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 |
19,107.25 |
19,248.00 |
140.75 |
0.7% |
18,590.25 |
High |
19,257.50 |
19,612.25 |
354.75 |
1.8% |
19,155.00 |
Low |
18,994.50 |
19,233.50 |
239.00 |
1.3% |
18,435.75 |
Close |
19,242.25 |
19,496.50 |
254.25 |
1.3% |
19,037.75 |
Range |
263.00 |
378.75 |
115.75 |
44.0% |
719.25 |
ATR |
247.24 |
256.63 |
9.39 |
3.8% |
0.00 |
Volume |
564,706 |
691,079 |
126,373 |
22.4% |
2,997,967 |
|
Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,583.75 |
20,418.75 |
19,704.75 |
|
R3 |
20,205.00 |
20,040.00 |
19,600.75 |
|
R2 |
19,826.25 |
19,826.25 |
19,566.00 |
|
R1 |
19,661.25 |
19,661.25 |
19,531.25 |
19,743.75 |
PP |
19,447.50 |
19,447.50 |
19,447.50 |
19,488.50 |
S1 |
19,282.50 |
19,282.50 |
19,461.75 |
19,365.00 |
S2 |
19,068.75 |
19,068.75 |
19,427.00 |
|
S3 |
18,690.00 |
18,903.75 |
19,392.25 |
|
S4 |
18,311.25 |
18,525.00 |
19,288.25 |
|
|
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 |
19,612.25 |
18,940.00 |
672.25 |
3.4% |
224.00 |
1.1% |
83% |
True |
False |
592,876 |
10 |
19,612.25 |
18,241.25 |
1,371.00 |
7.0% |
274.25 |
1.4% |
92% |
True |
False |
627,896 |
20 |
19,612.25 |
18,241.25 |
1,371.00 |
7.0% |
242.25 |
1.2% |
92% |
True |
False |
600,906 |
40 |
19,612.25 |
17,113.25 |
2,499.00 |
12.8% |
263.00 |
1.3% |
95% |
True |
False |
610,654 |
60 |
19,612.25 |
17,113.25 |
2,499.00 |
12.8% |
266.00 |
1.4% |
95% |
True |
False |
624,565 |
80 |
19,612.25 |
17,113.25 |
2,499.00 |
12.8% |
270.50 |
1.4% |
95% |
True |
False |
526,650 |
100 |
19,612.25 |
17,113.25 |
2,499.00 |
12.8% |
263.00 |
1.3% |
95% |
True |
False |
421,510 |
120 |
19,612.25 |
16,541.50 |
3,070.75 |
15.8% |
257.25 |
1.3% |
96% |
True |
False |
351,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,222.00 |
2.618 |
20,603.75 |
1.618 |
20,225.00 |
1.000 |
19,991.00 |
0.618 |
19,846.25 |
HIGH |
19,612.25 |
0.618 |
19,467.50 |
0.500 |
19,423.00 |
0.382 |
19,378.25 |
LOW |
19,233.50 |
0.618 |
18,999.50 |
1.000 |
18,854.75 |
1.618 |
18,620.75 |
2.618 |
18,242.00 |
4.250 |
17,623.75 |
|
|
Fisher Pivots for day following 12-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
19,472.00 |
19,428.75 |
PP |
19,447.50 |
19,361.00 |
S1 |
19,423.00 |
19,293.25 |
|