| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,417.9 |
2,330.0 |
-87.9 |
-3.6% |
2,370.0 |
| High |
2,429.2 |
2,353.7 |
-75.5 |
-3.1% |
2,429.2 |
| Low |
2,326.9 |
2,327.2 |
0.3 |
0.0% |
2,326.9 |
| Close |
2,347.6 |
2,349.6 |
2.0 |
0.1% |
2,347.6 |
| Range |
102.3 |
26.5 |
-75.8 |
-74.1% |
102.3 |
| ATR |
40.5 |
39.5 |
-1.0 |
-2.5% |
0.0 |
| Volume |
4,396 |
1,112 |
-3,284 |
-74.7% |
13,786 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.0 |
2,412.8 |
2,364.2 |
|
| R3 |
2,396.5 |
2,386.3 |
2,356.9 |
|
| R2 |
2,370.0 |
2,370.0 |
2,354.5 |
|
| R1 |
2,359.8 |
2,359.8 |
2,352.0 |
2,364.9 |
| PP |
2,343.5 |
2,343.5 |
2,343.5 |
2,346.1 |
| S1 |
2,333.3 |
2,333.3 |
2,347.2 |
2,338.4 |
| S2 |
2,317.0 |
2,317.0 |
2,344.7 |
|
| S3 |
2,290.5 |
2,306.8 |
2,342.3 |
|
| S4 |
2,264.0 |
2,280.3 |
2,335.0 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.8 |
2,613.5 |
2,403.9 |
|
| R3 |
2,572.5 |
2,511.2 |
2,375.7 |
|
| R2 |
2,470.2 |
2,470.2 |
2,366.4 |
|
| R1 |
2,408.9 |
2,408.9 |
2,357.0 |
2,388.4 |
| PP |
2,367.9 |
2,367.9 |
2,367.9 |
2,357.7 |
| S1 |
2,306.6 |
2,306.6 |
2,338.2 |
2,286.1 |
| S2 |
2,265.6 |
2,265.6 |
2,328.8 |
|
| S3 |
2,163.3 |
2,204.3 |
2,319.5 |
|
| S4 |
2,061.0 |
2,102.0 |
2,291.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,429.2 |
2,326.9 |
102.3 |
4.4% |
44.3 |
1.9% |
22% |
False |
False |
2,640 |
| 10 |
2,429.2 |
2,326.9 |
102.3 |
4.4% |
38.5 |
1.6% |
22% |
False |
False |
2,473 |
| 20 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
37.4 |
1.6% |
13% |
False |
False |
2,170 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
37.5 |
1.6% |
13% |
False |
False |
1,580 |
| 60 |
2,500.2 |
2,210.4 |
289.8 |
12.3% |
37.0 |
1.6% |
48% |
False |
False |
1,417 |
| 80 |
2,500.2 |
2,058.9 |
441.3 |
18.8% |
33.2 |
1.4% |
66% |
False |
False |
1,214 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
19.0% |
30.4 |
1.3% |
66% |
False |
False |
1,065 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
19.0% |
28.8 |
1.2% |
66% |
False |
False |
952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,466.3 |
|
2.618 |
2,423.1 |
|
1.618 |
2,396.6 |
|
1.000 |
2,380.2 |
|
0.618 |
2,370.1 |
|
HIGH |
2,353.7 |
|
0.618 |
2,343.6 |
|
0.500 |
2,340.5 |
|
0.382 |
2,337.3 |
|
LOW |
2,327.2 |
|
0.618 |
2,310.8 |
|
1.000 |
2,300.7 |
|
1.618 |
2,284.3 |
|
2.618 |
2,257.8 |
|
4.250 |
2,214.6 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,346.6 |
2,378.1 |
| PP |
2,343.5 |
2,368.6 |
| S1 |
2,340.5 |
2,359.1 |
|