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 |
5,434.00 |
5,447.50 |
13.50 |
0.2% |
5,359.25 |
High |
5,450.25 |
5,519.50 |
69.25 |
1.3% |
5,449.25 |
Low |
5,398.50 |
5,444.75 |
46.25 |
0.9% |
5,309.00 |
Close |
5,448.25 |
5,492.50 |
44.25 |
0.8% |
5,419.50 |
Range |
51.75 |
74.75 |
23.00 |
44.4% |
140.25 |
ATR |
53.30 |
54.84 |
1.53 |
2.9% |
0.00 |
Volume |
58,472 |
152,005 |
93,533 |
160.0% |
107,724 |
|
Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,709.75 |
5,676.00 |
5,533.50 |
|
R3 |
5,635.00 |
5,601.25 |
5,513.00 |
|
R2 |
5,560.25 |
5,560.25 |
5,506.25 |
|
R1 |
5,526.50 |
5,526.50 |
5,499.25 |
5,543.50 |
PP |
5,485.50 |
5,485.50 |
5,485.50 |
5,494.00 |
S1 |
5,451.75 |
5,451.75 |
5,485.75 |
5,468.50 |
S2 |
5,410.75 |
5,410.75 |
5,478.75 |
|
S3 |
5,336.00 |
5,377.00 |
5,472.00 |
|
S4 |
5,261.25 |
5,302.25 |
5,451.50 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,813.25 |
5,756.75 |
5,496.75 |
|
R3 |
5,673.00 |
5,616.50 |
5,458.00 |
|
R2 |
5,532.75 |
5,532.75 |
5,445.25 |
|
R1 |
5,476.25 |
5,476.25 |
5,432.25 |
5,504.50 |
PP |
5,392.50 |
5,392.50 |
5,392.50 |
5,406.75 |
S1 |
5,336.00 |
5,336.00 |
5,406.75 |
5,364.25 |
S2 |
5,252.25 |
5,252.25 |
5,393.75 |
|
S3 |
5,112.00 |
5,195.75 |
5,381.00 |
|
S4 |
4,971.75 |
5,055.50 |
5,342.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,519.50 |
5,392.50 |
127.00 |
2.3% |
49.75 |
0.9% |
79% |
True |
False |
59,069 |
10 |
5,519.50 |
5,267.25 |
252.25 |
4.6% |
57.25 |
1.0% |
89% |
True |
False |
38,166 |
20 |
5,519.50 |
5,267.25 |
252.25 |
4.6% |
51.25 |
0.9% |
89% |
True |
False |
22,677 |
40 |
5,519.50 |
5,019.75 |
499.75 |
9.1% |
56.00 |
1.0% |
95% |
True |
False |
12,509 |
60 |
5,519.50 |
5,019.75 |
499.75 |
9.1% |
57.25 |
1.0% |
95% |
True |
False |
8,966 |
80 |
5,519.50 |
5,019.75 |
499.75 |
9.1% |
56.00 |
1.0% |
95% |
True |
False |
6,941 |
100 |
5,519.50 |
4,967.50 |
552.00 |
10.1% |
53.75 |
1.0% |
95% |
True |
False |
5,603 |
120 |
5,519.50 |
4,803.25 |
716.25 |
13.0% |
52.25 |
1.0% |
96% |
True |
False |
4,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,837.25 |
2.618 |
5,715.25 |
1.618 |
5,640.50 |
1.000 |
5,594.25 |
0.618 |
5,565.75 |
HIGH |
5,519.50 |
0.618 |
5,491.00 |
0.500 |
5,482.00 |
0.382 |
5,473.25 |
LOW |
5,444.75 |
0.618 |
5,398.50 |
1.000 |
5,370.00 |
1.618 |
5,323.75 |
2.618 |
5,249.00 |
4.250 |
5,127.00 |
|
|
Fisher Pivots for day following 12-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,489.00 |
5,481.25 |
PP |
5,485.50 |
5,470.25 |
S1 |
5,482.00 |
5,459.00 |
|