| 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 |
2,373.3 |
2,378.7 |
5.4 |
0.2% |
2,391.4 |
| High |
2,382.3 |
2,403.6 |
21.3 |
0.9% |
2,452.0 |
| Low |
2,360.0 |
2,372.4 |
12.4 |
0.5% |
2,350.0 |
| Close |
2,371.6 |
2,400.0 |
28.4 |
1.2% |
2,370.3 |
| Range |
22.3 |
31.2 |
8.9 |
39.9% |
102.0 |
| ATR |
38.6 |
38.1 |
-0.5 |
-1.2% |
0.0 |
| Volume |
3,552 |
3,713 |
161 |
4.5% |
19,911 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,485.6 |
2,474.0 |
2,417.2 |
|
| R3 |
2,454.4 |
2,442.8 |
2,408.6 |
|
| R2 |
2,423.2 |
2,423.2 |
2,405.7 |
|
| R1 |
2,411.6 |
2,411.6 |
2,402.9 |
2,417.4 |
| PP |
2,392.0 |
2,392.0 |
2,392.0 |
2,394.9 |
| S1 |
2,380.4 |
2,380.4 |
2,397.1 |
2,386.2 |
| S2 |
2,360.8 |
2,360.8 |
2,394.3 |
|
| S3 |
2,329.6 |
2,349.2 |
2,391.4 |
|
| S4 |
2,298.4 |
2,318.0 |
2,382.8 |
|
|
| 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% |
49% |
False |
False |
4,129 |
| 10 |
2,452.0 |
2,349.8 |
102.2 |
4.3% |
38.4 |
1.6% |
49% |
False |
False |
3,856 |
| 20 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
38.0 |
1.6% |
29% |
False |
False |
3,734 |
| 40 |
2,524.0 |
2,349.8 |
174.2 |
7.3% |
37.0 |
1.5% |
29% |
False |
False |
3,038 |
| 60 |
2,524.0 |
2,230.5 |
293.5 |
12.2% |
38.3 |
1.6% |
58% |
False |
False |
2,807 |
| 80 |
2,524.0 |
2,099.4 |
424.6 |
17.7% |
34.3 |
1.4% |
71% |
False |
False |
2,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,536.2 |
|
2.618 |
2,485.3 |
|
1.618 |
2,454.1 |
|
1.000 |
2,434.8 |
|
0.618 |
2,422.9 |
|
HIGH |
2,403.6 |
|
0.618 |
2,391.7 |
|
0.500 |
2,388.0 |
|
0.382 |
2,384.3 |
|
LOW |
2,372.4 |
|
0.618 |
2,353.1 |
|
1.000 |
2,341.2 |
|
1.618 |
2,321.9 |
|
2.618 |
2,290.7 |
|
4.250 |
2,239.8 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,396.0 |
2,392.2 |
| PP |
2,392.0 |
2,384.5 |
| S1 |
2,388.0 |
2,376.7 |
|