| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
8,152.0 |
8,226.5 |
74.5 |
0.9% |
8,325.5 |
| High |
8,251.5 |
8,228.5 |
-23.0 |
-0.3% |
8,373.5 |
| Low |
8,152.0 |
8,151.5 |
-0.5 |
0.0% |
8,205.0 |
| Close |
8,236.0 |
8,164.5 |
-71.5 |
-0.9% |
8,262.5 |
| Range |
99.5 |
77.0 |
-22.5 |
-22.6% |
168.5 |
| ATR |
88.1 |
87.8 |
-0.3 |
-0.3% |
0.0 |
| Volume |
115,085 |
121,893 |
6,808 |
5.9% |
398,080 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,412.5 |
8,365.5 |
8,207.0 |
|
| R3 |
8,335.5 |
8,288.5 |
8,185.5 |
|
| R2 |
8,258.5 |
8,258.5 |
8,178.5 |
|
| R1 |
8,211.5 |
8,211.5 |
8,171.5 |
8,196.5 |
| PP |
8,181.5 |
8,181.5 |
8,181.5 |
8,174.0 |
| S1 |
8,134.5 |
8,134.5 |
8,157.5 |
8,119.5 |
| S2 |
8,104.5 |
8,104.5 |
8,150.5 |
|
| S3 |
8,027.5 |
8,057.5 |
8,143.5 |
|
| S4 |
7,950.5 |
7,980.5 |
8,122.0 |
|
|
| 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% |
101.0 |
1.2% |
22% |
False |
False |
96,143 |
| 10 |
8,373.5 |
8,121.0 |
252.5 |
3.1% |
90.0 |
1.1% |
17% |
False |
False |
93,270 |
| 20 |
8,483.5 |
8,121.0 |
362.5 |
4.4% |
85.5 |
1.0% |
12% |
False |
False |
87,153 |
| 40 |
8,489.0 |
7,766.5 |
722.5 |
8.8% |
81.0 |
1.0% |
55% |
False |
False |
87,395 |
| 60 |
8,489.0 |
7,718.5 |
770.5 |
9.4% |
80.5 |
1.0% |
58% |
False |
False |
89,923 |
| 80 |
8,489.0 |
7,611.5 |
877.5 |
10.7% |
71.0 |
0.9% |
63% |
False |
False |
80,884 |
| 100 |
8,489.0 |
7,486.0 |
1,003.0 |
12.3% |
60.0 |
0.7% |
68% |
False |
False |
64,710 |
| 120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.7% |
53.0 |
0.6% |
69% |
False |
False |
53,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,556.0 |
|
2.618 |
8,430.0 |
|
1.618 |
8,353.0 |
|
1.000 |
8,305.5 |
|
0.618 |
8,276.0 |
|
HIGH |
8,228.5 |
|
0.618 |
8,199.0 |
|
0.500 |
8,190.0 |
|
0.382 |
8,181.0 |
|
LOW |
8,151.5 |
|
0.618 |
8,104.0 |
|
1.000 |
8,074.5 |
|
1.618 |
8,027.0 |
|
2.618 |
7,950.0 |
|
4.250 |
7,824.0 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,190.0 |
8,197.0 |
| PP |
8,181.5 |
8,186.5 |
| S1 |
8,173.0 |
8,175.5 |
|