| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,035.8 |
2,027.3 |
-8.5 |
-0.4% |
2,080.0 |
| High |
2,037.4 |
2,095.2 |
57.8 |
2.8% |
2,104.7 |
| Low |
2,005.6 |
2,024.3 |
18.7 |
0.9% |
2,020.6 |
| Close |
2,027.7 |
2,060.0 |
32.3 |
1.6% |
2,029.2 |
| Range |
31.8 |
70.9 |
39.1 |
123.0% |
84.1 |
| ATR |
34.3 |
36.9 |
2.6 |
7.6% |
0.0 |
| Volume |
153,461 |
312,582 |
159,121 |
103.7% |
851,322 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.5 |
2,237.2 |
2,099.0 |
|
| R3 |
2,201.6 |
2,166.3 |
2,079.5 |
|
| R2 |
2,130.7 |
2,130.7 |
2,073.0 |
|
| R1 |
2,095.4 |
2,095.4 |
2,066.5 |
2,113.1 |
| PP |
2,059.8 |
2,059.8 |
2,059.8 |
2,068.7 |
| S1 |
2,024.5 |
2,024.5 |
2,053.5 |
2,042.2 |
| S2 |
1,988.9 |
1,988.9 |
2,047.0 |
|
| S3 |
1,918.0 |
1,953.6 |
2,040.5 |
|
| S4 |
1,847.1 |
1,882.7 |
2,021.0 |
|
|
| 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 |
2,095.2 |
2,005.6 |
89.6 |
4.3% |
39.2 |
1.9% |
61% |
True |
False |
187,920 |
| 10 |
2,104.7 |
2,005.6 |
99.1 |
4.8% |
39.0 |
1.9% |
55% |
False |
False |
186,537 |
| 20 |
2,132.5 |
2,005.6 |
126.9 |
6.2% |
33.7 |
1.6% |
43% |
False |
False |
173,472 |
| 40 |
2,132.5 |
1,915.8 |
216.7 |
10.5% |
35.9 |
1.7% |
67% |
False |
False |
175,509 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.2% |
38.0 |
1.8% |
57% |
False |
False |
184,203 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.2% |
36.7 |
1.8% |
57% |
False |
False |
159,735 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.2% |
38.0 |
1.8% |
57% |
False |
False |
127,845 |
| 120 |
2,167.0 |
1,915.8 |
251.2 |
12.2% |
37.9 |
1.8% |
57% |
False |
False |
106,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,396.5 |
|
2.618 |
2,280.8 |
|
1.618 |
2,209.9 |
|
1.000 |
2,166.1 |
|
0.618 |
2,139.0 |
|
HIGH |
2,095.2 |
|
0.618 |
2,068.1 |
|
0.500 |
2,059.8 |
|
0.382 |
2,051.4 |
|
LOW |
2,024.3 |
|
0.618 |
1,980.5 |
|
1.000 |
1,953.4 |
|
1.618 |
1,909.6 |
|
2.618 |
1,838.7 |
|
4.250 |
1,723.0 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.9 |
2,056.8 |
| PP |
2,059.8 |
2,053.6 |
| S1 |
2,059.8 |
2,050.4 |
|