| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,054.8 |
2,027.7 |
-27.1 |
-1.3% |
2,080.0 |
| High |
2,060.3 |
2,038.0 |
-22.3 |
-1.1% |
2,104.7 |
| Low |
2,020.6 |
2,005.8 |
-14.8 |
-0.7% |
2,020.6 |
| Close |
2,029.2 |
2,035.9 |
6.7 |
0.3% |
2,029.2 |
| Range |
39.7 |
32.2 |
-7.5 |
-18.9% |
84.1 |
| ATR |
34.6 |
34.5 |
-0.2 |
-0.5% |
0.0 |
| Volume |
175,118 |
164,552 |
-10,566 |
-6.0% |
851,322 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.2 |
2,111.7 |
2,053.6 |
|
| R3 |
2,091.0 |
2,079.5 |
2,044.8 |
|
| R2 |
2,058.8 |
2,058.8 |
2,041.8 |
|
| R1 |
2,047.3 |
2,047.3 |
2,038.9 |
2,053.1 |
| PP |
2,026.6 |
2,026.6 |
2,026.6 |
2,029.4 |
| S1 |
2,015.1 |
2,015.1 |
2,032.9 |
2,020.9 |
| S2 |
1,994.4 |
1,994.4 |
2,030.0 |
|
| S3 |
1,962.2 |
1,982.9 |
2,027.0 |
|
| S4 |
1,930.0 |
1,950.7 |
2,018.2 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.8 |
2,250.6 |
2,075.5 |
|
| R3 |
2,219.7 |
2,166.5 |
2,052.3 |
|
| R2 |
2,135.6 |
2,135.6 |
2,044.6 |
|
| R1 |
2,082.4 |
2,082.4 |
2,036.9 |
2,067.0 |
| PP |
2,051.5 |
2,051.5 |
2,051.5 |
2,043.8 |
| S1 |
1,998.3 |
1,998.3 |
2,021.5 |
1,982.9 |
| S2 |
1,967.4 |
1,967.4 |
2,013.8 |
|
| S3 |
1,883.3 |
1,914.2 |
2,006.1 |
|
| S4 |
1,799.2 |
1,830.1 |
1,982.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,069.8 |
2,005.8 |
64.0 |
3.1% |
32.1 |
1.6% |
47% |
False |
True |
162,302 |
| 10 |
2,104.7 |
2,005.8 |
98.9 |
4.9% |
35.3 |
1.7% |
30% |
False |
True |
174,507 |
| 20 |
2,132.5 |
2,005.8 |
126.7 |
6.2% |
32.1 |
1.6% |
24% |
False |
True |
165,656 |
| 40 |
2,132.5 |
1,915.8 |
216.7 |
10.6% |
35.4 |
1.7% |
55% |
False |
False |
176,727 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
37.1 |
1.8% |
48% |
False |
False |
182,388 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
36.6 |
1.8% |
48% |
False |
False |
153,919 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
37.6 |
1.8% |
48% |
False |
False |
123,188 |
| 120 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
37.6 |
1.8% |
48% |
False |
False |
102,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,174.9 |
|
2.618 |
2,122.3 |
|
1.618 |
2,090.1 |
|
1.000 |
2,070.2 |
|
0.618 |
2,057.9 |
|
HIGH |
2,038.0 |
|
0.618 |
2,025.7 |
|
0.500 |
2,021.9 |
|
0.382 |
2,018.1 |
|
LOW |
2,005.8 |
|
0.618 |
1,985.9 |
|
1.000 |
1,973.6 |
|
1.618 |
1,953.7 |
|
2.618 |
1,921.5 |
|
4.250 |
1,869.0 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,031.2 |
2,037.6 |
| PP |
2,026.6 |
2,037.0 |
| S1 |
2,021.9 |
2,036.5 |
|