| 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 |
2,356.8 |
2,373.3 |
16.5 |
0.7% |
2,391.4 |
| High |
2,376.4 |
2,382.3 |
5.9 |
0.2% |
2,452.0 |
| Low |
2,349.8 |
2,360.0 |
10.2 |
0.4% |
2,350.0 |
| Close |
2,372.3 |
2,371.6 |
-0.7 |
0.0% |
2,370.3 |
| Range |
26.6 |
22.3 |
-4.3 |
-16.2% |
102.0 |
| ATR |
39.9 |
38.6 |
-1.3 |
-3.1% |
0.0 |
| Volume |
3,636 |
3,552 |
-84 |
-2.3% |
19,911 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.2 |
2,427.2 |
2,383.9 |
|
| R3 |
2,415.9 |
2,404.9 |
2,377.7 |
|
| R2 |
2,393.6 |
2,393.6 |
2,375.7 |
|
| R1 |
2,382.6 |
2,382.6 |
2,373.6 |
2,377.0 |
| PP |
2,371.3 |
2,371.3 |
2,371.3 |
2,368.5 |
| S1 |
2,360.3 |
2,360.3 |
2,369.6 |
2,354.7 |
| S2 |
2,349.0 |
2,349.0 |
2,367.5 |
|
| S3 |
2,326.7 |
2,338.0 |
2,365.5 |
|
| S4 |
2,304.4 |
2,315.7 |
2,359.3 |
|
|
| 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% |
41.3 |
1.7% |
21% |
False |
False |
3,974 |
| 10 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
38.0 |
1.6% |
21% |
False |
False |
3,793 |
| 20 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
37.6 |
1.6% |
13% |
False |
False |
3,642 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
37.1 |
1.6% |
13% |
False |
False |
2,999 |
| 60 |
2,524.0 |
2,229.2 |
294.8 |
12.4% |
38.1 |
1.6% |
48% |
False |
False |
2,760 |
| 80 |
2,524.0 |
2,080.0 |
444.0 |
18.7% |
34.2 |
1.4% |
66% |
False |
False |
2,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,477.1 |
|
2.618 |
2,440.7 |
|
1.618 |
2,418.4 |
|
1.000 |
2,404.6 |
|
0.618 |
2,396.1 |
|
HIGH |
2,382.3 |
|
0.618 |
2,373.8 |
|
0.500 |
2,371.2 |
|
0.382 |
2,368.5 |
|
LOW |
2,360.0 |
|
0.618 |
2,346.2 |
|
1.000 |
2,337.7 |
|
1.618 |
2,323.9 |
|
2.618 |
2,301.6 |
|
4.250 |
2,265.2 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,371.5 |
2,400.9 |
| PP |
2,371.3 |
2,391.1 |
| S1 |
2,371.2 |
2,381.4 |
|