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 |
19,025.00 |
19,107.25 |
82.25 |
0.4% |
18,590.25 |
High |
19,129.75 |
19,257.50 |
127.75 |
0.7% |
19,155.00 |
Low |
18,974.25 |
18,994.50 |
20.25 |
0.1% |
18,435.75 |
Close |
19,109.75 |
19,242.25 |
132.50 |
0.7% |
19,037.75 |
Range |
155.50 |
263.00 |
107.50 |
69.1% |
719.25 |
ATR |
246.03 |
247.24 |
1.21 |
0.5% |
0.00 |
Volume |
571,666 |
564,706 |
-6,960 |
-1.2% |
2,997,967 |
|
Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,953.75 |
19,861.00 |
19,387.00 |
|
R3 |
19,690.75 |
19,598.00 |
19,314.50 |
|
R2 |
19,427.75 |
19,427.75 |
19,290.50 |
|
R1 |
19,335.00 |
19,335.00 |
19,266.25 |
19,381.50 |
PP |
19,164.75 |
19,164.75 |
19,164.75 |
19,188.00 |
S1 |
19,072.00 |
19,072.00 |
19,218.25 |
19,118.50 |
S2 |
18,901.75 |
18,901.75 |
19,194.00 |
|
S3 |
18,638.75 |
18,809.00 |
19,170.00 |
|
S4 |
18,375.75 |
18,546.00 |
19,097.50 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,034.00 |
20,755.00 |
19,433.25 |
|
R3 |
20,314.75 |
20,035.75 |
19,235.50 |
|
R2 |
19,595.50 |
19,595.50 |
19,169.50 |
|
R1 |
19,316.50 |
19,316.50 |
19,103.75 |
19,456.00 |
PP |
18,876.25 |
18,876.25 |
18,876.25 |
18,946.00 |
S1 |
18,597.25 |
18,597.25 |
18,971.75 |
18,736.75 |
S2 |
18,157.00 |
18,157.00 |
18,906.00 |
|
S3 |
17,437.75 |
17,878.00 |
18,840.00 |
|
S4 |
16,718.50 |
17,158.75 |
18,642.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,257.50 |
18,696.25 |
561.25 |
2.9% |
227.00 |
1.2% |
97% |
True |
False |
569,706 |
10 |
19,257.50 |
18,241.25 |
1,016.25 |
5.3% |
257.50 |
1.3% |
98% |
True |
False |
616,182 |
20 |
19,257.50 |
18,165.50 |
1,092.00 |
5.7% |
236.75 |
1.2% |
99% |
True |
False |
594,121 |
40 |
19,257.50 |
17,113.25 |
2,144.25 |
11.1% |
258.50 |
1.3% |
99% |
True |
False |
612,536 |
60 |
19,257.50 |
17,113.25 |
2,144.25 |
11.1% |
265.00 |
1.4% |
99% |
True |
False |
623,991 |
80 |
19,257.50 |
17,113.25 |
2,144.25 |
11.1% |
269.50 |
1.4% |
99% |
True |
False |
518,028 |
100 |
19,257.50 |
17,113.25 |
2,144.25 |
11.1% |
262.75 |
1.4% |
99% |
True |
False |
414,611 |
120 |
19,257.50 |
16,541.50 |
2,716.00 |
14.1% |
255.25 |
1.3% |
99% |
True |
False |
345,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,375.25 |
2.618 |
19,946.00 |
1.618 |
19,683.00 |
1.000 |
19,520.50 |
0.618 |
19,420.00 |
HIGH |
19,257.50 |
0.618 |
19,157.00 |
0.500 |
19,126.00 |
0.382 |
19,095.00 |
LOW |
18,994.50 |
0.618 |
18,832.00 |
1.000 |
18,731.50 |
1.618 |
18,569.00 |
2.618 |
18,306.00 |
4.250 |
17,876.75 |
|
|
Fisher Pivots for day following 11-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
19,203.50 |
19,194.50 |
PP |
19,164.75 |
19,146.50 |
S1 |
19,126.00 |
19,098.75 |
|