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 |
5,447.50 |
5,501.75 |
54.25 |
1.0% |
5,359.25 |
High |
5,519.50 |
5,517.75 |
-1.75 |
0.0% |
5,449.25 |
Low |
5,444.75 |
5,473.00 |
28.25 |
0.5% |
5,309.00 |
Close |
5,492.50 |
5,503.50 |
11.00 |
0.2% |
5,419.50 |
Range |
74.75 |
44.75 |
-30.00 |
-40.1% |
140.25 |
ATR |
54.84 |
54.12 |
-0.72 |
-1.3% |
0.00 |
Volume |
152,005 |
521,134 |
369,129 |
242.8% |
107,724 |
|
Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,632.25 |
5,612.75 |
5,528.00 |
|
R3 |
5,587.50 |
5,568.00 |
5,515.75 |
|
R2 |
5,542.75 |
5,542.75 |
5,511.75 |
|
R1 |
5,523.25 |
5,523.25 |
5,507.50 |
5,533.00 |
PP |
5,498.00 |
5,498.00 |
5,498.00 |
5,503.00 |
S1 |
5,478.50 |
5,478.50 |
5,499.50 |
5,488.25 |
S2 |
5,453.25 |
5,453.25 |
5,495.25 |
|
S3 |
5,408.50 |
5,433.75 |
5,491.25 |
|
S4 |
5,363.75 |
5,389.00 |
5,479.00 |
|
|
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% |
53.00 |
1.0% |
87% |
False |
False |
158,296 |
10 |
5,519.50 |
5,267.25 |
252.25 |
4.6% |
57.75 |
1.1% |
94% |
False |
False |
88,846 |
20 |
5,519.50 |
5,267.25 |
252.25 |
4.6% |
50.00 |
0.9% |
94% |
False |
False |
48,534 |
40 |
5,519.50 |
5,019.75 |
499.75 |
9.1% |
55.50 |
1.0% |
97% |
False |
False |
25,482 |
60 |
5,519.50 |
5,019.75 |
499.75 |
9.1% |
57.00 |
1.0% |
97% |
False |
False |
17,630 |
80 |
5,519.50 |
5,019.75 |
499.75 |
9.1% |
55.75 |
1.0% |
97% |
False |
False |
13,452 |
100 |
5,519.50 |
4,967.50 |
552.00 |
10.0% |
53.75 |
1.0% |
97% |
False |
False |
10,814 |
120 |
5,519.50 |
4,803.25 |
716.25 |
13.0% |
51.75 |
0.9% |
98% |
False |
False |
9,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,708.00 |
2.618 |
5,635.00 |
1.618 |
5,590.25 |
1.000 |
5,562.50 |
0.618 |
5,545.50 |
HIGH |
5,517.75 |
0.618 |
5,500.75 |
0.500 |
5,495.50 |
0.382 |
5,490.00 |
LOW |
5,473.00 |
0.618 |
5,445.25 |
1.000 |
5,428.25 |
1.618 |
5,400.50 |
2.618 |
5,355.75 |
4.250 |
5,282.75 |
|
|
Fisher Pivots for day following 13-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,500.75 |
5,488.75 |
PP |
5,498.00 |
5,473.75 |
S1 |
5,495.50 |
5,459.00 |
|