| 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 |
2,300.0 |
2,314.9 |
14.9 |
0.6% |
2,322.6 |
| High |
2,314.1 |
2,338.7 |
24.6 |
1.1% |
2,385.1 |
| Low |
2,298.6 |
2,310.3 |
11.7 |
0.5% |
2,285.4 |
| Close |
2,307.5 |
2,336.0 |
28.5 |
1.2% |
2,305.2 |
| Range |
15.5 |
28.4 |
12.9 |
83.2% |
99.7 |
| ATR |
37.0 |
36.6 |
-0.4 |
-1.1% |
0.0 |
| Volume |
871 |
132 |
-739 |
-84.8% |
2,414 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,413.5 |
2,403.2 |
2,351.6 |
|
| R3 |
2,385.1 |
2,374.8 |
2,343.8 |
|
| R2 |
2,356.7 |
2,356.7 |
2,341.2 |
|
| R1 |
2,346.4 |
2,346.4 |
2,338.6 |
2,351.6 |
| PP |
2,328.3 |
2,328.3 |
2,328.3 |
2,330.9 |
| S1 |
2,318.0 |
2,318.0 |
2,333.4 |
2,323.2 |
| S2 |
2,299.9 |
2,299.9 |
2,330.8 |
|
| S3 |
2,271.5 |
2,289.6 |
2,328.2 |
|
| S4 |
2,243.1 |
2,261.2 |
2,320.4 |
|
|
| 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% |
51% |
False |
False |
304 |
| 10 |
2,385.1 |
2,285.4 |
99.7 |
4.3% |
34.5 |
1.5% |
51% |
False |
False |
3,701 |
| 20 |
2,454.2 |
2,285.4 |
168.8 |
7.2% |
36.4 |
1.6% |
30% |
False |
False |
117,434 |
| 40 |
2,454.2 |
2,285.2 |
169.0 |
7.2% |
36.9 |
1.6% |
30% |
False |
False |
171,614 |
| 60 |
2,454.2 |
2,171.9 |
282.3 |
12.1% |
38.5 |
1.6% |
58% |
False |
False |
192,434 |
| 80 |
2,454.2 |
2,044.2 |
410.0 |
17.6% |
34.9 |
1.5% |
71% |
False |
False |
152,955 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.7% |
32.1 |
1.4% |
73% |
False |
False |
123,619 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.7% |
30.7 |
1.3% |
73% |
False |
False |
103,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,459.4 |
|
2.618 |
2,413.1 |
|
1.618 |
2,384.7 |
|
1.000 |
2,367.1 |
|
0.618 |
2,356.3 |
|
HIGH |
2,338.7 |
|
0.618 |
2,327.9 |
|
0.500 |
2,324.5 |
|
0.382 |
2,321.1 |
|
LOW |
2,310.3 |
|
0.618 |
2,292.7 |
|
1.000 |
2,281.9 |
|
1.618 |
2,264.3 |
|
2.618 |
2,235.9 |
|
4.250 |
2,189.6 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,332.2 |
2,328.9 |
| PP |
2,328.3 |
2,321.7 |
| S1 |
2,324.5 |
2,314.6 |
|