| 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 |
2,059.6 |
2,049.0 |
-10.6 |
-0.5% |
2,105.0 |
| High |
2,059.7 |
2,118.2 |
58.5 |
2.8% |
2,126.5 |
| Low |
2,028.1 |
2,047.2 |
19.1 |
0.9% |
2,044.1 |
| Close |
2,050.4 |
2,083.2 |
32.8 |
1.6% |
2,052.0 |
| Range |
31.6 |
71.0 |
39.4 |
124.7% |
82.4 |
| ATR |
33.3 |
36.0 |
2.7 |
8.1% |
0.0 |
| Volume |
6,541 |
20,818 |
14,277 |
218.3% |
5,918 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,295.9 |
2,260.5 |
2,122.3 |
|
| R3 |
2,224.9 |
2,189.5 |
2,102.7 |
|
| R2 |
2,153.9 |
2,153.9 |
2,096.2 |
|
| R1 |
2,118.5 |
2,118.5 |
2,089.7 |
2,136.2 |
| PP |
2,082.9 |
2,082.9 |
2,082.9 |
2,091.7 |
| S1 |
2,047.5 |
2,047.5 |
2,076.7 |
2,065.2 |
| S2 |
2,011.9 |
2,011.9 |
2,070.2 |
|
| S3 |
1,940.9 |
1,976.5 |
2,063.7 |
|
| S4 |
1,869.9 |
1,905.5 |
2,044.2 |
|
|
| 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 |
2,118.2 |
2,028.1 |
90.1 |
4.3% |
38.9 |
1.9% |
61% |
True |
False |
6,757 |
| 10 |
2,126.5 |
2,028.1 |
98.4 |
4.7% |
38.5 |
1.8% |
56% |
False |
False |
3,822 |
| 20 |
2,153.2 |
2,028.1 |
125.1 |
6.0% |
32.7 |
1.6% |
44% |
False |
False |
2,041 |
| 40 |
2,153.2 |
1,937.1 |
216.1 |
10.4% |
34.6 |
1.7% |
68% |
False |
False |
1,103 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.0% |
36.4 |
1.7% |
58% |
False |
False |
782 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.0% |
30.2 |
1.5% |
58% |
False |
False |
587 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.0% |
24.2 |
1.2% |
58% |
False |
False |
470 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.0% |
20.1 |
1.0% |
58% |
False |
False |
391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,420.0 |
|
2.618 |
2,304.1 |
|
1.618 |
2,233.1 |
|
1.000 |
2,189.2 |
|
0.618 |
2,162.1 |
|
HIGH |
2,118.2 |
|
0.618 |
2,091.1 |
|
0.500 |
2,082.7 |
|
0.382 |
2,074.3 |
|
LOW |
2,047.2 |
|
0.618 |
2,003.3 |
|
1.000 |
1,976.2 |
|
1.618 |
1,932.3 |
|
2.618 |
1,861.3 |
|
4.250 |
1,745.5 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,083.0 |
2,079.9 |
| PP |
2,082.9 |
2,076.5 |
| S1 |
2,082.7 |
2,073.2 |
|