Trading Metrics calculated at close of trading on 03-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
68,422.45 |
67,580.16 |
-842.29 |
-1.2% |
69,572.99 |
High |
68,956.35 |
70,064.09 |
1,107.74 |
1.6% |
69,669.50 |
Low |
66,778.07 |
67,280.52 |
502.45 |
0.8% |
66,778.07 |
Close |
67,588.13 |
69,262.93 |
1,674.80 |
2.5% |
67,588.13 |
Range |
2,178.28 |
2,783.57 |
605.29 |
27.8% |
2,891.43 |
ATR |
2,696.46 |
2,702.68 |
6.22 |
0.2% |
0.00 |
Volume |
17,544 |
194 |
-17,350 |
-98.9% |
71,295 |
|
Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77,219.89 |
76,024.98 |
70,793.89 |
|
R3 |
74,436.32 |
73,241.41 |
70,028.41 |
|
R2 |
71,652.75 |
71,652.75 |
69,773.25 |
|
R1 |
70,457.84 |
70,457.84 |
69,518.09 |
71,055.30 |
PP |
68,869.18 |
68,869.18 |
68,869.18 |
69,167.91 |
S1 |
67,674.27 |
67,674.27 |
69,007.77 |
68,271.73 |
S2 |
66,085.61 |
66,085.61 |
68,752.61 |
|
S3 |
63,302.04 |
64,890.70 |
68,497.45 |
|
S4 |
60,518.47 |
62,107.13 |
67,731.97 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76,686.19 |
75,028.59 |
69,178.42 |
|
R3 |
73,794.76 |
72,137.16 |
68,383.27 |
|
R2 |
70,903.33 |
70,903.33 |
68,118.23 |
|
R1 |
69,245.73 |
69,245.73 |
67,853.18 |
68,628.82 |
PP |
68,011.90 |
68,011.90 |
68,011.90 |
67,703.44 |
S1 |
66,354.30 |
66,354.30 |
67,323.08 |
65,737.39 |
S2 |
65,120.47 |
65,120.47 |
67,058.03 |
|
S3 |
62,229.04 |
63,462.87 |
66,792.99 |
|
S4 |
59,337.61 |
60,571.44 |
65,997.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
70,064.09 |
66,778.07 |
3,286.02 |
4.7% |
2,241.12 |
3.2% |
76% |
True |
False |
14,297 |
10 |
71,761.78 |
66,001.88 |
5,759.90 |
8.3% |
2,510.67 |
3.6% |
57% |
False |
False |
16,220 |
20 |
71,761.78 |
60,381.27 |
11,380.51 |
16.4% |
2,485.44 |
3.6% |
78% |
False |
False |
16,140 |
40 |
72,666.20 |
56,668.48 |
15,997.72 |
23.1% |
2,966.06 |
4.3% |
79% |
False |
False |
19,797 |
60 |
73,662.76 |
56,668.48 |
16,994.28 |
24.5% |
3,374.81 |
4.9% |
74% |
False |
False |
23,508 |
80 |
73,662.76 |
44,146.79 |
29,515.97 |
42.6% |
3,294.40 |
4.8% |
85% |
False |
False |
26,547 |
100 |
73,662.76 |
38,589.97 |
35,072.79 |
50.6% |
2,970.35 |
4.3% |
87% |
False |
False |
26,500 |
120 |
73,662.76 |
38,589.97 |
35,072.79 |
50.6% |
2,826.73 |
4.1% |
87% |
False |
False |
26,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81,894.26 |
2.618 |
77,351.48 |
1.618 |
74,567.91 |
1.000 |
72,847.66 |
0.618 |
71,784.34 |
HIGH |
70,064.09 |
0.618 |
69,000.77 |
0.500 |
68,672.31 |
0.382 |
68,343.84 |
LOW |
67,280.52 |
0.618 |
65,560.27 |
1.000 |
64,496.95 |
1.618 |
62,776.70 |
2.618 |
59,993.13 |
4.250 |
55,450.35 |
|
|
Fisher Pivots for day following 03-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
69,066.06 |
68,982.31 |
PP |
68,869.18 |
68,701.70 |
S1 |
68,672.31 |
68,421.08 |
|