| 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 |
2,326.98 |
2,355.04 |
28.06 |
1.2% |
2,351.66 |
| High |
2,356.22 |
2,377.20 |
20.98 |
0.9% |
2,361.81 |
| Low |
2,326.73 |
2,355.01 |
28.28 |
1.2% |
2,321.60 |
| Close |
2,355.02 |
2,375.60 |
20.58 |
0.9% |
2,327.82 |
| Range |
29.49 |
22.19 |
-7.30 |
-24.8% |
40.21 |
| ATR |
32.46 |
31.73 |
-0.73 |
-2.3% |
0.00 |
| Volume |
5,311 |
5,244 |
-67 |
-1.3% |
20,932 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,435.84 |
2,427.91 |
2,387.80 |
|
| R3 |
2,413.65 |
2,405.72 |
2,381.70 |
|
| R2 |
2,391.46 |
2,391.46 |
2,379.67 |
|
| R1 |
2,383.53 |
2,383.53 |
2,377.63 |
2,387.50 |
| PP |
2,369.27 |
2,369.27 |
2,369.27 |
2,371.25 |
| S1 |
2,361.34 |
2,361.34 |
2,373.57 |
2,365.31 |
| S2 |
2,347.08 |
2,347.08 |
2,371.53 |
|
| S3 |
2,324.89 |
2,339.15 |
2,369.50 |
|
| S4 |
2,302.70 |
2,316.96 |
2,363.40 |
|
|
| 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 |
2,377.20 |
2,315.47 |
61.73 |
2.6% |
31.49 |
1.3% |
97% |
True |
False |
5,207 |
| 10 |
2,383.24 |
2,315.47 |
67.77 |
2.9% |
30.15 |
1.3% |
89% |
False |
False |
5,192 |
| 20 |
2,449.34 |
2,307.65 |
141.69 |
6.0% |
31.66 |
1.3% |
48% |
False |
False |
5,187 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.0% |
34.64 |
1.5% |
56% |
False |
False |
5,090 |
| 60 |
2,449.34 |
2,146.66 |
302.68 |
12.7% |
32.74 |
1.4% |
76% |
False |
False |
5,126 |
| 80 |
2,449.34 |
1,986.16 |
463.18 |
19.5% |
29.95 |
1.3% |
84% |
False |
False |
5,230 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
19.5% |
27.74 |
1.2% |
84% |
False |
False |
5,284 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
19.5% |
26.64 |
1.1% |
84% |
False |
False |
5,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,471.51 |
|
2.618 |
2,435.29 |
|
1.618 |
2,413.10 |
|
1.000 |
2,399.39 |
|
0.618 |
2,390.91 |
|
HIGH |
2,377.20 |
|
0.618 |
2,368.72 |
|
0.500 |
2,366.11 |
|
0.382 |
2,363.49 |
|
LOW |
2,355.01 |
|
0.618 |
2,341.30 |
|
1.000 |
2,332.82 |
|
1.618 |
2,319.11 |
|
2.618 |
2,296.92 |
|
4.250 |
2,260.70 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,372.44 |
2,366.33 |
| PP |
2,369.27 |
2,357.05 |
| S1 |
2,366.11 |
2,347.78 |
|