| 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 |
8,227.0 |
8,249.5 |
22.5 |
0.3% |
8,325.5 |
| High |
8,260.5 |
8,273.5 |
13.0 |
0.2% |
8,373.5 |
| Low |
8,182.5 |
8,121.0 |
-61.5 |
-0.8% |
8,205.0 |
| Close |
8,234.5 |
8,149.0 |
-85.5 |
-1.0% |
8,262.5 |
| Range |
78.0 |
152.5 |
74.5 |
95.5% |
168.5 |
| ATR |
81.9 |
87.0 |
5.0 |
6.2% |
0.0 |
| Volume |
76,471 |
100,416 |
23,945 |
31.3% |
398,080 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,638.5 |
8,546.5 |
8,233.0 |
|
| R3 |
8,486.0 |
8,394.0 |
8,191.0 |
|
| R2 |
8,333.5 |
8,333.5 |
8,177.0 |
|
| R1 |
8,241.5 |
8,241.5 |
8,163.0 |
8,211.0 |
| PP |
8,181.0 |
8,181.0 |
8,181.0 |
8,166.0 |
| S1 |
8,089.0 |
8,089.0 |
8,135.0 |
8,059.0 |
| S2 |
8,028.5 |
8,028.5 |
8,121.0 |
|
| S3 |
7,876.0 |
7,936.5 |
8,107.0 |
|
| S4 |
7,723.5 |
7,784.0 |
8,065.0 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,786.0 |
8,692.5 |
8,355.0 |
|
| R3 |
8,617.5 |
8,524.0 |
8,309.0 |
|
| R2 |
8,449.0 |
8,449.0 |
8,293.5 |
|
| R1 |
8,355.5 |
8,355.5 |
8,278.0 |
8,318.0 |
| PP |
8,280.5 |
8,280.5 |
8,280.5 |
8,261.5 |
| S1 |
8,187.0 |
8,187.0 |
8,247.0 |
8,149.5 |
| S2 |
8,112.0 |
8,112.0 |
8,231.5 |
|
| S3 |
7,943.5 |
8,018.5 |
8,216.0 |
|
| S4 |
7,775.0 |
7,850.0 |
8,170.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,317.0 |
8,121.0 |
196.0 |
2.4% |
87.0 |
1.1% |
14% |
False |
True |
78,398 |
| 10 |
8,373.5 |
8,121.0 |
252.5 |
3.1% |
92.0 |
1.1% |
11% |
False |
True |
89,851 |
| 20 |
8,489.0 |
8,121.0 |
368.0 |
4.5% |
82.0 |
1.0% |
8% |
False |
True |
83,116 |
| 40 |
8,489.0 |
7,766.5 |
722.5 |
8.9% |
82.5 |
1.0% |
53% |
False |
False |
88,211 |
| 60 |
8,489.0 |
7,718.5 |
770.5 |
9.5% |
79.5 |
1.0% |
56% |
False |
False |
89,809 |
| 80 |
8,489.0 |
7,585.0 |
904.0 |
11.1% |
70.0 |
0.9% |
62% |
False |
False |
77,922 |
| 100 |
8,489.0 |
7,471.5 |
1,017.5 |
12.5% |
58.5 |
0.7% |
67% |
False |
False |
62,340 |
| 120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.8% |
51.5 |
0.6% |
67% |
False |
False |
51,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,921.5 |
|
2.618 |
8,672.5 |
|
1.618 |
8,520.0 |
|
1.000 |
8,426.0 |
|
0.618 |
8,367.5 |
|
HIGH |
8,273.5 |
|
0.618 |
8,215.0 |
|
0.500 |
8,197.0 |
|
0.382 |
8,179.5 |
|
LOW |
8,121.0 |
|
0.618 |
8,027.0 |
|
1.000 |
7,968.5 |
|
1.618 |
7,874.5 |
|
2.618 |
7,722.0 |
|
4.250 |
7,473.0 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,197.0 |
8,219.0 |
| PP |
8,181.0 |
8,195.5 |
| S1 |
8,165.0 |
8,172.5 |
|