| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,314.9 |
2,309.4 |
-5.5 |
-0.2% |
2,322.6 |
| High |
2,338.7 |
2,317.7 |
-21.0 |
-0.9% |
2,385.1 |
| Low |
2,310.3 |
2,296.2 |
-14.1 |
-0.6% |
2,285.4 |
| Close |
2,336.0 |
2,300.2 |
-35.8 |
-1.5% |
2,305.2 |
| Range |
28.4 |
21.5 |
-6.9 |
-24.3% |
99.7 |
| ATR |
36.6 |
36.8 |
0.2 |
0.6% |
0.0 |
| Volume |
132 |
298 |
166 |
125.8% |
2,414 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,369.2 |
2,356.2 |
2,312.0 |
|
| R3 |
2,347.7 |
2,334.7 |
2,306.1 |
|
| R2 |
2,326.2 |
2,326.2 |
2,304.1 |
|
| R1 |
2,313.2 |
2,313.2 |
2,302.2 |
2,309.0 |
| PP |
2,304.7 |
2,304.7 |
2,304.7 |
2,302.6 |
| S1 |
2,291.7 |
2,291.7 |
2,298.2 |
2,287.5 |
| S2 |
2,283.2 |
2,283.2 |
2,296.3 |
|
| S3 |
2,261.7 |
2,270.2 |
2,294.3 |
|
| S4 |
2,240.2 |
2,248.7 |
2,288.4 |
|
|
| 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% |
36.8 |
1.6% |
15% |
False |
False |
327 |
| 10 |
2,385.1 |
2,285.4 |
99.7 |
4.3% |
33.7 |
1.5% |
15% |
False |
False |
472 |
| 20 |
2,454.2 |
2,285.4 |
168.8 |
7.3% |
35.5 |
1.5% |
9% |
False |
False |
104,956 |
| 40 |
2,454.2 |
2,285.2 |
169.0 |
7.3% |
36.4 |
1.6% |
9% |
False |
False |
164,512 |
| 60 |
2,454.2 |
2,173.6 |
280.6 |
12.2% |
38.6 |
1.7% |
45% |
False |
False |
191,739 |
| 80 |
2,454.2 |
2,045.4 |
408.8 |
17.8% |
34.9 |
1.5% |
62% |
False |
False |
152,857 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
19.0% |
32.2 |
1.4% |
65% |
False |
False |
123,596 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
19.0% |
30.8 |
1.3% |
65% |
False |
False |
103,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,409.1 |
|
2.618 |
2,374.0 |
|
1.618 |
2,352.5 |
|
1.000 |
2,339.2 |
|
0.618 |
2,331.0 |
|
HIGH |
2,317.7 |
|
0.618 |
2,309.5 |
|
0.500 |
2,307.0 |
|
0.382 |
2,304.4 |
|
LOW |
2,296.2 |
|
0.618 |
2,282.9 |
|
1.000 |
2,274.7 |
|
1.618 |
2,261.4 |
|
2.618 |
2,239.9 |
|
4.250 |
2,204.8 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,307.0 |
2,317.5 |
| PP |
2,304.7 |
2,311.7 |
| S1 |
2,302.5 |
2,306.0 |
|