| 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 |
3,683.3630 |
3,670.7450 |
-12.6180 |
-0.3% |
3,789.4180 |
| High |
3,718.8270 |
3,676.0130 |
-42.8140 |
-1.2% |
3,883.2880 |
| Low |
3,651.1100 |
3,437.4940 |
-213.6160 |
-5.9% |
3,618.7540 |
| Close |
3,671.0860 |
3,486.0260 |
-185.0600 |
-5.0% |
3,684.6940 |
| Range |
67.7170 |
238.5190 |
170.8020 |
252.2% |
264.5340 |
| ATR |
158.4598 |
164.1783 |
5.7185 |
3.6% |
0.0000 |
| Volume |
687 |
196,601 |
195,914 |
28,517.3% |
463,532 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,248.7347 |
4,105.8993 |
3,617.2115 |
|
| R3 |
4,010.2157 |
3,867.3803 |
3,551.6187 |
|
| R2 |
3,771.6967 |
3,771.6967 |
3,529.7545 |
|
| R1 |
3,628.8613 |
3,628.8613 |
3,507.8902 |
3,581.0195 |
| PP |
3,533.1777 |
3,533.1777 |
3,533.1777 |
3,509.2568 |
| S1 |
3,390.3423 |
3,390.3423 |
3,464.1618 |
3,342.5005 |
| S2 |
3,294.6587 |
3,294.6587 |
3,442.2975 |
|
| S3 |
3,056.1397 |
3,151.8233 |
3,420.4333 |
|
| S4 |
2,817.6207 |
2,913.3043 |
3,354.8406 |
|
|
| 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 |
3,437.4940 |
445.7940 |
12.8% |
145.0022 |
4.2% |
11% |
False |
True |
111,864 |
| 10 |
3,883.2880 |
3,437.4940 |
445.7940 |
12.8% |
126.8271 |
3.6% |
11% |
False |
True |
109,390 |
| 20 |
3,940.4060 |
2,864.3480 |
1,076.0580 |
30.9% |
171.0774 |
4.9% |
58% |
False |
False |
165,206 |
| 40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
31.4% |
164.5851 |
4.7% |
58% |
False |
False |
141,561 |
| 60 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
31.4% |
193.8170 |
5.6% |
58% |
False |
False |
142,571 |
| 80 |
4,090.3060 |
2,761.2530 |
1,329.0530 |
38.1% |
201.0789 |
5.8% |
55% |
False |
False |
167,602 |
| 100 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
55.1% |
180.3382 |
5.2% |
69% |
False |
False |
162,273 |
| 120 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
56.8% |
172.7999 |
5.0% |
69% |
False |
False |
174,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,689.7188 |
|
2.618 |
4,300.4557 |
|
1.618 |
4,061.9367 |
|
1.000 |
3,914.5320 |
|
0.618 |
3,823.4177 |
|
HIGH |
3,676.0130 |
|
0.618 |
3,584.8987 |
|
0.500 |
3,556.7535 |
|
0.382 |
3,528.6083 |
|
LOW |
3,437.4940 |
|
0.618 |
3,290.0893 |
|
1.000 |
3,198.9750 |
|
1.618 |
3,051.5703 |
|
2.618 |
2,813.0513 |
|
4.250 |
2,423.7883 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,556.7535 |
3,636.5165 |
| PP |
3,533.1777 |
3,586.3530 |
| S1 |
3,509.6018 |
3,536.1895 |
|