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 |
19,355.75 |
19,496.75 |
141.00 |
0.7% |
18,835.25 |
High |
19,510.25 |
19,871.50 |
361.25 |
1.9% |
19,406.50 |
Low |
19,248.25 |
19,488.75 |
240.50 |
1.2% |
18,675.00 |
Close |
19,496.50 |
19,756.25 |
259.75 |
1.3% |
19,289.00 |
Range |
262.00 |
382.75 |
120.75 |
46.1% |
731.50 |
ATR |
245.59 |
255.38 |
9.80 |
4.0% |
0.00 |
Volume |
10,153 |
25,961 |
15,808 |
155.7% |
23,619 |
|
Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,853.75 |
20,687.75 |
19,966.75 |
|
R3 |
20,471.00 |
20,305.00 |
19,861.50 |
|
R2 |
20,088.25 |
20,088.25 |
19,826.50 |
|
R1 |
19,922.25 |
19,922.25 |
19,791.25 |
20,005.25 |
PP |
19,705.50 |
19,705.50 |
19,705.50 |
19,747.00 |
S1 |
19,539.50 |
19,539.50 |
19,721.25 |
19,622.50 |
S2 |
19,322.75 |
19,322.75 |
19,686.00 |
|
S3 |
18,940.00 |
19,156.75 |
19,651.00 |
|
S4 |
18,557.25 |
18,774.00 |
19,545.75 |
|
|
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 |
19,871.50 |
19,189.75 |
681.75 |
3.5% |
224.00 |
1.1% |
83% |
True |
False |
10,859 |
10 |
19,871.50 |
18,482.75 |
1,388.75 |
7.0% |
274.50 |
1.4% |
92% |
True |
False |
7,161 |
20 |
19,871.50 |
18,482.75 |
1,388.75 |
7.0% |
240.75 |
1.2% |
92% |
True |
False |
4,246 |
40 |
19,871.50 |
17,333.50 |
2,538.00 |
12.8% |
261.25 |
1.3% |
95% |
True |
False |
2,608 |
60 |
19,871.50 |
17,333.50 |
2,538.00 |
12.8% |
263.25 |
1.3% |
95% |
True |
False |
1,980 |
80 |
19,871.50 |
17,333.50 |
2,538.00 |
12.8% |
263.75 |
1.3% |
95% |
True |
False |
1,533 |
100 |
19,871.50 |
17,333.50 |
2,538.00 |
12.8% |
250.75 |
1.3% |
95% |
True |
False |
1,229 |
120 |
19,871.50 |
16,747.50 |
3,124.00 |
15.8% |
235.00 |
1.2% |
96% |
True |
False |
1,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,498.25 |
2.618 |
20,873.50 |
1.618 |
20,490.75 |
1.000 |
20,254.25 |
0.618 |
20,108.00 |
HIGH |
19,871.50 |
0.618 |
19,725.25 |
0.500 |
19,680.00 |
0.382 |
19,635.00 |
LOW |
19,488.75 |
0.618 |
19,252.25 |
1.000 |
19,106.00 |
1.618 |
18,869.50 |
2.618 |
18,486.75 |
4.250 |
17,862.00 |
|
|
Fisher Pivots for day following 12-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
19,731.00 |
19,687.50 |
PP |
19,705.50 |
19,618.50 |
S1 |
19,680.00 |
19,549.50 |
|