| 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 |
2,322.6 |
2,347.5 |
24.9 |
1.1% |
2,338.0 |
| High |
2,347.5 |
2,347.7 |
0.2 |
0.0% |
2,365.5 |
| Low |
2,312.0 |
2,313.9 |
1.9 |
0.1% |
2,319.0 |
| Close |
2,346.6 |
2,325.5 |
-21.1 |
-0.9% |
2,322.9 |
| Range |
35.5 |
33.8 |
-1.7 |
-4.8% |
46.5 |
| ATR |
37.5 |
37.3 |
-0.3 |
-0.7% |
0.0 |
| Volume |
781 |
890 |
109 |
14.0% |
469,068 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.4 |
2,411.8 |
2,344.1 |
|
| R3 |
2,396.6 |
2,378.0 |
2,334.8 |
|
| R2 |
2,362.8 |
2,362.8 |
2,331.7 |
|
| R1 |
2,344.2 |
2,344.2 |
2,328.6 |
2,336.6 |
| PP |
2,329.0 |
2,329.0 |
2,329.0 |
2,325.3 |
| S1 |
2,310.4 |
2,310.4 |
2,322.4 |
2,302.8 |
| S2 |
2,295.2 |
2,295.2 |
2,319.3 |
|
| S3 |
2,261.4 |
2,276.6 |
2,316.2 |
|
| S4 |
2,227.6 |
2,242.8 |
2,306.9 |
|
|
| 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 |
2,363.7 |
2,312.0 |
51.7 |
2.2% |
32.5 |
1.4% |
26% |
False |
False |
30,903 |
| 10 |
2,438.2 |
2,312.0 |
126.2 |
5.4% |
35.7 |
1.5% |
11% |
False |
False |
140,601 |
| 20 |
2,454.2 |
2,311.4 |
142.8 |
6.1% |
34.4 |
1.5% |
10% |
False |
False |
186,283 |
| 40 |
2,454.2 |
2,285.2 |
169.0 |
7.3% |
39.6 |
1.7% |
24% |
False |
False |
221,946 |
| 60 |
2,454.2 |
2,170.8 |
283.4 |
12.2% |
37.2 |
1.6% |
55% |
False |
False |
197,824 |
| 80 |
2,454.2 |
2,016.3 |
437.9 |
18.8% |
33.8 |
1.5% |
71% |
False |
False |
153,455 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.8% |
31.7 |
1.4% |
71% |
False |
False |
123,877 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.8% |
30.3 |
1.3% |
71% |
False |
False |
103,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.4 |
|
2.618 |
2,436.2 |
|
1.618 |
2,402.4 |
|
1.000 |
2,381.5 |
|
0.618 |
2,368.6 |
|
HIGH |
2,347.7 |
|
0.618 |
2,334.8 |
|
0.500 |
2,330.8 |
|
0.382 |
2,326.8 |
|
LOW |
2,313.9 |
|
0.618 |
2,293.0 |
|
1.000 |
2,280.1 |
|
1.618 |
2,259.2 |
|
2.618 |
2,225.4 |
|
4.250 |
2,170.3 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,330.8 |
2,333.0 |
| PP |
2,329.0 |
2,330.5 |
| S1 |
2,327.3 |
2,328.0 |
|