| 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 |
2,355.04 |
2,375.62 |
20.58 |
0.9% |
2,326.25 |
| High |
2,377.20 |
2,386.90 |
9.70 |
0.4% |
2,386.90 |
| Low |
2,355.01 |
2,287.64 |
-67.37 |
-2.9% |
2,287.64 |
| Close |
2,375.60 |
2,293.71 |
-81.89 |
-3.4% |
2,293.71 |
| Range |
22.19 |
99.26 |
77.07 |
347.3% |
99.26 |
| ATR |
31.73 |
36.55 |
4.82 |
15.2% |
0.00 |
| Volume |
5,244 |
4,879 |
-365 |
-7.0% |
25,737 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.53 |
2,556.38 |
2,348.30 |
|
| R3 |
2,521.27 |
2,457.12 |
2,321.01 |
|
| R2 |
2,422.01 |
2,422.01 |
2,311.91 |
|
| R1 |
2,357.86 |
2,357.86 |
2,302.81 |
2,340.31 |
| PP |
2,322.75 |
2,322.75 |
2,322.75 |
2,313.97 |
| S1 |
2,258.60 |
2,258.60 |
2,284.61 |
2,241.05 |
| S2 |
2,223.49 |
2,223.49 |
2,275.51 |
|
| S3 |
2,124.23 |
2,159.34 |
2,266.41 |
|
| S4 |
2,024.97 |
2,060.08 |
2,239.12 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.53 |
2,556.38 |
2,348.30 |
|
| R3 |
2,521.27 |
2,457.12 |
2,321.01 |
|
| R2 |
2,422.01 |
2,422.01 |
2,311.91 |
|
| R1 |
2,357.86 |
2,357.86 |
2,302.81 |
2,340.31 |
| PP |
2,322.75 |
2,322.75 |
2,322.75 |
2,313.97 |
| S1 |
2,258.60 |
2,258.60 |
2,284.61 |
2,241.05 |
| S2 |
2,223.49 |
2,223.49 |
2,275.51 |
|
| S3 |
2,124.23 |
2,159.34 |
2,266.41 |
|
| S4 |
2,024.97 |
2,060.08 |
2,239.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
44.24 |
1.9% |
6% |
True |
True |
5,147 |
| 10 |
2,386.90 |
2,287.64 |
99.26 |
4.3% |
34.55 |
1.5% |
6% |
True |
True |
5,188 |
| 20 |
2,449.34 |
2,287.64 |
161.70 |
7.0% |
34.68 |
1.5% |
4% |
False |
True |
5,162 |
| 40 |
2,449.34 |
2,281.97 |
167.37 |
7.3% |
35.89 |
1.6% |
7% |
False |
False |
5,086 |
| 60 |
2,449.34 |
2,146.66 |
302.68 |
13.2% |
34.04 |
1.5% |
49% |
False |
False |
5,116 |
| 80 |
2,449.34 |
1,986.16 |
463.18 |
20.2% |
30.72 |
1.3% |
66% |
False |
False |
5,220 |
| 100 |
2,449.34 |
1,986.16 |
463.18 |
20.2% |
28.43 |
1.2% |
66% |
False |
False |
5,279 |
| 120 |
2,449.34 |
1,986.16 |
463.18 |
20.2% |
27.29 |
1.2% |
66% |
False |
False |
5,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,808.76 |
|
2.618 |
2,646.76 |
|
1.618 |
2,547.50 |
|
1.000 |
2,486.16 |
|
0.618 |
2,448.24 |
|
HIGH |
2,386.90 |
|
0.618 |
2,348.98 |
|
0.500 |
2,337.27 |
|
0.382 |
2,325.56 |
|
LOW |
2,287.64 |
|
0.618 |
2,226.30 |
|
1.000 |
2,188.38 |
|
1.618 |
2,127.04 |
|
2.618 |
2,027.78 |
|
4.250 |
1,865.79 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,337.27 |
2,337.27 |
| PP |
2,322.75 |
2,322.75 |
| S1 |
2,308.23 |
2,308.23 |
|