| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
71,225.88 |
70,684.36 |
-541.52 |
-0.8% |
67,580.16 |
| High |
71,566.42 |
71,924.09 |
357.67 |
0.5% |
71,924.09 |
| Low |
70,248.98 |
68,639.16 |
-1,609.82 |
-2.3% |
67,280.52 |
| Close |
70,684.36 |
69,189.41 |
-1,494.95 |
-2.1% |
69,189.41 |
| Range |
1,317.44 |
3,284.93 |
1,967.49 |
149.3% |
4,643.57 |
| ATR |
2,497.02 |
2,553.30 |
56.28 |
2.3% |
0.00 |
| Volume |
14,389 |
25,357 |
10,968 |
76.2% |
85,156 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79,772.34 |
77,765.81 |
70,996.12 |
|
| R3 |
76,487.41 |
74,480.88 |
70,092.77 |
|
| R2 |
73,202.48 |
73,202.48 |
69,791.65 |
|
| R1 |
71,195.95 |
71,195.95 |
69,490.53 |
70,556.75 |
| PP |
69,917.55 |
69,917.55 |
69,917.55 |
69,597.96 |
| S1 |
67,911.02 |
67,911.02 |
68,888.29 |
67,271.82 |
| S2 |
66,632.62 |
66,632.62 |
68,587.17 |
|
| S3 |
63,347.69 |
64,626.09 |
68,286.05 |
|
| S4 |
60,062.76 |
61,341.16 |
67,382.70 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83,395.38 |
80,935.97 |
71,743.37 |
|
| R3 |
78,751.81 |
76,292.40 |
70,466.39 |
|
| R2 |
74,108.24 |
74,108.24 |
70,040.73 |
|
| R1 |
71,648.83 |
71,648.83 |
69,615.07 |
72,878.54 |
| PP |
69,464.67 |
69,464.67 |
69,464.67 |
70,079.53 |
| S1 |
67,005.26 |
67,005.26 |
68,763.75 |
68,234.97 |
| S2 |
64,821.10 |
64,821.10 |
68,338.09 |
|
| S3 |
60,177.53 |
62,361.69 |
67,912.43 |
|
| S4 |
55,533.96 |
57,718.12 |
66,635.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71,924.09 |
67,280.52 |
4,643.57 |
6.7% |
2,232.61 |
3.2% |
41% |
True |
False |
17,031 |
| 10 |
71,924.09 |
66,671.30 |
5,252.79 |
7.6% |
2,205.80 |
3.2% |
48% |
True |
False |
17,528 |
| 20 |
71,924.09 |
60,381.27 |
11,542.82 |
16.7% |
2,525.74 |
3.7% |
76% |
True |
False |
18,198 |
| 40 |
71,924.09 |
56,668.48 |
15,255.61 |
22.0% |
2,860.39 |
4.1% |
82% |
True |
False |
19,926 |
| 60 |
73,662.76 |
56,668.48 |
16,994.28 |
24.6% |
3,263.76 |
4.7% |
74% |
False |
False |
22,511 |
| 80 |
73,662.76 |
49,336.80 |
24,325.96 |
35.2% |
3,281.87 |
4.7% |
82% |
False |
False |
26,223 |
| 100 |
73,662.76 |
38,589.97 |
35,072.79 |
50.7% |
2,950.70 |
4.3% |
87% |
False |
False |
25,676 |
| 120 |
73,662.76 |
38,589.97 |
35,072.79 |
50.7% |
2,815.27 |
4.1% |
87% |
False |
False |
26,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85,885.04 |
|
2.618 |
80,524.04 |
|
1.618 |
77,239.11 |
|
1.000 |
75,209.02 |
|
0.618 |
73,954.18 |
|
HIGH |
71,924.09 |
|
0.618 |
70,669.25 |
|
0.500 |
70,281.63 |
|
0.382 |
69,894.00 |
|
LOW |
68,639.16 |
|
0.618 |
66,609.07 |
|
1.000 |
65,354.23 |
|
1.618 |
63,324.14 |
|
2.618 |
60,039.21 |
|
4.250 |
54,678.21 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
70,281.63 |
70,281.63 |
| PP |
69,917.55 |
69,917.55 |
| S1 |
69,553.48 |
69,553.48 |
|