| 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 |
2,334.0 |
2,340.9 |
6.9 |
0.3% |
2,348.0 |
| High |
2,358.8 |
2,342.4 |
-16.4 |
-0.7% |
2,406.7 |
| Low |
2,327.2 |
2,310.9 |
-16.3 |
-0.7% |
2,304.2 |
| Close |
2,354.8 |
2,318.0 |
-36.8 |
-1.6% |
2,325.0 |
| Range |
31.6 |
31.5 |
-0.1 |
-0.3% |
102.5 |
| ATR |
38.7 |
39.1 |
0.4 |
1.0% |
0.0 |
| Volume |
241,670 |
182,657 |
-59,013 |
-24.4% |
1,003,311 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,418.3 |
2,399.6 |
2,335.3 |
|
| R3 |
2,386.8 |
2,368.1 |
2,326.7 |
|
| R2 |
2,355.3 |
2,355.3 |
2,323.8 |
|
| R1 |
2,336.6 |
2,336.6 |
2,320.9 |
2,330.2 |
| PP |
2,323.8 |
2,323.8 |
2,323.8 |
2,320.6 |
| S1 |
2,305.1 |
2,305.1 |
2,315.1 |
2,298.7 |
| S2 |
2,292.3 |
2,292.3 |
2,312.2 |
|
| S3 |
2,260.8 |
2,273.6 |
2,309.3 |
|
| S4 |
2,229.3 |
2,242.1 |
2,300.7 |
|
|
| 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% |
43.0 |
1.9% |
13% |
False |
False |
205,453 |
| 10 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
39.2 |
1.7% |
13% |
False |
False |
189,943 |
| 20 |
2,477.0 |
2,304.2 |
172.8 |
7.5% |
38.2 |
1.6% |
8% |
False |
False |
135,226 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.5% |
37.5 |
1.6% |
8% |
False |
False |
81,355 |
| 60 |
2,477.0 |
2,193.4 |
283.6 |
12.2% |
39.1 |
1.7% |
44% |
False |
False |
56,947 |
| 80 |
2,477.0 |
2,063.7 |
413.3 |
17.8% |
35.0 |
1.5% |
62% |
False |
False |
43,378 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
19.0% |
32.0 |
1.4% |
64% |
False |
False |
35,196 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
19.0% |
30.4 |
1.3% |
64% |
False |
False |
29,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,476.3 |
|
2.618 |
2,424.9 |
|
1.618 |
2,393.4 |
|
1.000 |
2,373.9 |
|
0.618 |
2,361.9 |
|
HIGH |
2,342.4 |
|
0.618 |
2,330.4 |
|
0.500 |
2,326.7 |
|
0.382 |
2,322.9 |
|
LOW |
2,310.9 |
|
0.618 |
2,291.4 |
|
1.000 |
2,279.4 |
|
1.618 |
2,259.9 |
|
2.618 |
2,228.4 |
|
4.250 |
2,177.0 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,326.7 |
2,334.9 |
| PP |
2,323.8 |
2,329.2 |
| S1 |
2,320.9 |
2,323.6 |
|