| 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 |
2,395.7 |
2,311.0 |
-84.7 |
-3.5% |
2,348.0 |
| High |
2,406.7 |
2,331.3 |
-75.4 |
-3.1% |
2,406.7 |
| Low |
2,304.2 |
2,304.5 |
0.3 |
0.0% |
2,304.2 |
| Close |
2,325.0 |
2,327.0 |
2.0 |
0.1% |
2,325.0 |
| Range |
102.5 |
26.8 |
-75.7 |
-73.9% |
102.5 |
| ATR |
41.5 |
40.5 |
-1.1 |
-2.5% |
0.0 |
| Volume |
314,551 |
142,888 |
-171,663 |
-54.6% |
1,003,311 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,401.3 |
2,391.0 |
2,341.7 |
|
| R3 |
2,374.5 |
2,364.2 |
2,334.4 |
|
| R2 |
2,347.7 |
2,347.7 |
2,331.9 |
|
| R1 |
2,337.4 |
2,337.4 |
2,329.5 |
2,342.6 |
| PP |
2,320.9 |
2,320.9 |
2,320.9 |
2,323.5 |
| S1 |
2,310.6 |
2,310.6 |
2,324.5 |
2,315.8 |
| S2 |
2,294.1 |
2,294.1 |
2,322.1 |
|
| S3 |
2,267.3 |
2,283.8 |
2,319.6 |
|
| S4 |
2,240.5 |
2,257.0 |
2,312.3 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.8 |
2,591.4 |
2,381.4 |
|
| R3 |
2,550.3 |
2,488.9 |
2,353.2 |
|
| R2 |
2,447.8 |
2,447.8 |
2,343.8 |
|
| R1 |
2,386.4 |
2,386.4 |
2,334.4 |
2,365.9 |
| PP |
2,345.3 |
2,345.3 |
2,345.3 |
2,335.0 |
| S1 |
2,283.9 |
2,283.9 |
2,315.6 |
2,263.4 |
| S2 |
2,242.8 |
2,242.8 |
2,306.2 |
|
| S3 |
2,140.3 |
2,181.4 |
2,296.8 |
|
| S4 |
2,037.8 |
2,078.9 |
2,268.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
45.0 |
1.9% |
22% |
False |
False |
194,610 |
| 10 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
39.7 |
1.7% |
22% |
False |
False |
181,970 |
| 20 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
38.7 |
1.7% |
13% |
False |
False |
112,284 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
38.8 |
1.7% |
13% |
False |
False |
67,701 |
| 60 |
2,477.0 |
2,190.7 |
286.3 |
12.3% |
38.5 |
1.7% |
48% |
False |
False |
47,550 |
| 80 |
2,477.0 |
2,040.0 |
437.0 |
18.8% |
34.6 |
1.5% |
66% |
False |
False |
36,342 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
19.0% |
31.7 |
1.4% |
66% |
False |
False |
29,544 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
19.0% |
30.1 |
1.3% |
66% |
False |
False |
24,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.2 |
|
2.618 |
2,401.5 |
|
1.618 |
2,374.7 |
|
1.000 |
2,358.1 |
|
0.618 |
2,347.9 |
|
HIGH |
2,331.3 |
|
0.618 |
2,321.1 |
|
0.500 |
2,317.9 |
|
0.382 |
2,314.7 |
|
LOW |
2,304.5 |
|
0.618 |
2,287.9 |
|
1.000 |
2,277.7 |
|
1.618 |
2,261.1 |
|
2.618 |
2,234.3 |
|
4.250 |
2,190.6 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,324.0 |
2,355.5 |
| PP |
2,320.9 |
2,346.0 |
| S1 |
2,317.9 |
2,336.5 |
|