| 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 |
2,329.5 |
2,334.0 |
4.5 |
0.2% |
2,348.0 |
| High |
2,337.3 |
2,358.8 |
21.5 |
0.9% |
2,406.7 |
| Low |
2,314.5 |
2,327.2 |
12.7 |
0.5% |
2,304.2 |
| Close |
2,326.6 |
2,354.8 |
28.2 |
1.2% |
2,325.0 |
| Range |
22.8 |
31.6 |
8.8 |
38.6% |
102.5 |
| ATR |
39.2 |
38.7 |
-0.5 |
-1.3% |
0.0 |
| Volume |
145,501 |
241,670 |
96,169 |
66.1% |
1,003,311 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.7 |
2,429.9 |
2,372.2 |
|
| R3 |
2,410.1 |
2,398.3 |
2,363.5 |
|
| R2 |
2,378.5 |
2,378.5 |
2,360.6 |
|
| R1 |
2,366.7 |
2,366.7 |
2,357.7 |
2,372.6 |
| PP |
2,346.9 |
2,346.9 |
2,346.9 |
2,349.9 |
| S1 |
2,335.1 |
2,335.1 |
2,351.9 |
2,341.0 |
| S2 |
2,315.3 |
2,315.3 |
2,349.0 |
|
| S3 |
2,283.7 |
2,303.5 |
2,346.1 |
|
| S4 |
2,252.1 |
2,271.9 |
2,337.4 |
|
|
| 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% |
41.9 |
1.8% |
49% |
False |
False |
203,362 |
| 10 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
39.1 |
1.7% |
49% |
False |
False |
190,566 |
| 20 |
2,477.0 |
2,304.2 |
172.8 |
7.3% |
38.6 |
1.6% |
29% |
False |
False |
127,542 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.3% |
37.7 |
1.6% |
29% |
False |
False |
76,978 |
| 60 |
2,477.0 |
2,191.7 |
285.3 |
12.1% |
38.8 |
1.6% |
57% |
False |
False |
53,938 |
| 80 |
2,477.0 |
2,063.7 |
413.3 |
17.6% |
34.8 |
1.5% |
70% |
False |
False |
41,133 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.7% |
31.9 |
1.4% |
72% |
False |
False |
33,381 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.7% |
30.3 |
1.3% |
72% |
False |
False |
28,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,493.1 |
|
2.618 |
2,441.5 |
|
1.618 |
2,409.9 |
|
1.000 |
2,390.4 |
|
0.618 |
2,378.3 |
|
HIGH |
2,358.8 |
|
0.618 |
2,346.7 |
|
0.500 |
2,343.0 |
|
0.382 |
2,339.3 |
|
LOW |
2,327.2 |
|
0.618 |
2,307.7 |
|
1.000 |
2,295.6 |
|
1.618 |
2,276.1 |
|
2.618 |
2,244.5 |
|
4.250 |
2,192.9 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,350.9 |
2,347.1 |
| PP |
2,346.9 |
2,339.4 |
| S1 |
2,343.0 |
2,331.7 |
|