| 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 |
2,049.0 |
2,082.2 |
33.2 |
1.6% |
2,105.0 |
| High |
2,118.2 |
2,097.1 |
-21.1 |
-1.0% |
2,126.5 |
| Low |
2,047.2 |
2,048.7 |
1.5 |
0.1% |
2,044.1 |
| Close |
2,083.2 |
2,063.6 |
-19.6 |
-0.9% |
2,052.0 |
| Range |
71.0 |
48.4 |
-22.6 |
-31.8% |
82.4 |
| ATR |
36.0 |
36.9 |
0.9 |
2.5% |
0.0 |
| Volume |
20,818 |
75,728 |
54,910 |
263.8% |
5,918 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,215.0 |
2,187.7 |
2,090.2 |
|
| R3 |
2,166.6 |
2,139.3 |
2,076.9 |
|
| R2 |
2,118.2 |
2,118.2 |
2,072.5 |
|
| R1 |
2,090.9 |
2,090.9 |
2,068.0 |
2,080.4 |
| PP |
2,069.8 |
2,069.8 |
2,069.8 |
2,064.5 |
| S1 |
2,042.5 |
2,042.5 |
2,059.2 |
2,032.0 |
| S2 |
2,021.4 |
2,021.4 |
2,054.7 |
|
| S3 |
1,973.0 |
1,994.1 |
2,050.3 |
|
| S4 |
1,924.6 |
1,945.7 |
2,037.0 |
|
|
| 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 |
2,118.2 |
2,028.1 |
90.1 |
4.4% |
44.4 |
2.2% |
39% |
False |
False |
21,739 |
| 10 |
2,126.5 |
2,028.1 |
98.4 |
4.8% |
39.6 |
1.9% |
36% |
False |
False |
11,336 |
| 20 |
2,145.3 |
2,028.1 |
117.2 |
5.7% |
33.3 |
1.6% |
30% |
False |
False |
5,808 |
| 40 |
2,153.2 |
1,937.1 |
216.1 |
10.5% |
34.9 |
1.7% |
59% |
False |
False |
2,992 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
36.7 |
1.8% |
51% |
False |
False |
2,043 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
30.8 |
1.5% |
51% |
False |
False |
1,534 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
24.7 |
1.2% |
51% |
False |
False |
1,227 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
20.5 |
1.0% |
51% |
False |
False |
1,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,302.8 |
|
2.618 |
2,223.8 |
|
1.618 |
2,175.4 |
|
1.000 |
2,145.5 |
|
0.618 |
2,127.0 |
|
HIGH |
2,097.1 |
|
0.618 |
2,078.6 |
|
0.500 |
2,072.9 |
|
0.382 |
2,067.2 |
|
LOW |
2,048.7 |
|
0.618 |
2,018.8 |
|
1.000 |
2,000.3 |
|
1.618 |
1,970.4 |
|
2.618 |
1,922.0 |
|
4.250 |
1,843.0 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,072.9 |
2,073.2 |
| PP |
2,069.8 |
2,070.0 |
| S1 |
2,066.7 |
2,066.8 |
|