5,334.00 |
1.000 |
5,305.50 |
1.618 |
5,259.50 |
2.618 |
5,185.00 |
4.250 |
5,063.50 |
|
|
Fisher Pivots for day following 12-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,424.00 |
5,416.50 |
PP |
5,420.75 |
5,405.50 |
S1 |
5,417.25 |
5,394.50 |
|