| 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 |
2,326.25 |
2,350.72 |
24.47 |
1.1% |
2,351.66 |
| High |
2,351.75 |
2,352.32 |
0.57 |
0.0% |
2,361.81 |
| Low |
2,315.47 |
2,318.36 |
2.89 |
0.1% |
2,321.60 |
| Close |
2,350.74 |
2,326.95 |
-23.79 |
-1.0% |
2,327.82 |
| Range |
36.28 |
33.96 |
-2.32 |
-6.4% |
40.21 |
| ATR |
32.59 |
32.69 |
0.10 |
0.3% |
0.00 |
| Volume |
5,046 |
5,257 |
211 |
4.2% |
20,932 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.42 |
2,414.65 |
2,345.63 |
|
| R3 |
2,400.46 |
2,380.69 |
2,336.29 |
|
| R2 |
2,366.50 |
2,366.50 |
2,333.18 |
|
| R1 |
2,346.73 |
2,346.73 |
2,330.06 |
2,339.64 |
| PP |
2,332.54 |
2,332.54 |
2,332.54 |
2,329.00 |
| S1 |
2,312.77 |
2,312.77 |
2,323.84 |
2,305.68 |
| S2 |
2,298.58 |
2,298.58 |
2,320.72 |
|
| S3 |
2,264.62 |
2,278.81 |
2,317.61 |
|
| S4 |
2,230.66 |
2,244.85 |
2,308.27 |
|
|
| 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 |
2,361.54 |
2,315.47 |
46.07 |
2.0% |
31.21 |
1.3% |
25% |
False |
False |
5,190 |
| 10 |
2,432.26 |
2,315.47 |
116.79 |
5.0% |
32.06 |
1.4% |
10% |
False |
False |
5,148 |
| 20 |
2,449.34 |
2,305.03 |
144.31 |
6.2% |
30.72 |
1.3% |
15% |
False |
False |
5,194 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.2% |
34.87 |
1.5% |
27% |
False |
False |
5,065 |
| 60 |
2,449.34 |
2,146.66 |
302.68 |
13.0% |
32.57 |
1.4% |
60% |
False |
False |
5,117 |
| 80 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
29.66 |
1.3% |
74% |
False |
False |
5,240 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.9% |
27.77 |
1.2% |
74% |
False |
False |
5,286 |
| 120 |
2,449.34 |
1,973.95 |
475.39 |
20.4% |
26.76 |
1.2% |
74% |
False |
False |
5,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,496.65 |
|
2.618 |
2,441.23 |
|
1.618 |
2,407.27 |
|
1.000 |
2,386.28 |
|
0.618 |
2,373.31 |
|
HIGH |
2,352.32 |
|
0.618 |
2,339.35 |
|
0.500 |
2,335.34 |
|
0.382 |
2,331.33 |
|
LOW |
2,318.36 |
|
0.618 |
2,297.37 |
|
1.000 |
2,284.40 |
|
1.618 |
2,263.41 |
|
2.618 |
2,229.45 |
|
4.250 |
2,174.03 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,335.34 |
2,336.29 |
| PP |
2,332.54 |
2,333.18 |
| S1 |
2,329.75 |
2,330.06 |
|