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 |
5,073.0 |
5,028.0 |
-45.0 |
-0.9% |
5,063.0 |
High |
5,085.0 |
5,092.0 |
7.0 |
0.1% |
5,132.0 |
Low |
4,988.0 |
5,027.0 |
39.0 |
0.8% |
4,992.0 |
Close |
5,014.0 |
5,087.0 |
73.0 |
1.5% |
5,101.0 |
Range |
97.0 |
65.0 |
-32.0 |
-33.0% |
140.0 |
ATR |
58.6 |
59.9 |
1.4 |
2.4% |
0.0 |
Volume |
54,797 |
145,074 |
90,277 |
164.7% |
101,033 |
|
Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,263.7 |
5,240.3 |
5,122.8 |
|
R3 |
5,198.7 |
5,175.3 |
5,104.9 |
|
R2 |
5,133.7 |
5,133.7 |
5,098.9 |
|
R1 |
5,110.3 |
5,110.3 |
5,093.0 |
5,122.0 |
PP |
5,068.7 |
5,068.7 |
5,068.7 |
5,074.5 |
S1 |
5,045.3 |
5,045.3 |
5,081.0 |
5,057.0 |
S2 |
5,003.7 |
5,003.7 |
5,075.1 |
|
S3 |
4,938.7 |
4,980.3 |
5,069.1 |
|
S4 |
4,873.7 |
4,915.3 |
5,051.3 |
|
|
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 |
2.8% |
62.4 |
1.2% |
69% |
False |
False |
56,774 |
10 |
5,132.0 |
4,988.0 |
144.0 |
2.8% |
60.0 |
1.2% |
69% |
False |
False |
37,189 |
20 |
5,151.0 |
4,988.0 |
163.0 |
3.2% |
51.5 |
1.0% |
61% |
False |
False |
19,830 |
40 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
50.2 |
1.0% |
79% |
False |
False |
10,821 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
46.8 |
0.9% |
79% |
False |
False |
7,274 |
80 |
5,151.0 |
4,761.0 |
390.0 |
7.7% |
36.5 |
0.7% |
84% |
False |
False |
5,475 |
100 |
5,151.0 |
4,442.0 |
709.0 |
13.9% |
29.3 |
0.6% |
91% |
False |
False |
4,385 |
120 |
5,151.0 |
4,397.0 |
754.0 |
14.8% |
24.4 |
0.5% |
92% |
False |
False |
3,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,368.3 |
2.618 |
5,262.2 |
1.618 |
5,197.2 |
1.000 |
5,157.0 |
0.618 |
5,132.2 |
HIGH |
5,092.0 |
0.618 |
5,067.2 |
0.500 |
5,059.5 |
0.382 |
5,051.8 |
LOW |
5,027.0 |
0.618 |
4,986.8 |
1.000 |
4,962.0 |
1.618 |
4,921.8 |
2.618 |
4,856.8 |
4.250 |
4,750.8 |
|
|
Fisher Pivots for day following 12-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,077.8 |
5,071.3 |
PP |
5,068.7 |
5,055.7 |
S1 |
5,059.5 |
5,040.0 |
|