| 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 |
2,027.7 |
2,035.8 |
8.1 |
0.4% |
2,080.0 |
| High |
2,038.0 |
2,037.4 |
-0.6 |
0.0% |
2,104.7 |
| Low |
2,005.8 |
2,005.6 |
-0.2 |
0.0% |
2,020.6 |
| Close |
2,035.9 |
2,027.7 |
-8.2 |
-0.4% |
2,029.2 |
| Range |
32.2 |
31.8 |
-0.4 |
-1.2% |
84.1 |
| ATR |
34.5 |
34.3 |
-0.2 |
-0.6% |
0.0 |
| Volume |
164,552 |
153,461 |
-11,091 |
-6.7% |
851,322 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,119.0 |
2,105.1 |
2,045.2 |
|
| R3 |
2,087.2 |
2,073.3 |
2,036.4 |
|
| R2 |
2,055.4 |
2,055.4 |
2,033.5 |
|
| R1 |
2,041.5 |
2,041.5 |
2,030.6 |
2,032.6 |
| PP |
2,023.6 |
2,023.6 |
2,023.6 |
2,019.1 |
| S1 |
2,009.7 |
2,009.7 |
2,024.8 |
2,000.8 |
| S2 |
1,991.8 |
1,991.8 |
2,021.9 |
|
| S3 |
1,960.0 |
1,977.9 |
2,019.0 |
|
| S4 |
1,928.2 |
1,946.1 |
2,010.2 |
|
|
| 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 |
2,005.6 |
64.2 |
3.2% |
31.9 |
1.6% |
34% |
False |
True |
158,001 |
| 10 |
2,104.7 |
2,005.6 |
99.1 |
4.9% |
35.2 |
1.7% |
22% |
False |
True |
172,829 |
| 20 |
2,132.5 |
2,005.6 |
126.9 |
6.3% |
32.4 |
1.6% |
17% |
False |
True |
167,604 |
| 40 |
2,132.5 |
1,915.8 |
216.7 |
10.7% |
34.9 |
1.7% |
52% |
False |
False |
174,093 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
37.3 |
1.8% |
45% |
False |
False |
181,581 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
36.3 |
1.8% |
45% |
False |
False |
155,832 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
37.6 |
1.9% |
45% |
False |
False |
124,720 |
| 120 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
37.7 |
1.9% |
45% |
False |
False |
103,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,172.6 |
|
2.618 |
2,120.7 |
|
1.618 |
2,088.9 |
|
1.000 |
2,069.2 |
|
0.618 |
2,057.1 |
|
HIGH |
2,037.4 |
|
0.618 |
2,025.3 |
|
0.500 |
2,021.5 |
|
0.382 |
2,017.7 |
|
LOW |
2,005.6 |
|
0.618 |
1,985.9 |
|
1.000 |
1,973.8 |
|
1.618 |
1,954.1 |
|
2.618 |
1,922.3 |
|
4.250 |
1,870.5 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,025.6 |
2,033.0 |
| PP |
2,023.6 |
2,031.2 |
| S1 |
2,021.5 |
2,029.5 |
|