| 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 |
2,050.0 |
2,059.6 |
9.6 |
0.5% |
2,105.0 |
| High |
2,060.7 |
2,059.7 |
-1.0 |
0.0% |
2,126.5 |
| Low |
2,028.7 |
2,028.1 |
-0.6 |
0.0% |
2,044.1 |
| Close |
2,058.6 |
2,050.4 |
-8.2 |
-0.4% |
2,052.0 |
| Range |
32.0 |
31.6 |
-0.4 |
-1.3% |
82.4 |
| ATR |
33.4 |
33.3 |
-0.1 |
-0.4% |
0.0 |
| Volume |
3,300 |
6,541 |
3,241 |
98.2% |
5,918 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.9 |
2,127.2 |
2,067.8 |
|
| R3 |
2,109.3 |
2,095.6 |
2,059.1 |
|
| R2 |
2,077.7 |
2,077.7 |
2,056.2 |
|
| R1 |
2,064.0 |
2,064.0 |
2,053.3 |
2,055.1 |
| PP |
2,046.1 |
2,046.1 |
2,046.1 |
2,041.6 |
| S1 |
2,032.4 |
2,032.4 |
2,047.5 |
2,023.5 |
| S2 |
2,014.5 |
2,014.5 |
2,044.6 |
|
| S3 |
1,982.9 |
2,000.8 |
2,041.7 |
|
| S4 |
1,951.3 |
1,969.2 |
2,033.0 |
|
|
| 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 |
2,028.1 |
63.9 |
3.1% |
31.4 |
1.5% |
35% |
False |
True |
2,715 |
| 10 |
2,126.5 |
2,028.1 |
98.4 |
4.8% |
34.4 |
1.7% |
23% |
False |
True |
1,804 |
| 20 |
2,153.2 |
2,028.1 |
125.1 |
6.1% |
31.3 |
1.5% |
18% |
False |
True |
1,008 |
| 40 |
2,153.2 |
1,937.1 |
216.1 |
10.5% |
33.6 |
1.6% |
52% |
False |
False |
585 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
35.7 |
1.7% |
45% |
False |
False |
435 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
29.3 |
1.4% |
45% |
False |
False |
327 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
23.5 |
1.1% |
45% |
False |
False |
261 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
19.6 |
1.0% |
45% |
False |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.0 |
|
2.618 |
2,142.4 |
|
1.618 |
2,110.8 |
|
1.000 |
2,091.3 |
|
0.618 |
2,079.2 |
|
HIGH |
2,059.7 |
|
0.618 |
2,047.6 |
|
0.500 |
2,043.9 |
|
0.382 |
2,040.2 |
|
LOW |
2,028.1 |
|
0.618 |
2,008.6 |
|
1.000 |
1,996.5 |
|
1.618 |
1,977.0 |
|
2.618 |
1,945.4 |
|
4.250 |
1,893.8 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,048.2 |
2,055.6 |
| PP |
2,046.1 |
2,053.9 |
| S1 |
2,043.9 |
2,052.1 |
|