| 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 |
2,343.05 |
2,326.25 |
-16.80 |
-0.7% |
2,351.66 |
| High |
2,357.11 |
2,351.75 |
-5.36 |
-0.2% |
2,361.81 |
| Low |
2,321.60 |
2,315.47 |
-6.13 |
-0.3% |
2,321.60 |
| Close |
2,327.82 |
2,350.74 |
22.92 |
1.0% |
2,327.82 |
| Range |
35.51 |
36.28 |
0.77 |
2.2% |
40.21 |
| ATR |
32.31 |
32.59 |
0.28 |
0.9% |
0.00 |
| Volume |
5,179 |
5,046 |
-133 |
-2.6% |
20,932 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,448.16 |
2,435.73 |
2,370.69 |
|
| R3 |
2,411.88 |
2,399.45 |
2,360.72 |
|
| R2 |
2,375.60 |
2,375.60 |
2,357.39 |
|
| R1 |
2,363.17 |
2,363.17 |
2,354.07 |
2,369.39 |
| PP |
2,339.32 |
2,339.32 |
2,339.32 |
2,342.43 |
| S1 |
2,326.89 |
2,326.89 |
2,347.41 |
2,333.11 |
| S2 |
2,303.04 |
2,303.04 |
2,344.09 |
|
| S3 |
2,266.76 |
2,290.61 |
2,340.76 |
|
| S4 |
2,230.48 |
2,254.33 |
2,330.79 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,457.71 |
2,432.97 |
2,349.94 |
|
| R3 |
2,417.50 |
2,392.76 |
2,338.88 |
|
| R2 |
2,377.29 |
2,377.29 |
2,335.19 |
|
| R1 |
2,352.55 |
2,352.55 |
2,331.51 |
2,344.82 |
| PP |
2,337.08 |
2,337.08 |
2,337.08 |
2,333.21 |
| S1 |
2,312.34 |
2,312.34 |
2,324.13 |
2,304.61 |
| S2 |
2,296.87 |
2,296.87 |
2,320.45 |
|
| S3 |
2,256.66 |
2,272.13 |
2,316.76 |
|
| S4 |
2,216.45 |
2,231.92 |
2,305.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,361.81 |
2,315.47 |
46.34 |
2.0% |
28.56 |
1.2% |
76% |
False |
True |
5,195 |
| 10 |
2,449.34 |
2,315.47 |
133.87 |
5.7% |
32.29 |
1.4% |
26% |
False |
True |
5,093 |
| 20 |
2,449.34 |
2,292.55 |
156.79 |
6.7% |
30.86 |
1.3% |
37% |
False |
False |
5,183 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.1% |
35.08 |
1.5% |
41% |
False |
False |
5,048 |
| 60 |
2,449.34 |
2,146.66 |
302.68 |
12.9% |
32.65 |
1.4% |
67% |
False |
False |
5,118 |
| 80 |
2,449.34 |
1,986.16 |
463.18 |
19.7% |
29.44 |
1.3% |
79% |
False |
False |
5,244 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.7% |
27.60 |
1.2% |
79% |
False |
False |
5,288 |
| 120 |
2,449.34 |
1,973.95 |
475.39 |
20.2% |
26.73 |
1.1% |
79% |
False |
False |
5,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,505.94 |
|
2.618 |
2,446.73 |
|
1.618 |
2,410.45 |
|
1.000 |
2,388.03 |
|
0.618 |
2,374.17 |
|
HIGH |
2,351.75 |
|
0.618 |
2,337.89 |
|
0.500 |
2,333.61 |
|
0.382 |
2,329.33 |
|
LOW |
2,315.47 |
|
0.618 |
2,293.05 |
|
1.000 |
2,279.19 |
|
1.618 |
2,256.77 |
|
2.618 |
2,220.49 |
|
4.250 |
2,161.28 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,345.03 |
2,345.92 |
| PP |
2,339.32 |
2,341.11 |
| S1 |
2,333.61 |
2,336.29 |
|