| 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 |
5,060.0 |
5,073.0 |
13.0 |
0.3% |
5,063.0 |
| High |
5,082.0 |
5,085.0 |
3.0 |
0.1% |
5,132.0 |
| Low |
5,021.0 |
4,988.0 |
-33.0 |
-0.7% |
4,992.0 |
| Close |
5,059.0 |
5,014.0 |
-45.0 |
-0.9% |
5,101.0 |
| Range |
61.0 |
97.0 |
36.0 |
59.0% |
140.0 |
| ATR |
55.6 |
58.6 |
3.0 |
5.3% |
0.0 |
| Volume |
29,856 |
54,797 |
24,941 |
83.5% |
101,033 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,320.0 |
5,264.0 |
5,067.4 |
|
| R3 |
5,223.0 |
5,167.0 |
5,040.7 |
|
| R2 |
5,126.0 |
5,126.0 |
5,031.8 |
|
| R1 |
5,070.0 |
5,070.0 |
5,022.9 |
5,049.5 |
| PP |
5,029.0 |
5,029.0 |
5,029.0 |
5,018.8 |
| S1 |
4,973.0 |
4,973.0 |
5,005.1 |
4,952.5 |
| S2 |
4,932.0 |
4,932.0 |
4,996.2 |
|
| S3 |
4,835.0 |
4,876.0 |
4,987.3 |
|
| S4 |
4,738.0 |
4,779.0 |
4,960.7 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,495.0 |
5,438.0 |
5,178.0 |
|
| R3 |
5,355.0 |
5,298.0 |
5,139.5 |
|
| R2 |
5,215.0 |
5,215.0 |
5,126.7 |
|
| R1 |
5,158.0 |
5,158.0 |
5,113.8 |
5,186.5 |
| PP |
5,075.0 |
5,075.0 |
5,075.0 |
5,089.3 |
| S1 |
5,018.0 |
5,018.0 |
5,088.2 |
5,046.5 |
| S2 |
4,935.0 |
4,935.0 |
5,075.3 |
|
| S3 |
4,795.0 |
4,878.0 |
5,062.5 |
|
| S4 |
4,655.0 |
4,738.0 |
5,024.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,132.0 |
4,988.0 |
144.0 |
2.9% |
65.4 |
1.3% |
18% |
False |
True |
29,336 |
| 10 |
5,132.0 |
4,988.0 |
144.0 |
2.9% |
60.9 |
1.2% |
18% |
False |
True |
23,131 |
| 20 |
5,151.0 |
4,988.0 |
163.0 |
3.3% |
49.6 |
1.0% |
16% |
False |
True |
12,577 |
| 40 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
50.8 |
1.0% |
55% |
False |
False |
7,196 |
| 60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
46.5 |
0.9% |
55% |
False |
False |
4,857 |
| 80 |
5,151.0 |
4,739.0 |
412.0 |
8.2% |
35.7 |
0.7% |
67% |
False |
False |
3,662 |
| 100 |
5,151.0 |
4,442.0 |
709.0 |
14.1% |
28.6 |
0.6% |
81% |
False |
False |
2,934 |
| 120 |
5,151.0 |
4,397.0 |
754.0 |
15.0% |
23.9 |
0.5% |
82% |
False |
False |
2,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,497.3 |
|
2.618 |
5,338.9 |
|
1.618 |
5,241.9 |
|
1.000 |
5,182.0 |
|
0.618 |
5,144.9 |
|
HIGH |
5,085.0 |
|
0.618 |
5,047.9 |
|
0.500 |
5,036.5 |
|
0.382 |
5,025.1 |
|
LOW |
4,988.0 |
|
0.618 |
4,928.1 |
|
1.000 |
4,891.0 |
|
1.618 |
4,831.1 |
|
2.618 |
4,734.1 |
|
4.250 |
4,575.8 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,036.5 |
5,056.5 |
| PP |
5,029.0 |
5,042.3 |
| S1 |
5,021.5 |
5,028.2 |
|