| 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 |
3,799.7180 |
3,683.3630 |
-116.3550 |
-3.1% |
3,789.4180 |
| High |
3,835.5390 |
3,718.8270 |
-116.7120 |
-3.0% |
3,883.2880 |
| Low |
3,618.7540 |
3,651.1100 |
32.3560 |
0.9% |
3,618.7540 |
| Close |
3,684.6940 |
3,671.0860 |
-13.6080 |
-0.4% |
3,684.6940 |
| Range |
216.7850 |
67.7170 |
-149.0680 |
-68.8% |
264.5340 |
| ATR |
165.4400 |
158.4598 |
-6.9802 |
-4.2% |
0.0000 |
| Volume |
163,607 |
687 |
-162,920 |
-99.6% |
463,532 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,883.4920 |
3,845.0060 |
3,708.3304 |
|
| R3 |
3,815.7750 |
3,777.2890 |
3,689.7082 |
|
| R2 |
3,748.0580 |
3,748.0580 |
3,683.5008 |
|
| R1 |
3,709.5720 |
3,709.5720 |
3,677.2934 |
3,694.9565 |
| PP |
3,680.3410 |
3,680.3410 |
3,680.3410 |
3,673.0333 |
| S1 |
3,641.8550 |
3,641.8550 |
3,664.8786 |
3,627.2395 |
| S2 |
3,612.6240 |
3,612.6240 |
3,658.6712 |
|
| S3 |
3,544.9070 |
3,574.1380 |
3,652.4638 |
|
| S4 |
3,477.1900 |
3,506.4210 |
3,633.8417 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,522.5140 |
4,368.1380 |
3,830.1877 |
|
| R3 |
4,257.9800 |
4,103.6040 |
3,757.4409 |
|
| R2 |
3,993.4460 |
3,993.4460 |
3,733.1919 |
|
| R1 |
3,839.0700 |
3,839.0700 |
3,708.9430 |
3,783.9910 |
| PP |
3,728.9120 |
3,728.9120 |
3,728.9120 |
3,701.3725 |
| S1 |
3,574.5360 |
3,574.5360 |
3,660.4451 |
3,519.4570 |
| S2 |
3,464.3780 |
3,464.3780 |
3,636.1961 |
|
| S3 |
3,199.8440 |
3,310.0020 |
3,611.9472 |
|
| S4 |
2,935.3100 |
3,045.4680 |
3,539.2003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,883.2880 |
3,618.7540 |
264.5340 |
7.2% |
113.7394 |
3.1% |
20% |
False |
False |
92,631 |
| 10 |
3,924.1650 |
3,618.7540 |
305.4110 |
8.3% |
116.8656 |
3.2% |
17% |
False |
False |
105,224 |
| 20 |
3,940.4060 |
2,864.3480 |
1,076.0580 |
29.3% |
164.5487 |
4.5% |
75% |
False |
False |
155,442 |
| 40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
29.8% |
169.3322 |
4.6% |
75% |
False |
False |
136,706 |
| 60 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
29.8% |
195.3294 |
5.3% |
75% |
False |
False |
144,839 |
| 80 |
4,090.3060 |
2,761.2530 |
1,329.0530 |
36.2% |
199.2036 |
5.4% |
68% |
False |
False |
167,966 |
| 100 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
52.3% |
179.1334 |
4.9% |
78% |
False |
False |
162,276 |
| 120 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
53.9% |
172.0026 |
4.7% |
79% |
False |
False |
172,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,006.6243 |
|
2.618 |
3,896.1101 |
|
1.618 |
3,828.3931 |
|
1.000 |
3,786.5440 |
|
0.618 |
3,760.6761 |
|
HIGH |
3,718.8270 |
|
0.618 |
3,692.9591 |
|
0.500 |
3,684.9685 |
|
0.382 |
3,676.9779 |
|
LOW |
3,651.1100 |
|
0.618 |
3,609.2609 |
|
1.000 |
3,583.3930 |
|
1.618 |
3,541.5439 |
|
2.618 |
3,473.8269 |
|
4.250 |
3,363.3128 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,684.9685 |
3,747.9510 |
| PP |
3,680.3410 |
3,722.3293 |
| S1 |
3,675.7135 |
3,696.7077 |
|