| 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 |
2,027.3 |
2,060.2 |
32.9 |
1.6% |
2,080.0 |
| High |
2,095.2 |
2,074.0 |
-21.2 |
-1.0% |
2,104.7 |
| Low |
2,024.3 |
2,026.0 |
1.7 |
0.1% |
2,020.6 |
| Close |
2,060.0 |
2,041.0 |
-19.0 |
-0.9% |
2,029.2 |
| Range |
70.9 |
48.0 |
-22.9 |
-32.3% |
84.1 |
| ATR |
36.9 |
37.7 |
0.8 |
2.2% |
0.0 |
| Volume |
312,582 |
258,239 |
-54,343 |
-17.4% |
851,322 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.0 |
2,164.0 |
2,067.4 |
|
| R3 |
2,143.0 |
2,116.0 |
2,054.2 |
|
| R2 |
2,095.0 |
2,095.0 |
2,049.8 |
|
| R1 |
2,068.0 |
2,068.0 |
2,045.4 |
2,057.5 |
| PP |
2,047.0 |
2,047.0 |
2,047.0 |
2,041.8 |
| S1 |
2,020.0 |
2,020.0 |
2,036.6 |
2,009.5 |
| S2 |
1,999.0 |
1,999.0 |
2,032.2 |
|
| S3 |
1,951.0 |
1,972.0 |
2,027.8 |
|
| S4 |
1,903.0 |
1,924.0 |
2,014.6 |
|
|
| 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 |
4.4% |
44.5 |
2.2% |
40% |
False |
False |
212,790 |
| 10 |
2,104.7 |
2,005.6 |
99.1 |
4.9% |
39.9 |
2.0% |
36% |
False |
False |
195,321 |
| 20 |
2,123.9 |
2,005.6 |
118.3 |
5.8% |
34.2 |
1.7% |
30% |
False |
False |
176,620 |
| 40 |
2,132.5 |
1,915.8 |
216.7 |
10.6% |
36.1 |
1.8% |
58% |
False |
False |
176,158 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
38.2 |
1.9% |
50% |
False |
False |
185,952 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
36.8 |
1.8% |
50% |
False |
False |
162,959 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
38.1 |
1.9% |
50% |
False |
False |
130,426 |
| 120 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
37.8 |
1.9% |
50% |
False |
False |
108,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,278.0 |
|
2.618 |
2,199.7 |
|
1.618 |
2,151.7 |
|
1.000 |
2,122.0 |
|
0.618 |
2,103.7 |
|
HIGH |
2,074.0 |
|
0.618 |
2,055.7 |
|
0.500 |
2,050.0 |
|
0.382 |
2,044.3 |
|
LOW |
2,026.0 |
|
0.618 |
1,996.3 |
|
1.000 |
1,978.0 |
|
1.618 |
1,948.3 |
|
2.618 |
1,900.3 |
|
4.250 |
1,822.0 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,050.0 |
2,050.4 |
| PP |
2,047.0 |
2,047.3 |
| S1 |
2,044.0 |
2,044.1 |
|