| 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 |
2,347.5 |
2,326.4 |
-21.1 |
-0.9% |
2,338.0 |
| High |
2,347.7 |
2,354.3 |
6.6 |
0.3% |
2,365.5 |
| Low |
2,313.9 |
2,326.2 |
12.3 |
0.5% |
2,319.0 |
| Close |
2,325.5 |
2,354.1 |
28.6 |
1.2% |
2,322.9 |
| Range |
33.8 |
28.1 |
-5.7 |
-16.9% |
46.5 |
| ATR |
37.3 |
36.7 |
-0.6 |
-1.6% |
0.0 |
| Volume |
890 |
295 |
-595 |
-66.9% |
469,068 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.2 |
2,419.7 |
2,369.6 |
|
| R3 |
2,401.1 |
2,391.6 |
2,361.8 |
|
| R2 |
2,373.0 |
2,373.0 |
2,359.3 |
|
| R1 |
2,363.5 |
2,363.5 |
2,356.7 |
2,368.3 |
| PP |
2,344.9 |
2,344.9 |
2,344.9 |
2,347.2 |
| S1 |
2,335.4 |
2,335.4 |
2,351.5 |
2,340.2 |
| S2 |
2,316.8 |
2,316.8 |
2,348.9 |
|
| S3 |
2,288.7 |
2,307.3 |
2,346.4 |
|
| S4 |
2,260.6 |
2,279.2 |
2,338.6 |
|
|
| 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 |
2,354.3 |
2,312.0 |
42.3 |
1.8% |
32.3 |
1.4% |
100% |
True |
False |
7,098 |
| 10 |
2,430.5 |
2,312.0 |
118.5 |
5.0% |
35.5 |
1.5% |
36% |
False |
False |
117,688 |
| 20 |
2,454.2 |
2,311.4 |
142.8 |
6.1% |
34.7 |
1.5% |
30% |
False |
False |
176,066 |
| 40 |
2,454.2 |
2,285.2 |
169.0 |
7.2% |
39.6 |
1.7% |
41% |
False |
False |
214,963 |
| 60 |
2,454.2 |
2,170.8 |
283.4 |
12.0% |
37.5 |
1.6% |
65% |
False |
False |
196,439 |
| 80 |
2,454.2 |
2,016.3 |
437.9 |
18.6% |
34.0 |
1.4% |
77% |
False |
False |
153,364 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.6% |
31.6 |
1.3% |
77% |
False |
False |
123,840 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.6% |
30.4 |
1.3% |
77% |
False |
False |
103,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,473.7 |
|
2.618 |
2,427.9 |
|
1.618 |
2,399.8 |
|
1.000 |
2,382.4 |
|
0.618 |
2,371.7 |
|
HIGH |
2,354.3 |
|
0.618 |
2,343.6 |
|
0.500 |
2,340.3 |
|
0.382 |
2,336.9 |
|
LOW |
2,326.2 |
|
0.618 |
2,308.8 |
|
1.000 |
2,298.1 |
|
1.618 |
2,280.7 |
|
2.618 |
2,252.6 |
|
4.250 |
2,206.8 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,349.5 |
2,347.1 |
| PP |
2,344.9 |
2,340.1 |
| S1 |
2,340.3 |
2,333.2 |
|