Trading Metrics calculated at close of trading on 04-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
3,789.4180 |
3,772.4870 |
-16.9310 |
-0.4% |
3,890.5340 |
High |
3,844.0150 |
3,830.9640 |
-13.0510 |
-0.3% |
3,924.1650 |
Low |
3,743.5250 |
3,748.7590 |
5.2340 |
0.1% |
3,702.8910 |
Close |
3,772.4870 |
3,807.0520 |
34.5650 |
0.9% |
3,790.0020 |
Range |
100.4900 |
82.2050 |
-18.2850 |
-18.2% |
221.2740 |
ATR |
178.0092 |
171.1661 |
-6.8432 |
-3.8% |
0.0000 |
Volume |
1,061 |
100,436 |
99,375 |
9,366.2% |
588,023 |
|
Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,042.2067 |
4,006.8343 |
3,852.2648 |
|
R3 |
3,960.0017 |
3,924.6293 |
3,829.6584 |
|
R2 |
3,877.7967 |
3,877.7967 |
3,822.1229 |
|
R1 |
3,842.4243 |
3,842.4243 |
3,814.5875 |
3,860.1105 |
PP |
3,795.5917 |
3,795.5917 |
3,795.5917 |
3,804.4348 |
S1 |
3,760.2193 |
3,760.2193 |
3,799.5165 |
3,777.9055 |
S2 |
3,713.3867 |
3,713.3867 |
3,791.9811 |
|
S3 |
3,631.1817 |
3,678.0143 |
3,784.4456 |
|
S4 |
3,548.9767 |
3,595.8093 |
3,761.8393 |
|
|
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 |
3,878.6350 |
3,702.8910 |
175.7440 |
4.6% |
108.6520 |
2.9% |
59% |
False |
False |
106,915 |
10 |
3,940.4060 |
3,492.6650 |
447.7410 |
11.8% |
164.7680 |
4.3% |
70% |
False |
False |
222,148 |
20 |
3,940.4060 |
2,864.3480 |
1,076.0580 |
28.3% |
163.5610 |
4.3% |
88% |
False |
False |
158,315 |
40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
28.7% |
178.8338 |
4.7% |
88% |
False |
False |
145,530 |
60 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
32.7% |
203.4725 |
5.3% |
77% |
False |
False |
152,558 |
80 |
4,090.3060 |
2,419.2580 |
1,671.0480 |
43.9% |
199.7698 |
5.2% |
83% |
False |
False |
171,836 |
100 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
50.4% |
180.1292 |
4.7% |
85% |
False |
False |
166,396 |
120 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
52.0% |
171.0492 |
4.5% |
86% |
False |
False |
175,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,180.3353 |
2.618 |
4,046.1767 |
1.618 |
3,963.9717 |
1.000 |
3,913.1690 |
0.618 |
3,881.7667 |
HIGH |
3,830.9640 |
0.618 |
3,799.5617 |
0.500 |
3,789.8615 |
0.382 |
3,780.1613 |
LOW |
3,748.7590 |
0.618 |
3,697.9563 |
1.000 |
3,666.5540 |
1.618 |
3,615.7513 |
2.618 |
3,533.5463 |
4.250 |
3,399.3878 |
|
|
Fisher Pivots for day following 04-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
3,801.3218 |
3,799.7188 |
PP |
3,795.5917 |
3,792.3857 |
S1 |
3,789.8615 |
3,785.0525 |
|