| 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 |
8,288.0 |
8,219.0 |
-69.0 |
-0.8% |
8,390.0 |
| High |
8,313.0 |
8,292.5 |
-20.5 |
-0.2% |
8,390.0 |
| Low |
8,171.0 |
8,218.0 |
47.0 |
0.6% |
8,255.0 |
| Close |
8,194.0 |
8,281.0 |
87.0 |
1.1% |
8,307.5 |
| Range |
142.0 |
74.5 |
-67.5 |
-47.5% |
135.0 |
| ATR |
65.2 |
67.5 |
2.4 |
3.7% |
0.0 |
| Volume |
3,643 |
9,945 |
6,302 |
173.0% |
2,448 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,487.5 |
8,458.5 |
8,322.0 |
|
| R3 |
8,413.0 |
8,384.0 |
8,301.5 |
|
| R2 |
8,338.5 |
8,338.5 |
8,294.5 |
|
| R1 |
8,309.5 |
8,309.5 |
8,288.0 |
8,324.0 |
| PP |
8,264.0 |
8,264.0 |
8,264.0 |
8,271.0 |
| S1 |
8,235.0 |
8,235.0 |
8,274.0 |
8,249.5 |
| S2 |
8,189.5 |
8,189.5 |
8,267.5 |
|
| S3 |
8,115.0 |
8,160.5 |
8,260.5 |
|
| S4 |
8,040.5 |
8,086.0 |
8,240.0 |
|
|
| 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% |
82.5 |
1.0% |
58% |
False |
False |
3,386 |
| 10 |
8,390.0 |
8,171.0 |
219.0 |
2.6% |
71.5 |
0.9% |
50% |
False |
False |
1,764 |
| 20 |
8,492.0 |
8,171.0 |
321.0 |
3.9% |
53.0 |
0.6% |
34% |
False |
False |
913 |
| 40 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
44.5 |
0.5% |
69% |
False |
False |
460 |
| 60 |
8,492.0 |
7,756.0 |
736.0 |
8.9% |
44.0 |
0.5% |
71% |
False |
False |
310 |
| 80 |
8,492.0 |
7,655.0 |
837.0 |
10.1% |
33.0 |
0.4% |
75% |
False |
False |
233 |
| 100 |
8,492.0 |
7,509.0 |
983.0 |
11.9% |
27.0 |
0.3% |
79% |
False |
False |
186 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.4% |
22.5 |
0.3% |
79% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,609.0 |
|
2.618 |
8,487.5 |
|
1.618 |
8,413.0 |
|
1.000 |
8,367.0 |
|
0.618 |
8,338.5 |
|
HIGH |
8,292.5 |
|
0.618 |
8,264.0 |
|
0.500 |
8,255.0 |
|
0.382 |
8,246.5 |
|
LOW |
8,218.0 |
|
0.618 |
8,172.0 |
|
1.000 |
8,143.5 |
|
1.618 |
8,097.5 |
|
2.618 |
8,023.0 |
|
4.250 |
7,901.5 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,272.5 |
8,268.0 |
| PP |
8,264.0 |
8,255.0 |
| S1 |
8,255.0 |
8,242.0 |
|