| 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 |
2,350.72 |
2,326.98 |
-23.74 |
-1.0% |
2,351.66 |
| High |
2,352.32 |
2,356.22 |
3.90 |
0.2% |
2,361.81 |
| Low |
2,318.36 |
2,326.73 |
8.37 |
0.4% |
2,321.60 |
| Close |
2,326.95 |
2,355.02 |
28.07 |
1.2% |
2,327.82 |
| Range |
33.96 |
29.49 |
-4.47 |
-13.2% |
40.21 |
| ATR |
32.69 |
32.46 |
-0.23 |
-0.7% |
0.00 |
| Volume |
5,257 |
5,311 |
54 |
1.0% |
20,932 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.46 |
2,424.23 |
2,371.24 |
|
| R3 |
2,404.97 |
2,394.74 |
2,363.13 |
|
| R2 |
2,375.48 |
2,375.48 |
2,360.43 |
|
| R1 |
2,365.25 |
2,365.25 |
2,357.72 |
2,370.37 |
| PP |
2,345.99 |
2,345.99 |
2,345.99 |
2,348.55 |
| S1 |
2,335.76 |
2,335.76 |
2,352.32 |
2,340.88 |
| S2 |
2,316.50 |
2,316.50 |
2,349.61 |
|
| S3 |
2,287.01 |
2,306.27 |
2,346.91 |
|
| S4 |
2,257.52 |
2,276.78 |
2,338.80 |
|
|
| 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 |
2,357.11 |
2,315.47 |
41.64 |
1.8% |
32.16 |
1.4% |
95% |
False |
False |
5,195 |
| 10 |
2,425.51 |
2,315.47 |
110.04 |
4.7% |
32.81 |
1.4% |
36% |
False |
False |
5,177 |
| 20 |
2,449.34 |
2,305.03 |
144.31 |
6.1% |
31.32 |
1.3% |
35% |
False |
False |
5,194 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.1% |
34.95 |
1.5% |
44% |
False |
False |
5,072 |
| 60 |
2,449.34 |
2,146.66 |
302.68 |
12.9% |
32.90 |
1.4% |
69% |
False |
False |
5,128 |
| 80 |
2,449.34 |
1,986.16 |
463.18 |
19.7% |
29.85 |
1.3% |
80% |
False |
False |
5,235 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.7% |
27.84 |
1.2% |
80% |
False |
False |
5,285 |
| 120 |
2,449.34 |
1,973.95 |
475.39 |
20.2% |
26.89 |
1.1% |
80% |
False |
False |
5,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,481.55 |
|
2.618 |
2,433.42 |
|
1.618 |
2,403.93 |
|
1.000 |
2,385.71 |
|
0.618 |
2,374.44 |
|
HIGH |
2,356.22 |
|
0.618 |
2,344.95 |
|
0.500 |
2,341.48 |
|
0.382 |
2,338.00 |
|
LOW |
2,326.73 |
|
0.618 |
2,308.51 |
|
1.000 |
2,297.24 |
|
1.618 |
2,279.02 |
|
2.618 |
2,249.53 |
|
4.250 |
2,201.40 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,350.51 |
2,348.63 |
| PP |
2,345.99 |
2,342.24 |
| S1 |
2,341.48 |
2,335.85 |
|