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 |
18,541.0 |
18,548.0 |
7.0 |
0.0% |
18,657.0 |
High |
18,556.0 |
18,575.0 |
19.0 |
0.1% |
18,818.0 |
Low |
18,383.0 |
18,299.0 |
-84.0 |
-0.5% |
18,402.0 |
Close |
18,514.0 |
18,396.0 |
-118.0 |
-0.6% |
18,583.0 |
Range |
173.0 |
276.0 |
103.0 |
59.5% |
416.0 |
ATR |
202.0 |
207.3 |
5.3 |
2.6% |
0.0 |
Volume |
42,885 |
51,997 |
9,112 |
21.2% |
212,655 |
|
Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,251.3 |
19,099.7 |
18,547.8 |
|
R3 |
18,975.3 |
18,823.7 |
18,471.9 |
|
R2 |
18,699.3 |
18,699.3 |
18,446.6 |
|
R1 |
18,547.7 |
18,547.7 |
18,421.3 |
18,485.5 |
PP |
18,423.3 |
18,423.3 |
18,423.3 |
18,392.3 |
S1 |
18,271.7 |
18,271.7 |
18,370.7 |
18,209.5 |
S2 |
18,147.3 |
18,147.3 |
18,345.4 |
|
S3 |
17,871.3 |
17,995.7 |
18,320.1 |
|
S4 |
17,595.3 |
17,719.7 |
18,244.2 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,849.0 |
19,632.0 |
18,811.8 |
|
R3 |
19,433.0 |
19,216.0 |
18,697.4 |
|
R2 |
19,017.0 |
19,017.0 |
18,659.3 |
|
R1 |
18,800.0 |
18,800.0 |
18,621.1 |
18,700.5 |
PP |
18,601.0 |
18,601.0 |
18,601.0 |
18,551.3 |
S1 |
18,384.0 |
18,384.0 |
18,544.9 |
18,284.5 |
S2 |
18,185.0 |
18,185.0 |
18,506.7 |
|
S3 |
17,769.0 |
17,968.0 |
18,468.6 |
|
S4 |
17,353.0 |
17,552.0 |
18,354.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,818.0 |
18,299.0 |
519.0 |
2.8% |
208.0 |
1.1% |
19% |
False |
True |
43,071 |
10 |
18,818.0 |
18,299.0 |
519.0 |
2.8% |
204.3 |
1.1% |
19% |
False |
True |
42,442 |
20 |
19,018.0 |
18,299.0 |
719.0 |
3.9% |
186.0 |
1.0% |
13% |
False |
True |
37,472 |
40 |
19,018.0 |
17,608.0 |
1,410.0 |
7.7% |
197.6 |
1.1% |
56% |
False |
False |
42,789 |
60 |
19,018.0 |
17,608.0 |
1,410.0 |
7.7% |
193.2 |
1.1% |
56% |
False |
False |
45,436 |
80 |
19,018.0 |
17,217.0 |
1,801.0 |
9.8% |
172.2 |
0.9% |
65% |
False |
False |
35,506 |
100 |
19,018.0 |
16,743.0 |
2,275.0 |
12.4% |
148.5 |
0.8% |
73% |
False |
False |
28,410 |
120 |
19,018.0 |
16,743.0 |
2,275.0 |
12.4% |
133.9 |
0.7% |
73% |
False |
False |
23,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,748.0 |
2.618 |
19,297.6 |
1.618 |
19,021.6 |
1.000 |
18,851.0 |
0.618 |
18,745.6 |
HIGH |
18,575.0 |
0.618 |
18,469.6 |
0.500 |
18,437.0 |
0.382 |
18,404.4 |
LOW |
18,299.0 |
0.618 |
18,128.4 |
1.000 |
18,023.0 |
1.618 |
17,852.4 |
2.618 |
17,576.4 |
4.250 |
17,126.0 |
|
|
Fisher Pivots for day following 11-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,437.0 |
18,491.5 |
PP |
18,423.3 |
18,459.7 |
S1 |
18,409.7 |
18,427.8 |
|