| 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 |
8,257.0 |
8,288.0 |
31.0 |
0.4% |
8,390.0 |
| High |
8,297.0 |
8,313.0 |
16.0 |
0.2% |
8,390.0 |
| Low |
8,229.5 |
8,171.0 |
-58.5 |
-0.7% |
8,255.0 |
| Close |
8,279.5 |
8,194.0 |
-85.5 |
-1.0% |
8,307.5 |
| Range |
67.5 |
142.0 |
74.5 |
110.4% |
135.0 |
| ATR |
59.2 |
65.2 |
5.9 |
10.0% |
0.0 |
| Volume |
1,297 |
3,643 |
2,346 |
180.9% |
2,448 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,652.0 |
8,565.0 |
8,272.0 |
|
| R3 |
8,510.0 |
8,423.0 |
8,233.0 |
|
| R2 |
8,368.0 |
8,368.0 |
8,220.0 |
|
| R1 |
8,281.0 |
8,281.0 |
8,207.0 |
8,253.5 |
| PP |
8,226.0 |
8,226.0 |
8,226.0 |
8,212.0 |
| S1 |
8,139.0 |
8,139.0 |
8,181.0 |
8,111.5 |
| S2 |
8,084.0 |
8,084.0 |
8,168.0 |
|
| S3 |
7,942.0 |
7,997.0 |
8,155.0 |
|
| S4 |
7,800.0 |
7,855.0 |
8,116.0 |
|
|
| 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 |
8,171.0 |
189.0 |
2.3% |
70.0 |
0.9% |
12% |
False |
True |
1,407 |
| 10 |
8,390.0 |
8,171.0 |
219.0 |
2.7% |
71.5 |
0.9% |
11% |
False |
True |
801 |
| 20 |
8,492.0 |
8,171.0 |
321.0 |
3.9% |
49.5 |
0.6% |
7% |
False |
True |
417 |
| 40 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
45.5 |
0.6% |
57% |
False |
False |
212 |
| 60 |
8,492.0 |
7,756.0 |
736.0 |
9.0% |
43.0 |
0.5% |
60% |
False |
False |
145 |
| 80 |
8,492.0 |
7,655.0 |
837.0 |
10.2% |
32.0 |
0.4% |
64% |
False |
False |
108 |
| 100 |
8,492.0 |
7,489.0 |
1,003.0 |
12.2% |
26.5 |
0.3% |
70% |
False |
False |
87 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.5% |
22.0 |
0.3% |
71% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,916.5 |
|
2.618 |
8,685.0 |
|
1.618 |
8,543.0 |
|
1.000 |
8,455.0 |
|
0.618 |
8,401.0 |
|
HIGH |
8,313.0 |
|
0.618 |
8,259.0 |
|
0.500 |
8,242.0 |
|
0.382 |
8,225.0 |
|
LOW |
8,171.0 |
|
0.618 |
8,083.0 |
|
1.000 |
8,029.0 |
|
1.618 |
7,941.0 |
|
2.618 |
7,799.0 |
|
4.250 |
7,567.5 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,242.0 |
8,265.5 |
| PP |
8,226.0 |
8,241.5 |
| S1 |
8,210.0 |
8,218.0 |
|