| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
8,219.0 |
8,264.5 |
45.5 |
0.6% |
8,390.0 |
| High |
8,292.5 |
8,266.0 |
-26.5 |
-0.3% |
8,390.0 |
| Low |
8,218.0 |
8,196.5 |
-21.5 |
-0.3% |
8,255.0 |
| Close |
8,281.0 |
8,208.5 |
-72.5 |
-0.9% |
8,307.5 |
| Range |
74.5 |
69.5 |
-5.0 |
-6.7% |
135.0 |
| ATR |
67.5 |
68.7 |
1.2 |
1.8% |
0.0 |
| Volume |
9,945 |
38,095 |
28,150 |
283.1% |
2,448 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,432.0 |
8,390.0 |
8,246.5 |
|
| R3 |
8,362.5 |
8,320.5 |
8,227.5 |
|
| R2 |
8,293.0 |
8,293.0 |
8,221.0 |
|
| R1 |
8,251.0 |
8,251.0 |
8,215.0 |
8,237.0 |
| PP |
8,223.5 |
8,223.5 |
8,223.5 |
8,217.0 |
| S1 |
8,181.5 |
8,181.5 |
8,202.0 |
8,168.0 |
| S2 |
8,154.0 |
8,154.0 |
8,196.0 |
|
| S3 |
8,084.5 |
8,112.0 |
8,189.5 |
|
| S4 |
8,015.0 |
8,042.5 |
8,170.5 |
|
|
| 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 |
8,171.0 |
189.0 |
2.3% |
89.0 |
1.1% |
20% |
False |
False |
10,850 |
| 10 |
8,390.0 |
8,171.0 |
219.0 |
2.7% |
69.5 |
0.8% |
17% |
False |
False |
5,569 |
| 20 |
8,492.0 |
8,171.0 |
321.0 |
3.9% |
56.5 |
0.7% |
12% |
False |
False |
2,818 |
| 40 |
8,492.0 |
7,801.0 |
691.0 |
8.4% |
44.0 |
0.5% |
59% |
False |
False |
1,412 |
| 60 |
8,492.0 |
7,756.0 |
736.0 |
9.0% |
45.0 |
0.6% |
61% |
False |
False |
945 |
| 80 |
8,492.0 |
7,655.0 |
837.0 |
10.2% |
34.0 |
0.4% |
66% |
False |
False |
709 |
| 100 |
8,492.0 |
7,509.0 |
983.0 |
12.0% |
28.0 |
0.3% |
71% |
False |
False |
567 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.5% |
23.0 |
0.3% |
72% |
False |
False |
472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,561.5 |
|
2.618 |
8,448.0 |
|
1.618 |
8,378.5 |
|
1.000 |
8,335.5 |
|
0.618 |
8,309.0 |
|
HIGH |
8,266.0 |
|
0.618 |
8,239.5 |
|
0.500 |
8,231.0 |
|
0.382 |
8,223.0 |
|
LOW |
8,196.5 |
|
0.618 |
8,153.5 |
|
1.000 |
8,127.0 |
|
1.618 |
8,084.0 |
|
2.618 |
8,014.5 |
|
4.250 |
7,901.0 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,231.0 |
8,242.0 |
| PP |
8,223.5 |
8,231.0 |
| S1 |
8,216.0 |
8,219.5 |
|