| 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 |
2,326.4 |
2,355.0 |
28.6 |
1.2% |
2,338.0 |
| High |
2,354.3 |
2,375.8 |
21.5 |
0.9% |
2,365.5 |
| Low |
2,326.2 |
2,355.0 |
28.8 |
1.2% |
2,319.0 |
| Close |
2,354.1 |
2,370.3 |
16.2 |
0.7% |
2,322.9 |
| Range |
28.1 |
20.8 |
-7.3 |
-26.0% |
46.5 |
| ATR |
36.7 |
35.6 |
-1.1 |
-2.9% |
0.0 |
| Volume |
295 |
179 |
-116 |
-39.3% |
469,068 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.4 |
2,420.7 |
2,381.7 |
|
| R3 |
2,408.6 |
2,399.9 |
2,376.0 |
|
| R2 |
2,387.8 |
2,387.8 |
2,374.1 |
|
| R1 |
2,379.1 |
2,379.1 |
2,372.2 |
2,383.5 |
| PP |
2,367.0 |
2,367.0 |
2,367.0 |
2,369.2 |
| S1 |
2,358.3 |
2,358.3 |
2,368.4 |
2,362.7 |
| S2 |
2,346.2 |
2,346.2 |
2,366.5 |
|
| S3 |
2,325.4 |
2,337.5 |
2,364.6 |
|
| S4 |
2,304.6 |
2,316.7 |
2,358.9 |
|
|
| 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 |
2,375.8 |
2,312.0 |
63.8 |
2.7% |
30.6 |
1.3% |
91% |
True |
False |
617 |
| 10 |
2,385.7 |
2,312.0 |
73.7 |
3.1% |
32.4 |
1.4% |
79% |
False |
False |
92,321 |
| 20 |
2,454.2 |
2,312.0 |
142.2 |
6.0% |
34.9 |
1.5% |
41% |
False |
False |
165,341 |
| 40 |
2,454.2 |
2,285.2 |
169.0 |
7.1% |
39.1 |
1.6% |
50% |
False |
False |
206,121 |
| 60 |
2,454.2 |
2,170.8 |
283.4 |
12.0% |
37.2 |
1.6% |
70% |
False |
False |
195,321 |
| 80 |
2,454.2 |
2,016.3 |
437.9 |
18.5% |
34.0 |
1.4% |
81% |
False |
False |
153,308 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
18.5% |
31.5 |
1.3% |
81% |
False |
False |
123,780 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
18.5% |
30.1 |
1.3% |
81% |
False |
False |
103,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.2 |
|
2.618 |
2,430.3 |
|
1.618 |
2,409.5 |
|
1.000 |
2,396.6 |
|
0.618 |
2,388.7 |
|
HIGH |
2,375.8 |
|
0.618 |
2,367.9 |
|
0.500 |
2,365.4 |
|
0.382 |
2,362.9 |
|
LOW |
2,355.0 |
|
0.618 |
2,342.1 |
|
1.000 |
2,334.2 |
|
1.618 |
2,321.3 |
|
2.618 |
2,300.5 |
|
4.250 |
2,266.6 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,368.7 |
2,361.8 |
| PP |
2,367.0 |
2,353.3 |
| S1 |
2,365.4 |
2,344.9 |
|