| 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 |
2,344.1 |
2,322.6 |
-21.5 |
-0.9% |
2,338.0 |
| High |
2,354.0 |
2,347.5 |
-6.5 |
-0.3% |
2,365.5 |
| Low |
2,319.0 |
2,312.0 |
-7.0 |
-0.3% |
2,319.0 |
| Close |
2,322.9 |
2,346.6 |
23.7 |
1.0% |
2,322.9 |
| Range |
35.0 |
35.5 |
0.5 |
1.4% |
46.5 |
| ATR |
37.7 |
37.5 |
-0.2 |
-0.4% |
0.0 |
| Volume |
941 |
781 |
-160 |
-17.0% |
469,068 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.9 |
2,429.7 |
2,366.1 |
|
| R3 |
2,406.4 |
2,394.2 |
2,356.4 |
|
| R2 |
2,370.9 |
2,370.9 |
2,353.1 |
|
| R1 |
2,358.7 |
2,358.7 |
2,349.9 |
2,364.8 |
| PP |
2,335.4 |
2,335.4 |
2,335.4 |
2,338.4 |
| S1 |
2,323.2 |
2,323.2 |
2,343.3 |
2,329.3 |
| S2 |
2,299.9 |
2,299.9 |
2,340.1 |
|
| S3 |
2,264.4 |
2,287.7 |
2,336.8 |
|
| S4 |
2,228.9 |
2,252.2 |
2,327.1 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,475.3 |
2,445.6 |
2,348.5 |
|
| R3 |
2,428.8 |
2,399.1 |
2,335.7 |
|
| R2 |
2,382.3 |
2,382.3 |
2,331.4 |
|
| R1 |
2,352.6 |
2,352.6 |
2,327.2 |
2,344.2 |
| PP |
2,335.8 |
2,335.8 |
2,335.8 |
2,331.6 |
| S1 |
2,306.1 |
2,306.1 |
2,318.6 |
2,297.7 |
| S2 |
2,289.3 |
2,289.3 |
2,314.4 |
|
| S3 |
2,242.8 |
2,259.6 |
2,310.1 |
|
| S4 |
2,196.3 |
2,213.1 |
2,297.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,365.5 |
2,312.0 |
53.5 |
2.3% |
32.1 |
1.4% |
65% |
False |
True |
93,969 |
| 10 |
2,454.2 |
2,312.0 |
142.2 |
6.1% |
36.6 |
1.6% |
24% |
False |
True |
168,655 |
| 20 |
2,454.2 |
2,300.6 |
153.6 |
6.5% |
34.7 |
1.5% |
30% |
False |
False |
195,833 |
| 40 |
2,454.2 |
2,285.2 |
169.0 |
7.2% |
40.0 |
1.7% |
36% |
False |
False |
229,063 |
| 60 |
2,454.2 |
2,170.8 |
283.4 |
12.1% |
37.3 |
1.6% |
62% |
False |
False |
199,615 |
| 80 |
2,454.2 |
2,016.3 |
437.9 |
18.7% |
33.6 |
1.4% |
75% |
False |
False |
153,523 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.7% |
31.6 |
1.3% |
75% |
False |
False |
123,913 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.7% |
30.3 |
1.3% |
75% |
False |
False |
103,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,498.4 |
|
2.618 |
2,440.4 |
|
1.618 |
2,404.9 |
|
1.000 |
2,383.0 |
|
0.618 |
2,369.4 |
|
HIGH |
2,347.5 |
|
0.618 |
2,333.9 |
|
0.500 |
2,329.8 |
|
0.382 |
2,325.6 |
|
LOW |
2,312.0 |
|
0.618 |
2,290.1 |
|
1.000 |
2,276.5 |
|
1.618 |
2,254.6 |
|
2.618 |
2,219.1 |
|
4.250 |
2,161.1 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,341.0 |
2,342.1 |
| PP |
2,335.4 |
2,337.5 |
| S1 |
2,329.8 |
2,333.0 |
|