| 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 |
2,330.0 |
2,350.2 |
20.2 |
0.9% |
2,370.0 |
| High |
2,353.7 |
2,359.6 |
5.9 |
0.3% |
2,429.2 |
| Low |
2,327.2 |
2,337.6 |
10.4 |
0.4% |
2,326.9 |
| Close |
2,349.6 |
2,349.1 |
-0.5 |
0.0% |
2,347.6 |
| Range |
26.5 |
22.0 |
-4.5 |
-17.0% |
102.3 |
| ATR |
39.5 |
38.2 |
-1.2 |
-3.2% |
0.0 |
| Volume |
1,112 |
1,134 |
22 |
2.0% |
13,786 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.8 |
2,403.9 |
2,361.2 |
|
| R3 |
2,392.8 |
2,381.9 |
2,355.2 |
|
| R2 |
2,370.8 |
2,370.8 |
2,353.1 |
|
| R1 |
2,359.9 |
2,359.9 |
2,351.1 |
2,354.4 |
| PP |
2,348.8 |
2,348.8 |
2,348.8 |
2,346.0 |
| S1 |
2,337.9 |
2,337.9 |
2,347.1 |
2,332.4 |
| S2 |
2,326.8 |
2,326.8 |
2,345.1 |
|
| S3 |
2,304.8 |
2,315.9 |
2,343.1 |
|
| S4 |
2,282.8 |
2,293.9 |
2,337.0 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.8 |
2,613.5 |
2,403.9 |
|
| R3 |
2,572.5 |
2,511.2 |
2,375.7 |
|
| R2 |
2,470.2 |
2,470.2 |
2,366.4 |
|
| R1 |
2,408.9 |
2,408.9 |
2,357.0 |
2,388.4 |
| PP |
2,367.9 |
2,367.9 |
2,367.9 |
2,357.7 |
| S1 |
2,306.6 |
2,306.6 |
2,338.2 |
2,286.1 |
| S2 |
2,265.6 |
2,265.6 |
2,328.8 |
|
| S3 |
2,163.3 |
2,204.3 |
2,319.5 |
|
| S4 |
2,061.0 |
2,102.0 |
2,291.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,429.2 |
2,326.9 |
102.3 |
4.4% |
41.6 |
1.8% |
22% |
False |
False |
2,399 |
| 10 |
2,429.2 |
2,326.9 |
102.3 |
4.4% |
38.0 |
1.6% |
22% |
False |
False |
2,304 |
| 20 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
36.9 |
1.6% |
13% |
False |
False |
2,199 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
36.5 |
1.6% |
13% |
False |
False |
1,583 |
| 60 |
2,500.2 |
2,210.4 |
289.8 |
12.3% |
37.1 |
1.6% |
48% |
False |
False |
1,430 |
| 80 |
2,500.2 |
2,064.0 |
436.2 |
18.6% |
33.3 |
1.4% |
65% |
False |
False |
1,226 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
19.0% |
30.5 |
1.3% |
66% |
False |
False |
1,075 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
19.0% |
28.8 |
1.2% |
66% |
False |
False |
958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,453.1 |
|
2.618 |
2,417.2 |
|
1.618 |
2,395.2 |
|
1.000 |
2,381.6 |
|
0.618 |
2,373.2 |
|
HIGH |
2,359.6 |
|
0.618 |
2,351.2 |
|
0.500 |
2,348.6 |
|
0.382 |
2,346.0 |
|
LOW |
2,337.6 |
|
0.618 |
2,324.0 |
|
1.000 |
2,315.6 |
|
1.618 |
2,302.0 |
|
2.618 |
2,280.0 |
|
4.250 |
2,244.1 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,348.9 |
2,378.1 |
| PP |
2,348.8 |
2,368.4 |
| S1 |
2,348.6 |
2,358.8 |
|