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 |
3,736.0490 |
3,789.4180 |
53.3690 |
1.4% |
3,890.5340 |
High |
3,834.4560 |
3,844.0150 |
9.5590 |
0.2% |
3,924.1650 |
Low |
3,726.0900 |
3,743.5250 |
17.4350 |
0.5% |
3,702.8910 |
Close |
3,790.0020 |
3,772.4870 |
-17.5150 |
-0.5% |
3,790.0020 |
Range |
108.3660 |
100.4900 |
-7.8760 |
-7.3% |
221.2740 |
ATR |
183.9722 |
178.0092 |
-5.9630 |
-3.2% |
0.0000 |
Volume |
133,324 |
1,061 |
-132,263 |
-99.2% |
588,023 |
|
Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,088.1457 |
4,030.8063 |
3,827.7565 |
|
R3 |
3,987.6557 |
3,930.3163 |
3,800.1218 |
|
R2 |
3,887.1657 |
3,887.1657 |
3,790.9102 |
|
R1 |
3,829.8263 |
3,829.8263 |
3,781.6986 |
3,808.2510 |
PP |
3,786.6757 |
3,786.6757 |
3,786.6757 |
3,775.8880 |
S1 |
3,729.3363 |
3,729.3363 |
3,763.2754 |
3,707.7610 |
S2 |
3,686.1857 |
3,686.1857 |
3,754.0638 |
|
S3 |
3,585.6957 |
3,628.8463 |
3,744.8523 |
|
S4 |
3,485.2057 |
3,528.3563 |
3,717.2175 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,469.5080 |
4,351.0290 |
3,911.7027 |
|
R3 |
4,248.2340 |
4,129.7550 |
3,850.8524 |
|
R2 |
4,026.9600 |
4,026.9600 |
3,830.5689 |
|
R1 |
3,908.4810 |
3,908.4810 |
3,810.2855 |
3,857.0835 |
PP |
3,805.6860 |
3,805.6860 |
3,805.6860 |
3,779.9873 |
S1 |
3,687.2070 |
3,687.2070 |
3,769.7186 |
3,635.8095 |
S2 |
3,584.4120 |
3,584.4120 |
3,749.4351 |
|
S3 |
3,363.1380 |
3,465.9330 |
3,729.1517 |
|
S4 |
3,141.8640 |
3,244.6590 |
3,668.3013 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,924.1650 |
3,702.8910 |
221.2740 |
5.9% |
119.9918 |
3.2% |
31% |
False |
False |
117,816 |
10 |
3,940.4060 |
3,050.1730 |
890.2330 |
23.6% |
205.7383 |
5.5% |
81% |
False |
False |
212,407 |
20 |
3,940.4060 |
2,864.3480 |
1,076.0580 |
28.5% |
167.7608 |
4.4% |
84% |
False |
False |
153,350 |
40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
29.0% |
186.8006 |
5.0% |
85% |
False |
False |
143,074 |
60 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
33.0% |
204.7668 |
5.4% |
74% |
False |
False |
155,414 |
80 |
4,090.3060 |
2,413.8710 |
1,676.4350 |
44.4% |
199.3135 |
5.3% |
81% |
False |
False |
173,158 |
100 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
50.9% |
181.4513 |
4.8% |
83% |
False |
False |
170,180 |
120 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
52.5% |
172.3875 |
4.6% |
84% |
False |
False |
174,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,271.0975 |
2.618 |
4,107.0978 |
1.618 |
4,006.6078 |
1.000 |
3,944.5050 |
0.618 |
3,906.1178 |
HIGH |
3,844.0150 |
0.618 |
3,805.6278 |
0.500 |
3,793.7700 |
0.382 |
3,781.9122 |
LOW |
3,743.5250 |
0.618 |
3,681.4222 |
1.000 |
3,643.0350 |
1.618 |
3,580.9322 |
2.618 |
3,480.4422 |
4.250 |
3,316.4425 |
|
|
Fisher Pivots for day following 03-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
3,793.7700 |
3,773.4530 |
PP |
3,786.6757 |
3,773.1310 |
S1 |
3,779.5813 |
3,772.8090 |
|