Trading Metrics calculated at close of trading on 06-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
3,807.2440 |
3,865.4170 |
58.1730 |
1.5% |
3,890.5340 |
High |
3,883.2880 |
3,877.1480 |
-6.1400 |
-0.2% |
3,924.1650 |
Low |
3,780.4830 |
3,777.9630 |
-2.5200 |
-0.1% |
3,702.8910 |
Close |
3,865.4170 |
3,799.7180 |
-65.6990 |
-1.7% |
3,790.0020 |
Range |
102.8050 |
99.1850 |
-3.6200 |
-3.5% |
221.2740 |
ATR |
166.2831 |
161.4904 |
-4.7927 |
-2.9% |
0.0000 |
Volume |
110,478 |
87,950 |
-22,528 |
-20.4% |
588,023 |
|
Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,115.8313 |
4,056.9597 |
3,854.2698 |
|
R3 |
4,016.6463 |
3,957.7747 |
3,826.9939 |
|
R2 |
3,917.4613 |
3,917.4613 |
3,817.9019 |
|
R1 |
3,858.5897 |
3,858.5897 |
3,808.8100 |
3,838.4330 |
PP |
3,818.2763 |
3,818.2763 |
3,818.2763 |
3,808.1980 |
S1 |
3,759.4047 |
3,759.4047 |
3,790.6260 |
3,739.2480 |
S2 |
3,719.0913 |
3,719.0913 |
3,781.5341 |
|
S3 |
3,619.9063 |
3,660.2197 |
3,772.4421 |
|
S4 |
3,520.7213 |
3,561.0347 |
3,745.1663 |
|
|
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 |
3,726.0900 |
157.1980 |
4.1% |
98.6102 |
2.6% |
47% |
False |
False |
86,649 |
10 |
3,940.4060 |
3,648.8550 |
291.5510 |
7.7% |
137.7596 |
3.6% |
52% |
False |
False |
160,038 |
20 |
3,940.4060 |
2,864.3480 |
1,076.0580 |
28.3% |
162.9812 |
4.3% |
87% |
False |
False |
158,597 |
40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
28.8% |
174.0723 |
4.6% |
87% |
False |
False |
142,134 |
60 |
4,076.5790 |
2,846.4120 |
1,230.1670 |
32.4% |
197.7001 |
5.2% |
77% |
False |
False |
150,877 |
80 |
4,090.3060 |
2,595.4460 |
1,494.8600 |
39.3% |
198.7964 |
5.2% |
81% |
False |
False |
171,252 |
100 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
50.5% |
178.2482 |
4.7% |
85% |
False |
False |
163,514 |
120 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
52.1% |
171.1055 |
4.5% |
85% |
False |
False |
173,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,298.6843 |
2.618 |
4,136.8143 |
1.618 |
4,037.6293 |
1.000 |
3,976.3330 |
0.618 |
3,938.4443 |
HIGH |
3,877.1480 |
0.618 |
3,839.2593 |
0.500 |
3,827.5555 |
0.382 |
3,815.8517 |
LOW |
3,777.9630 |
0.618 |
3,716.6667 |
1.000 |
3,678.7780 |
1.618 |
3,617.4817 |
2.618 |
3,518.2967 |
4.250 |
3,356.4268 |
|
|
Fisher Pivots for day following 06-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
3,827.5555 |
3,816.0235 |
PP |
3,818.2763 |
3,810.5883 |
S1 |
3,808.9972 |
3,805.1532 |
|