| 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 |
2,311.0 |
2,329.5 |
18.5 |
0.8% |
2,348.0 |
| High |
2,331.3 |
2,337.3 |
6.0 |
0.3% |
2,406.7 |
| Low |
2,304.5 |
2,314.5 |
10.0 |
0.4% |
2,304.2 |
| Close |
2,327.0 |
2,326.6 |
-0.4 |
0.0% |
2,325.0 |
| Range |
26.8 |
22.8 |
-4.0 |
-14.9% |
102.5 |
| ATR |
40.5 |
39.2 |
-1.3 |
-3.1% |
0.0 |
| Volume |
142,888 |
145,501 |
2,613 |
1.8% |
1,003,311 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,394.5 |
2,383.4 |
2,339.1 |
|
| R3 |
2,371.7 |
2,360.6 |
2,332.9 |
|
| R2 |
2,348.9 |
2,348.9 |
2,330.8 |
|
| R1 |
2,337.8 |
2,337.8 |
2,328.7 |
2,332.0 |
| PP |
2,326.1 |
2,326.1 |
2,326.1 |
2,323.2 |
| S1 |
2,315.0 |
2,315.0 |
2,324.5 |
2,309.2 |
| S2 |
2,303.3 |
2,303.3 |
2,322.4 |
|
| S3 |
2,280.5 |
2,292.2 |
2,320.3 |
|
| S4 |
2,257.7 |
2,269.4 |
2,314.1 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.8 |
2,591.4 |
2,381.4 |
|
| R3 |
2,550.3 |
2,488.9 |
2,353.2 |
|
| R2 |
2,447.8 |
2,447.8 |
2,343.8 |
|
| R1 |
2,386.4 |
2,386.4 |
2,334.4 |
2,365.9 |
| PP |
2,345.3 |
2,345.3 |
2,345.3 |
2,335.0 |
| S1 |
2,283.9 |
2,283.9 |
2,315.6 |
2,263.4 |
| S2 |
2,242.8 |
2,242.8 |
2,306.2 |
|
| S3 |
2,140.3 |
2,181.4 |
2,296.8 |
|
| S4 |
2,037.8 |
2,078.9 |
2,268.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
42.0 |
1.8% |
22% |
False |
False |
189,400 |
| 10 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
38.9 |
1.7% |
22% |
False |
False |
183,605 |
| 20 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
38.2 |
1.6% |
13% |
False |
False |
116,606 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
37.8 |
1.6% |
13% |
False |
False |
71,077 |
| 60 |
2,477.0 |
2,190.7 |
286.3 |
12.3% |
38.6 |
1.7% |
47% |
False |
False |
49,947 |
| 80 |
2,477.0 |
2,045.2 |
431.8 |
18.6% |
34.7 |
1.5% |
65% |
False |
False |
38,134 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
19.0% |
31.7 |
1.4% |
66% |
False |
False |
30,989 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
19.0% |
30.2 |
1.3% |
66% |
False |
False |
26,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,434.2 |
|
2.618 |
2,397.0 |
|
1.618 |
2,374.2 |
|
1.000 |
2,360.1 |
|
0.618 |
2,351.4 |
|
HIGH |
2,337.3 |
|
0.618 |
2,328.6 |
|
0.500 |
2,325.9 |
|
0.382 |
2,323.2 |
|
LOW |
2,314.5 |
|
0.618 |
2,300.4 |
|
1.000 |
2,291.7 |
|
1.618 |
2,277.6 |
|
2.618 |
2,254.8 |
|
4.250 |
2,217.6 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,326.4 |
2,355.5 |
| PP |
2,326.1 |
2,345.8 |
| S1 |
2,325.9 |
2,336.2 |
|