| 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 |
2,350.2 |
2,353.5 |
3.3 |
0.1% |
2,370.0 |
| High |
2,359.6 |
2,381.1 |
21.5 |
0.9% |
2,429.2 |
| Low |
2,337.6 |
2,350.3 |
12.7 |
0.5% |
2,326.9 |
| Close |
2,349.1 |
2,377.5 |
28.4 |
1.2% |
2,347.6 |
| Range |
22.0 |
30.8 |
8.8 |
40.0% |
102.3 |
| ATR |
38.2 |
37.8 |
-0.4 |
-1.2% |
0.0 |
| Volume |
1,134 |
2,439 |
1,305 |
115.1% |
13,786 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,462.0 |
2,450.6 |
2,394.4 |
|
| R3 |
2,431.2 |
2,419.8 |
2,386.0 |
|
| R2 |
2,400.4 |
2,400.4 |
2,383.1 |
|
| R1 |
2,389.0 |
2,389.0 |
2,380.3 |
2,394.7 |
| PP |
2,369.6 |
2,369.6 |
2,369.6 |
2,372.5 |
| S1 |
2,358.2 |
2,358.2 |
2,374.7 |
2,363.9 |
| S2 |
2,338.8 |
2,338.8 |
2,371.9 |
|
| S3 |
2,308.0 |
2,327.4 |
2,369.0 |
|
| S4 |
2,277.2 |
2,296.6 |
2,360.6 |
|
|
| 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 |
4.3% |
41.3 |
1.7% |
49% |
False |
False |
2,333 |
| 10 |
2,429.2 |
2,326.9 |
102.3 |
4.3% |
38.2 |
1.6% |
49% |
False |
False |
2,410 |
| 20 |
2,500.2 |
2,326.9 |
173.3 |
7.3% |
37.3 |
1.6% |
29% |
False |
False |
2,258 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.3% |
36.5 |
1.5% |
29% |
False |
False |
1,619 |
| 60 |
2,500.2 |
2,212.8 |
287.4 |
12.1% |
37.4 |
1.6% |
57% |
False |
False |
1,468 |
| 80 |
2,500.2 |
2,082.4 |
417.8 |
17.6% |
33.5 |
1.4% |
71% |
False |
False |
1,252 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.8% |
30.6 |
1.3% |
73% |
False |
False |
1,097 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.8% |
28.9 |
1.2% |
73% |
False |
False |
976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,512.0 |
|
2.618 |
2,461.7 |
|
1.618 |
2,430.9 |
|
1.000 |
2,411.9 |
|
0.618 |
2,400.1 |
|
HIGH |
2,381.1 |
|
0.618 |
2,369.3 |
|
0.500 |
2,365.7 |
|
0.382 |
2,362.1 |
|
LOW |
2,350.3 |
|
0.618 |
2,331.3 |
|
1.000 |
2,319.5 |
|
1.618 |
2,300.5 |
|
2.618 |
2,269.7 |
|
4.250 |
2,219.4 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,373.6 |
2,369.7 |
| PP |
2,369.6 |
2,361.9 |
| S1 |
2,365.7 |
2,354.2 |
|