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 |
5,028.0 |
5,081.0 |
53.0 |
1.1% |
5,063.0 |
High |
5,092.0 |
5,085.0 |
-7.0 |
-0.1% |
5,132.0 |
Low |
5,027.0 |
4,971.0 |
-56.0 |
-1.1% |
4,992.0 |
Close |
5,087.0 |
4,977.0 |
-110.0 |
-2.2% |
5,101.0 |
Range |
65.0 |
114.0 |
49.0 |
75.4% |
140.0 |
ATR |
59.9 |
63.9 |
4.0 |
6.7% |
0.0 |
Volume |
145,074 |
191,863 |
46,789 |
32.3% |
101,033 |
|
Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,353.0 |
5,279.0 |
5,039.7 |
|
R3 |
5,239.0 |
5,165.0 |
5,008.4 |
|
R2 |
5,125.0 |
5,125.0 |
4,997.9 |
|
R1 |
5,051.0 |
5,051.0 |
4,987.5 |
5,031.0 |
PP |
5,011.0 |
5,011.0 |
5,011.0 |
5,001.0 |
S1 |
4,937.0 |
4,937.0 |
4,966.6 |
4,917.0 |
S2 |
4,897.0 |
4,897.0 |
4,956.1 |
|
S3 |
4,783.0 |
4,823.0 |
4,945.7 |
|
S4 |
4,669.0 |
4,709.0 |
4,914.3 |
|
|
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 |
5,125.0 |
4,971.0 |
154.0 |
3.1% |
78.8 |
1.6% |
4% |
False |
True |
89,988 |
10 |
5,132.0 |
4,971.0 |
161.0 |
3.2% |
66.2 |
1.3% |
4% |
False |
True |
56,175 |
20 |
5,151.0 |
4,971.0 |
180.0 |
3.6% |
56.0 |
1.1% |
3% |
False |
True |
29,423 |
40 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
52.6 |
1.1% |
43% |
False |
False |
15,617 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
47.6 |
1.0% |
43% |
False |
False |
10,436 |
80 |
5,151.0 |
4,761.0 |
390.0 |
7.8% |
38.0 |
0.8% |
55% |
False |
False |
7,874 |
100 |
5,151.0 |
4,463.0 |
688.0 |
13.8% |
30.4 |
0.6% |
75% |
False |
False |
6,303 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.1% |
25.4 |
0.5% |
77% |
False |
False |
5,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,569.5 |
2.618 |
5,383.5 |
1.618 |
5,269.5 |
1.000 |
5,199.0 |
0.618 |
5,155.5 |
HIGH |
5,085.0 |
0.618 |
5,041.5 |
0.500 |
5,028.0 |
0.382 |
5,014.5 |
LOW |
4,971.0 |
0.618 |
4,900.5 |
1.000 |
4,857.0 |
1.618 |
4,786.5 |
2.618 |
4,672.5 |
4.250 |
4,486.5 |
|
|
Fisher Pivots for day following 13-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,028.0 |
5,031.5 |
PP |
5,011.0 |
5,013.3 |
S1 |
4,994.0 |
4,995.2 |
|