| 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 |
2,290.6 |
2,300.0 |
9.4 |
0.4% |
2,322.6 |
| High |
2,309.3 |
2,314.1 |
4.8 |
0.2% |
2,385.1 |
| Low |
2,290.5 |
2,298.6 |
8.1 |
0.4% |
2,285.4 |
| Close |
2,307.7 |
2,307.5 |
-0.2 |
0.0% |
2,305.2 |
| Range |
18.8 |
15.5 |
-3.3 |
-17.6% |
99.7 |
| ATR |
38.6 |
37.0 |
-1.7 |
-4.3% |
0.0 |
| Volume |
69 |
871 |
802 |
1,162.3% |
2,414 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,353.2 |
2,345.9 |
2,316.0 |
|
| R3 |
2,337.7 |
2,330.4 |
2,311.8 |
|
| R2 |
2,322.2 |
2,322.2 |
2,310.3 |
|
| R1 |
2,314.9 |
2,314.9 |
2,308.9 |
2,318.6 |
| PP |
2,306.7 |
2,306.7 |
2,306.7 |
2,308.6 |
| S1 |
2,299.4 |
2,299.4 |
2,306.1 |
2,303.1 |
| S2 |
2,291.2 |
2,291.2 |
2,304.7 |
|
| S3 |
2,275.7 |
2,283.9 |
2,303.2 |
|
| S4 |
2,260.2 |
2,268.4 |
2,299.0 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,624.3 |
2,564.5 |
2,360.0 |
|
| R3 |
2,524.6 |
2,464.8 |
2,332.6 |
|
| R2 |
2,424.9 |
2,424.9 |
2,323.5 |
|
| R1 |
2,365.1 |
2,365.1 |
2,314.3 |
2,345.2 |
| PP |
2,325.2 |
2,325.2 |
2,325.2 |
2,315.3 |
| S1 |
2,265.4 |
2,265.4 |
2,296.1 |
2,245.5 |
| S2 |
2,225.5 |
2,225.5 |
2,286.9 |
|
| S3 |
2,125.8 |
2,165.7 |
2,277.8 |
|
| S4 |
2,026.1 |
2,066.0 |
2,250.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,385.1 |
2,285.4 |
99.7 |
4.3% |
36.6 |
1.6% |
22% |
False |
False |
336 |
| 10 |
2,385.1 |
2,285.4 |
99.7 |
4.3% |
34.6 |
1.5% |
22% |
False |
False |
15,619 |
| 20 |
2,454.2 |
2,285.4 |
168.8 |
7.3% |
36.2 |
1.6% |
13% |
False |
False |
127,031 |
| 40 |
2,454.2 |
2,285.2 |
169.0 |
7.3% |
37.1 |
1.6% |
13% |
False |
False |
179,050 |
| 60 |
2,454.2 |
2,170.8 |
283.4 |
12.3% |
38.4 |
1.7% |
48% |
False |
False |
193,305 |
| 80 |
2,454.2 |
2,026.6 |
427.6 |
18.5% |
34.8 |
1.5% |
66% |
False |
False |
153,013 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
19.0% |
32.0 |
1.4% |
66% |
False |
False |
123,664 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
19.0% |
30.7 |
1.3% |
66% |
False |
False |
103,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,380.0 |
|
2.618 |
2,354.7 |
|
1.618 |
2,339.2 |
|
1.000 |
2,329.6 |
|
0.618 |
2,323.7 |
|
HIGH |
2,314.1 |
|
0.618 |
2,308.2 |
|
0.500 |
2,306.4 |
|
0.382 |
2,304.5 |
|
LOW |
2,298.6 |
|
0.618 |
2,289.0 |
|
1.000 |
2,283.1 |
|
1.618 |
2,273.5 |
|
2.618 |
2,258.0 |
|
4.250 |
2,232.7 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,307.1 |
2,335.3 |
| PP |
2,306.7 |
2,326.0 |
| S1 |
2,306.4 |
2,316.8 |
|