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 |
3,772.4870 |
3,807.2440 |
34.7570 |
0.9% |
3,890.5340 |
High |
3,830.9640 |
3,883.2880 |
52.3240 |
1.4% |
3,924.1650 |
Low |
3,748.7590 |
3,780.4830 |
31.7240 |
0.8% |
3,702.8910 |
Close |
3,807.0520 |
3,865.4170 |
58.3650 |
1.5% |
3,790.0020 |
Range |
82.2050 |
102.8050 |
20.6000 |
25.1% |
221.2740 |
ATR |
171.1661 |
166.2831 |
-4.8829 |
-2.9% |
0.0000 |
Volume |
100,436 |
110,478 |
10,042 |
10.0% |
588,023 |
|
Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,151.4777 |
4,111.2523 |
3,921.9598 |
|
R3 |
4,048.6727 |
4,008.4473 |
3,893.6884 |
|
R2 |
3,945.8677 |
3,945.8677 |
3,884.2646 |
|
R1 |
3,905.6423 |
3,905.6423 |
3,874.8408 |
3,925.7550 |
PP |
3,843.0627 |
3,843.0627 |
3,843.0627 |
3,853.1190 |
S1 |
3,802.8373 |
3,802.8373 |
3,855.9932 |
3,822.9500 |
S2 |
3,740.2577 |
3,740.2577 |
3,846.5694 |
|
S3 |
3,637.4527 |
3,700.0323 |
3,837.1456 |
|
S4 |
3,534.6477 |
3,597.2273 |
3,808.8743 |
|
|
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 |
3,883.2880 |
3,702.8910 |
180.3970 |
4.7% |
102.0334 |
2.6% |
90% |
True |
False |
97,910 |
10 |
3,940.4060 |
3,648.8550 |
291.5510 |
7.5% |
141.5943 |
3.7% |
74% |
False |
False |
177,109 |
20 |
3,940.4060 |
2,864.3480 |
1,076.0580 |
27.8% |
163.9047 |
4.2% |
93% |
False |
False |
159,252 |
40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
28.3% |
174.8865 |
4.5% |
93% |
False |
False |
143,358 |
60 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
32.2% |
200.2403 |
5.2% |
82% |
False |
False |
154,343 |
80 |
4,090.3060 |
2,474.1830 |
1,616.1230 |
41.8% |
199.7873 |
5.2% |
86% |
False |
False |
170,177 |
100 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
49.7% |
179.3859 |
4.6% |
88% |
False |
False |
162,673 |
120 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
51.2% |
171.2711 |
4.4% |
89% |
False |
False |
174,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,320.2093 |
2.618 |
4,152.4315 |
1.618 |
4,049.6265 |
1.000 |
3,986.0930 |
0.618 |
3,946.8215 |
HIGH |
3,883.2880 |
0.618 |
3,844.0165 |
0.500 |
3,831.8855 |
0.382 |
3,819.7545 |
LOW |
3,780.4830 |
0.618 |
3,716.9495 |
1.000 |
3,677.6780 |
1.618 |
3,614.1445 |
2.618 |
3,511.3395 |
4.250 |
3,343.5618 |
|
|
Fisher Pivots for day following 05-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
3,854.2398 |
3,848.0802 |
PP |
3,843.0627 |
3,830.7433 |
S1 |
3,831.8855 |
3,813.4065 |
|