| 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 |
2,077.0 |
2,050.0 |
-27.0 |
-1.3% |
2,105.0 |
| High |
2,083.1 |
2,060.7 |
-22.4 |
-1.1% |
2,126.5 |
| Low |
2,044.1 |
2,028.7 |
-15.4 |
-0.8% |
2,044.1 |
| Close |
2,052.0 |
2,058.6 |
6.6 |
0.3% |
2,052.0 |
| Range |
39.0 |
32.0 |
-7.0 |
-17.9% |
82.4 |
| ATR |
33.6 |
33.4 |
-0.1 |
-0.3% |
0.0 |
| Volume |
2,311 |
3,300 |
989 |
42.8% |
5,918 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.3 |
2,134.0 |
2,076.2 |
|
| R3 |
2,113.3 |
2,102.0 |
2,067.4 |
|
| R2 |
2,081.3 |
2,081.3 |
2,064.5 |
|
| R1 |
2,070.0 |
2,070.0 |
2,061.5 |
2,075.7 |
| PP |
2,049.3 |
2,049.3 |
2,049.3 |
2,052.2 |
| S1 |
2,038.0 |
2,038.0 |
2,055.7 |
2,043.7 |
| S2 |
2,017.3 |
2,017.3 |
2,052.7 |
|
| S3 |
1,985.3 |
2,006.0 |
2,049.8 |
|
| S4 |
1,953.3 |
1,974.0 |
2,041.0 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,321.4 |
2,269.1 |
2,097.3 |
|
| R3 |
2,239.0 |
2,186.7 |
2,074.7 |
|
| R2 |
2,156.6 |
2,156.6 |
2,067.1 |
|
| R1 |
2,104.3 |
2,104.3 |
2,059.6 |
2,089.3 |
| PP |
2,074.2 |
2,074.2 |
2,074.2 |
2,066.7 |
| S1 |
2,021.9 |
2,021.9 |
2,044.4 |
2,006.9 |
| S2 |
1,991.8 |
1,991.8 |
2,036.9 |
|
| S3 |
1,909.4 |
1,939.5 |
2,029.3 |
|
| S4 |
1,827.0 |
1,857.1 |
2,006.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,092.0 |
2,028.7 |
63.3 |
3.1% |
31.6 |
1.5% |
47% |
False |
True |
1,535 |
| 10 |
2,126.5 |
2,028.7 |
97.8 |
4.8% |
34.4 |
1.7% |
31% |
False |
True |
1,180 |
| 20 |
2,153.2 |
2,028.7 |
124.5 |
6.0% |
31.0 |
1.5% |
24% |
False |
True |
687 |
| 40 |
2,153.2 |
1,937.1 |
216.1 |
10.5% |
34.1 |
1.7% |
56% |
False |
False |
425 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
35.5 |
1.7% |
49% |
False |
False |
327 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
28.9 |
1.4% |
49% |
False |
False |
245 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
23.1 |
1.1% |
49% |
False |
False |
196 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
19.3 |
0.9% |
49% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,196.7 |
|
2.618 |
2,144.5 |
|
1.618 |
2,112.5 |
|
1.000 |
2,092.7 |
|
0.618 |
2,080.5 |
|
HIGH |
2,060.7 |
|
0.618 |
2,048.5 |
|
0.500 |
2,044.7 |
|
0.382 |
2,040.9 |
|
LOW |
2,028.7 |
|
0.618 |
2,008.9 |
|
1.000 |
1,996.7 |
|
1.618 |
1,976.9 |
|
2.618 |
1,944.9 |
|
4.250 |
1,892.7 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.0 |
2,060.2 |
| PP |
2,049.3 |
2,059.6 |
| S1 |
2,044.7 |
2,059.1 |
|