| 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 |
2,440.9 |
2,356.8 |
-84.1 |
-3.4% |
2,391.4 |
| High |
2,452.0 |
2,376.4 |
-75.6 |
-3.1% |
2,452.0 |
| Low |
2,350.0 |
2,349.8 |
-0.2 |
0.0% |
2,350.0 |
| Close |
2,370.3 |
2,372.3 |
2.0 |
0.1% |
2,370.3 |
| Range |
102.0 |
26.6 |
-75.4 |
-73.9% |
102.0 |
| ATR |
40.9 |
39.9 |
-1.0 |
-2.5% |
0.0 |
| Volume |
7,216 |
3,636 |
-3,580 |
-49.6% |
19,911 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.0 |
2,435.7 |
2,386.9 |
|
| R3 |
2,419.4 |
2,409.1 |
2,379.6 |
|
| R2 |
2,392.8 |
2,392.8 |
2,377.2 |
|
| R1 |
2,382.5 |
2,382.5 |
2,374.7 |
2,387.7 |
| PP |
2,366.2 |
2,366.2 |
2,366.2 |
2,368.7 |
| S1 |
2,355.9 |
2,355.9 |
2,369.9 |
2,361.1 |
| S2 |
2,339.6 |
2,339.6 |
2,367.4 |
|
| S3 |
2,313.0 |
2,329.3 |
2,365.0 |
|
| S4 |
2,286.4 |
2,302.7 |
2,357.7 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,696.8 |
2,635.5 |
2,426.4 |
|
| R3 |
2,594.8 |
2,533.5 |
2,398.4 |
|
| R2 |
2,492.8 |
2,492.8 |
2,389.0 |
|
| R1 |
2,431.5 |
2,431.5 |
2,379.7 |
2,411.2 |
| PP |
2,390.8 |
2,390.8 |
2,390.8 |
2,380.6 |
| S1 |
2,329.5 |
2,329.5 |
2,361.0 |
2,309.2 |
| S2 |
2,288.8 |
2,288.8 |
2,351.6 |
|
| S3 |
2,186.8 |
2,227.5 |
2,342.3 |
|
| S4 |
2,084.8 |
2,125.5 |
2,314.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
44.3 |
1.9% |
22% |
False |
True |
4,049 |
| 10 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
38.8 |
1.6% |
22% |
False |
True |
3,864 |
| 20 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
38.1 |
1.6% |
13% |
False |
True |
3,592 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
38.1 |
1.6% |
13% |
False |
True |
2,956 |
| 60 |
2,524.0 |
2,229.2 |
294.8 |
12.4% |
38.0 |
1.6% |
49% |
False |
False |
2,729 |
| 80 |
2,524.0 |
2,075.9 |
448.1 |
18.9% |
34.1 |
1.4% |
66% |
False |
False |
2,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,489.5 |
|
2.618 |
2,446.0 |
|
1.618 |
2,419.4 |
|
1.000 |
2,403.0 |
|
0.618 |
2,392.8 |
|
HIGH |
2,376.4 |
|
0.618 |
2,366.2 |
|
0.500 |
2,363.1 |
|
0.382 |
2,360.0 |
|
LOW |
2,349.8 |
|
0.618 |
2,333.4 |
|
1.000 |
2,323.2 |
|
1.618 |
2,306.8 |
|
2.618 |
2,280.2 |
|
4.250 |
2,236.8 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,369.2 |
2,400.9 |
| PP |
2,366.2 |
2,391.4 |
| S1 |
2,363.1 |
2,381.8 |
|