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 |
3,865.4170 |
3,799.7180 |
-65.6990 |
-1.7% |
3,789.4180 |
High |
3,877.1480 |
3,835.5390 |
-41.6090 |
-1.1% |
3,883.2880 |
Low |
3,777.9630 |
3,618.7540 |
-159.2090 |
-4.2% |
3,618.7540 |
Close |
3,799.7180 |
3,684.6940 |
-115.0240 |
-3.0% |
3,684.6940 |
Range |
99.1850 |
216.7850 |
117.6000 |
118.6% |
264.5340 |
ATR |
161.4904 |
165.4400 |
3.9496 |
2.4% |
0.0000 |
Volume |
87,950 |
163,607 |
75,657 |
86.0% |
463,532 |
|
Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,363.3507 |
4,240.8073 |
3,803.9258 |
|
R3 |
4,146.5657 |
4,024.0223 |
3,744.3099 |
|
R2 |
3,929.7807 |
3,929.7807 |
3,724.4379 |
|
R1 |
3,807.2373 |
3,807.2373 |
3,704.5660 |
3,760.1165 |
PP |
3,712.9957 |
3,712.9957 |
3,712.9957 |
3,689.4353 |
S1 |
3,590.4523 |
3,590.4523 |
3,664.8220 |
3,543.3315 |
S2 |
3,496.2107 |
3,496.2107 |
3,644.9501 |
|
S3 |
3,279.4257 |
3,373.6673 |
3,625.0781 |
|
S4 |
3,062.6407 |
3,156.8823 |
3,565.4623 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,522.5140 |
4,368.1380 |
3,830.1877 |
|
R3 |
4,257.9800 |
4,103.6040 |
3,757.4409 |
|
R2 |
3,993.4460 |
3,993.4460 |
3,733.1919 |
|
R1 |
3,839.0700 |
3,839.0700 |
3,708.9430 |
3,783.9910 |
PP |
3,728.9120 |
3,728.9120 |
3,728.9120 |
3,701.3725 |
S1 |
3,574.5360 |
3,574.5360 |
3,660.4451 |
3,519.4570 |
S2 |
3,464.3780 |
3,464.3780 |
3,636.1961 |
|
S3 |
3,199.8440 |
3,310.0020 |
3,611.9472 |
|
S4 |
2,935.3100 |
3,045.4680 |
3,539.2003 |
|
|
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 |
3,618.7540 |
264.5340 |
7.2% |
120.2940 |
3.3% |
25% |
False |
True |
92,706 |
10 |
3,924.1650 |
3,618.7540 |
305.4110 |
8.3% |
132.9671 |
3.6% |
22% |
False |
True |
136,585 |
20 |
3,940.4060 |
2,864.3480 |
1,076.0580 |
29.2% |
169.7122 |
4.6% |
76% |
False |
False |
162,132 |
40 |
3,940.4060 |
2,846.4120 |
1,093.9940 |
29.7% |
176.3544 |
4.8% |
77% |
False |
False |
143,010 |
60 |
4,012.5620 |
2,846.4120 |
1,166.1500 |
31.6% |
198.8939 |
5.4% |
72% |
False |
False |
149,753 |
80 |
4,090.3060 |
2,620.6180 |
1,469.6880 |
39.9% |
200.4136 |
5.4% |
72% |
False |
False |
170,474 |
100 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
52.1% |
179.3622 |
4.9% |
79% |
False |
False |
163,717 |
120 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
53.7% |
172.3324 |
4.7% |
80% |
False |
False |
172,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,756.8753 |
2.618 |
4,403.0821 |
1.618 |
4,186.2971 |
1.000 |
4,052.3240 |
0.618 |
3,969.5121 |
HIGH |
3,835.5390 |
0.618 |
3,752.7271 |
0.500 |
3,727.1465 |
0.382 |
3,701.5659 |
LOW |
3,618.7540 |
0.618 |
3,484.7809 |
1.000 |
3,401.9690 |
1.618 |
3,267.9959 |
2.618 |
3,051.2109 |
4.250 |
2,697.4178 |
|
|
Fisher Pivots for day following 07-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
3,727.1465 |
3,751.0210 |
PP |
3,712.9957 |
3,728.9120 |
S1 |
3,698.8448 |
3,706.8030 |
|