Trading Metrics calculated at close of trading on 05-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
69,145.92 |
70,413.66 |
1,267.74 |
1.8% |
69,572.99 |
High |
71,010.42 |
71,732.48 |
722.06 |
1.0% |
69,669.50 |
Low |
68,577.67 |
70,388.10 |
1,810.43 |
2.6% |
66,778.07 |
Close |
70,413.66 |
71,221.80 |
808.14 |
1.1% |
67,588.13 |
Range |
2,432.75 |
1,344.38 |
-1,088.37 |
-44.7% |
2,891.43 |
ATR |
2,683.40 |
2,587.76 |
-95.64 |
-3.6% |
0.00 |
Volume |
26,632 |
18,584 |
-8,048 |
-30.2% |
71,295 |
|
Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75,147.27 |
74,528.91 |
71,961.21 |
|
R3 |
73,802.89 |
73,184.53 |
71,591.50 |
|
R2 |
72,458.51 |
72,458.51 |
71,468.27 |
|
R1 |
71,840.15 |
71,840.15 |
71,345.03 |
72,149.33 |
PP |
71,114.13 |
71,114.13 |
71,114.13 |
71,268.72 |
S1 |
70,495.77 |
70,495.77 |
71,098.57 |
70,804.95 |
S2 |
69,769.75 |
69,769.75 |
70,975.33 |
|
S3 |
68,425.37 |
69,151.39 |
70,852.10 |
|
S4 |
67,080.99 |
67,807.01 |
70,482.39 |
|
|
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 |
71,732.48 |
66,778.07 |
4,954.41 |
7.0% |
2,203.34 |
3.1% |
90% |
True |
False |
16,482 |
10 |
71,732.48 |
66,671.30 |
5,061.18 |
7.1% |
2,197.07 |
3.1% |
90% |
True |
False |
17,655 |
20 |
71,761.78 |
60,381.27 |
11,380.51 |
16.0% |
2,458.23 |
3.5% |
95% |
False |
False |
17,638 |
40 |
71,761.78 |
56,668.48 |
15,093.30 |
21.2% |
2,844.58 |
4.0% |
96% |
False |
False |
20,186 |
60 |
73,662.76 |
56,668.48 |
16,994.28 |
23.9% |
3,294.77 |
4.6% |
86% |
False |
False |
23,347 |
80 |
73,662.76 |
46,933.62 |
26,729.14 |
37.5% |
3,288.63 |
4.6% |
91% |
False |
False |
26,178 |
100 |
73,662.76 |
38,589.97 |
35,072.79 |
49.2% |
2,951.61 |
4.1% |
93% |
False |
False |
25,569 |
120 |
73,662.76 |
38,589.97 |
35,072.79 |
49.2% |
2,810.06 |
3.9% |
93% |
False |
False |
26,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77,446.10 |
2.618 |
75,252.07 |
1.618 |
73,907.69 |
1.000 |
73,076.86 |
0.618 |
72,563.31 |
HIGH |
71,732.48 |
0.618 |
71,218.93 |
0.500 |
71,060.29 |
0.382 |
70,901.65 |
LOW |
70,388.10 |
0.618 |
69,557.27 |
1.000 |
69,043.72 |
1.618 |
68,212.89 |
2.618 |
66,868.51 |
4.250 |
64,674.49 |
|
|
Fisher Pivots for day following 05-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
71,167.96 |
70,650.03 |
PP |
71,114.13 |
70,078.27 |
S1 |
71,060.29 |
69,506.50 |
|