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 |
18,688.0 |
18,746.0 |
58.0 |
0.3% |
18,923.0 |
High |
18,745.0 |
18,761.0 |
16.0 |
0.1% |
19,012.0 |
Low |
18,590.0 |
18,508.0 |
-82.0 |
-0.4% |
18,630.0 |
Close |
18,712.0 |
18,593.0 |
-119.0 |
-0.6% |
18,782.0 |
Range |
155.0 |
253.0 |
98.0 |
63.2% |
382.0 |
ATR |
160.0 |
166.7 |
6.6 |
4.1% |
0.0 |
Volume |
1,406 |
1,149 |
-257 |
-18.3% |
1,694 |
|
Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,379.7 |
19,239.3 |
18,732.2 |
|
R3 |
19,126.7 |
18,986.3 |
18,662.6 |
|
R2 |
18,873.7 |
18,873.7 |
18,639.4 |
|
R1 |
18,733.3 |
18,733.3 |
18,616.2 |
18,677.0 |
PP |
18,620.7 |
18,620.7 |
18,620.7 |
18,592.5 |
S1 |
18,480.3 |
18,480.3 |
18,569.8 |
18,424.0 |
S2 |
18,367.7 |
18,367.7 |
18,546.6 |
|
S3 |
18,114.7 |
18,227.3 |
18,523.4 |
|
S4 |
17,861.7 |
17,974.3 |
18,453.9 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,954.0 |
19,750.0 |
18,992.1 |
|
R3 |
19,572.0 |
19,368.0 |
18,887.1 |
|
R2 |
19,190.0 |
19,190.0 |
18,852.0 |
|
R1 |
18,986.0 |
18,986.0 |
18,817.0 |
18,897.0 |
PP |
18,808.0 |
18,808.0 |
18,808.0 |
18,763.5 |
S1 |
18,604.0 |
18,604.0 |
18,747.0 |
18,515.0 |
S2 |
18,426.0 |
18,426.0 |
18,712.0 |
|
S3 |
18,044.0 |
18,222.0 |
18,677.0 |
|
S4 |
17,662.0 |
17,840.0 |
18,571.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,012.0 |
18,508.0 |
504.0 |
2.7% |
170.4 |
0.9% |
17% |
False |
True |
802 |
10 |
19,012.0 |
18,508.0 |
504.0 |
2.7% |
146.3 |
0.8% |
17% |
False |
True |
528 |
20 |
19,180.0 |
18,508.0 |
672.0 |
3.6% |
108.3 |
0.6% |
13% |
False |
True |
272 |
40 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
102.8 |
0.6% |
48% |
False |
False |
145 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
96.9 |
0.5% |
48% |
False |
False |
100 |
80 |
19,180.0 |
17,515.0 |
1,665.0 |
9.0% |
74.4 |
0.4% |
65% |
False |
False |
75 |
100 |
19,180.0 |
17,063.0 |
2,117.0 |
11.4% |
59.5 |
0.3% |
72% |
False |
False |
60 |
120 |
19,180.0 |
16,932.0 |
2,248.0 |
12.1% |
49.6 |
0.3% |
74% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,836.3 |
2.618 |
19,423.4 |
1.618 |
19,170.4 |
1.000 |
19,014.0 |
0.618 |
18,917.4 |
HIGH |
18,761.0 |
0.618 |
18,664.4 |
0.500 |
18,634.5 |
0.382 |
18,604.6 |
LOW |
18,508.0 |
0.618 |
18,351.6 |
1.000 |
18,255.0 |
1.618 |
18,098.6 |
2.618 |
17,845.6 |
4.250 |
17,432.8 |
|
|
Fisher Pivots for day following 11-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,634.5 |
18,671.0 |
PP |
18,620.7 |
18,645.0 |
S1 |
18,606.8 |
18,619.0 |
|