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 |
533.18 |
534.07 |
0.89 |
0.2% |
529.02 |
High |
535.99 |
537.01 |
1.02 |
0.2% |
536.89 |
Low |
532.57 |
532.05 |
-0.52 |
-0.1% |
522.60 |
Close |
535.66 |
536.95 |
1.29 |
0.2% |
534.01 |
Range |
3.42 |
4.96 |
1.54 |
45.0% |
14.29 |
ATR |
4.77 |
4.78 |
0.01 |
0.3% |
0.00 |
Volume |
35,729,200 |
36,383,400 |
654,200 |
1.8% |
203,111,600 |
|
Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
550.22 |
548.54 |
539.68 |
|
R3 |
545.26 |
543.58 |
538.31 |
|
R2 |
540.30 |
540.30 |
537.86 |
|
R1 |
538.62 |
538.62 |
537.40 |
539.46 |
PP |
535.34 |
535.34 |
535.34 |
535.76 |
S1 |
533.66 |
533.66 |
536.50 |
534.50 |
S2 |
530.38 |
530.38 |
536.04 |
|
S3 |
525.42 |
528.70 |
535.59 |
|
S4 |
520.46 |
523.74 |
534.22 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
574.04 |
568.31 |
541.87 |
|
R3 |
559.75 |
554.02 |
537.94 |
|
R2 |
545.46 |
545.46 |
536.63 |
|
R1 |
539.73 |
539.73 |
535.32 |
542.60 |
PP |
531.17 |
531.17 |
531.17 |
532.60 |
S1 |
525.44 |
525.44 |
532.70 |
528.31 |
S2 |
516.88 |
516.88 |
531.39 |
|
S3 |
502.59 |
511.15 |
530.08 |
|
S4 |
488.30 |
496.86 |
526.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
537.01 |
528.73 |
8.28 |
1.5% |
4.29 |
0.8% |
99% |
True |
False |
38,751,180 |
10 |
537.01 |
518.36 |
18.65 |
3.5% |
4.73 |
0.9% |
100% |
True |
False |
45,766,870 |
20 |
537.01 |
518.36 |
18.65 |
3.5% |
4.22 |
0.8% |
100% |
True |
False |
46,925,225 |
40 |
537.01 |
493.86 |
43.15 |
8.0% |
4.60 |
0.9% |
100% |
True |
False |
55,013,125 |
60 |
537.01 |
493.86 |
43.15 |
8.0% |
4.61 |
0.9% |
100% |
True |
False |
61,226,221 |
80 |
537.01 |
493.56 |
43.45 |
8.1% |
4.50 |
0.8% |
100% |
True |
False |
63,494,025 |
100 |
537.01 |
476.54 |
60.47 |
11.3% |
4.36 |
0.8% |
100% |
True |
False |
66,023,769 |
120 |
537.01 |
466.43 |
70.58 |
13.1% |
4.27 |
0.8% |
100% |
True |
False |
68,537,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
558.09 |
2.618 |
550.00 |
1.618 |
545.04 |
1.000 |
541.97 |
0.618 |
540.08 |
HIGH |
537.01 |
0.618 |
535.12 |
0.500 |
534.53 |
0.382 |
533.94 |
LOW |
532.05 |
0.618 |
528.98 |
1.000 |
527.09 |
1.618 |
524.02 |
2.618 |
519.06 |
4.250 |
510.97 |
|
|
Fisher Pivots for day following 11-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
536.14 |
536.14 |
PP |
535.34 |
535.34 |
S1 |
534.53 |
534.53 |
|