| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
8,360.0 |
8,257.0 |
-103.0 |
-1.2% |
8,390.0 |
| High |
8,360.0 |
8,297.0 |
-63.0 |
-0.8% |
8,390.0 |
| Low |
8,268.0 |
8,229.5 |
-38.5 |
-0.5% |
8,255.0 |
| Close |
8,307.5 |
8,279.5 |
-28.0 |
-0.3% |
8,307.5 |
| Range |
92.0 |
67.5 |
-24.5 |
-26.6% |
135.0 |
| ATR |
57.8 |
59.2 |
1.4 |
2.5% |
0.0 |
| Volume |
1,272 |
1,297 |
25 |
2.0% |
2,448 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,471.0 |
8,443.0 |
8,316.5 |
|
| R3 |
8,403.5 |
8,375.5 |
8,298.0 |
|
| R2 |
8,336.0 |
8,336.0 |
8,292.0 |
|
| R1 |
8,308.0 |
8,308.0 |
8,285.5 |
8,322.0 |
| PP |
8,268.5 |
8,268.5 |
8,268.5 |
8,276.0 |
| S1 |
8,240.5 |
8,240.5 |
8,273.5 |
8,254.5 |
| S2 |
8,201.0 |
8,201.0 |
8,267.0 |
|
| S3 |
8,133.5 |
8,173.0 |
8,261.0 |
|
| S4 |
8,066.0 |
8,105.5 |
8,242.5 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,722.5 |
8,650.0 |
8,382.0 |
|
| R3 |
8,587.5 |
8,515.0 |
8,344.5 |
|
| R2 |
8,452.5 |
8,452.5 |
8,332.0 |
|
| R1 |
8,380.0 |
8,380.0 |
8,320.0 |
8,349.0 |
| PP |
8,317.5 |
8,317.5 |
8,317.5 |
8,302.0 |
| S1 |
8,245.0 |
8,245.0 |
8,295.0 |
8,214.0 |
| S2 |
8,182.5 |
8,182.5 |
8,283.0 |
|
| S3 |
8,047.5 |
8,110.0 |
8,270.5 |
|
| S4 |
7,912.5 |
7,975.0 |
8,233.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,360.0 |
8,229.5 |
130.5 |
1.6% |
52.0 |
0.6% |
38% |
False |
True |
689 |
| 10 |
8,400.0 |
8,200.0 |
200.0 |
2.4% |
67.5 |
0.8% |
40% |
False |
False |
458 |
| 20 |
8,492.0 |
8,200.0 |
292.0 |
3.5% |
42.0 |
0.5% |
27% |
False |
False |
235 |
| 40 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
43.0 |
0.5% |
69% |
False |
False |
121 |
| 60 |
8,492.0 |
7,756.0 |
736.0 |
8.9% |
40.5 |
0.5% |
71% |
False |
False |
84 |
| 80 |
8,492.0 |
7,604.5 |
887.5 |
10.7% |
30.5 |
0.4% |
76% |
False |
False |
63 |
| 100 |
8,492.0 |
7,486.5 |
1,005.5 |
12.1% |
25.0 |
0.3% |
79% |
False |
False |
50 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.4% |
21.0 |
0.3% |
79% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,584.0 |
|
2.618 |
8,473.5 |
|
1.618 |
8,406.0 |
|
1.000 |
8,364.5 |
|
0.618 |
8,338.5 |
|
HIGH |
8,297.0 |
|
0.618 |
8,271.0 |
|
0.500 |
8,263.0 |
|
0.382 |
8,255.5 |
|
LOW |
8,229.5 |
|
0.618 |
8,188.0 |
|
1.000 |
8,162.0 |
|
1.618 |
8,120.5 |
|
2.618 |
8,053.0 |
|
4.250 |
7,942.5 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,274.0 |
8,295.0 |
| PP |
8,268.5 |
8,289.5 |
| S1 |
8,263.0 |
8,284.5 |
|