| 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 |
19,278.50 |
19,355.75 |
77.25 |
0.4% |
18,835.25 |
| High |
19,381.00 |
19,510.25 |
129.25 |
0.7% |
19,406.50 |
| Low |
19,227.75 |
19,248.25 |
20.50 |
0.1% |
18,675.00 |
| Close |
19,362.50 |
19,496.50 |
134.00 |
0.7% |
19,289.00 |
| Range |
153.25 |
262.00 |
108.75 |
71.0% |
731.50 |
| ATR |
244.32 |
245.59 |
1.26 |
0.5% |
0.00 |
| Volume |
6,558 |
10,153 |
3,595 |
54.8% |
23,619 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,204.25 |
20,112.50 |
19,640.50 |
|
| R3 |
19,942.25 |
19,850.50 |
19,568.50 |
|
| R2 |
19,680.25 |
19,680.25 |
19,544.50 |
|
| R1 |
19,588.50 |
19,588.50 |
19,520.50 |
19,634.50 |
| PP |
19,418.25 |
19,418.25 |
19,418.25 |
19,441.25 |
| S1 |
19,326.50 |
19,326.50 |
19,472.50 |
19,372.50 |
| S2 |
19,156.25 |
19,156.25 |
19,448.50 |
|
| S3 |
18,894.25 |
19,064.50 |
19,424.50 |
|
| S4 |
18,632.25 |
18,802.50 |
19,352.50 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,318.00 |
21,035.00 |
19,691.25 |
|
| R3 |
20,586.50 |
20,303.50 |
19,490.25 |
|
| R2 |
19,855.00 |
19,855.00 |
19,423.00 |
|
| R1 |
19,572.00 |
19,572.00 |
19,356.00 |
19,713.50 |
| PP |
19,123.50 |
19,123.50 |
19,123.50 |
19,194.25 |
| S1 |
18,840.50 |
18,840.50 |
19,222.00 |
18,982.00 |
| S2 |
18,392.00 |
18,392.00 |
19,155.00 |
|
| S3 |
17,660.50 |
18,109.00 |
19,087.75 |
|
| S4 |
16,929.00 |
17,377.50 |
18,886.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,510.25 |
18,941.25 |
569.00 |
2.9% |
227.00 |
1.2% |
98% |
True |
False |
6,738 |
| 10 |
19,510.25 |
18,482.75 |
1,027.50 |
5.3% |
257.00 |
1.3% |
99% |
True |
False |
4,735 |
| 20 |
19,510.25 |
18,406.50 |
1,103.75 |
5.7% |
234.50 |
1.2% |
99% |
True |
False |
2,997 |
| 40 |
19,510.25 |
17,333.50 |
2,176.75 |
11.2% |
256.50 |
1.3% |
99% |
True |
False |
1,983 |
| 60 |
19,510.25 |
17,333.50 |
2,176.75 |
11.2% |
262.25 |
1.3% |
99% |
True |
False |
1,560 |
| 80 |
19,510.25 |
17,333.50 |
2,176.75 |
11.2% |
262.75 |
1.3% |
99% |
True |
False |
1,209 |
| 100 |
19,510.25 |
17,333.50 |
2,176.75 |
11.2% |
250.25 |
1.3% |
99% |
True |
False |
970 |
| 120 |
19,510.25 |
16,747.50 |
2,762.75 |
14.2% |
232.75 |
1.2% |
100% |
True |
False |
808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,623.75 |
|
2.618 |
20,196.25 |
|
1.618 |
19,934.25 |
|
1.000 |
19,772.25 |
|
0.618 |
19,672.25 |
|
HIGH |
19,510.25 |
|
0.618 |
19,410.25 |
|
0.500 |
19,379.25 |
|
0.382 |
19,348.25 |
|
LOW |
19,248.25 |
|
0.618 |
19,086.25 |
|
1.000 |
18,986.25 |
|
1.618 |
18,824.25 |
|
2.618 |
18,562.25 |
|
4.250 |
18,134.75 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,457.50 |
19,447.75 |
| PP |
19,418.25 |
19,398.75 |
| S1 |
19,379.25 |
19,350.00 |
|