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 |
4,988.0 |
5,023.0 |
35.0 |
0.7% |
5,067.0 |
High |
5,020.0 |
5,047.0 |
27.0 |
0.5% |
5,082.0 |
Low |
4,974.0 |
4,982.0 |
8.0 |
0.2% |
4,950.0 |
Close |
4,984.0 |
5,012.0 |
28.0 |
0.6% |
4,984.0 |
Range |
46.0 |
65.0 |
19.0 |
41.3% |
132.0 |
ATR |
55.8 |
56.5 |
0.7 |
1.2% |
0.0 |
Volume |
880,042 |
717,427 |
-162,615 |
-18.5% |
2,846,751 |
|
Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,208.7 |
5,175.3 |
5,047.8 |
|
R3 |
5,143.7 |
5,110.3 |
5,029.9 |
|
R2 |
5,078.7 |
5,078.7 |
5,023.9 |
|
R1 |
5,045.3 |
5,045.3 |
5,018.0 |
5,029.5 |
PP |
5,013.7 |
5,013.7 |
5,013.7 |
5,005.8 |
S1 |
4,980.3 |
4,980.3 |
5,006.0 |
4,964.5 |
S2 |
4,948.7 |
4,948.7 |
5,000.1 |
|
S3 |
4,883.7 |
4,915.3 |
4,994.1 |
|
S4 |
4,818.7 |
4,850.3 |
4,976.3 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,401.3 |
5,324.7 |
5,056.6 |
|
R3 |
5,269.3 |
5,192.7 |
5,020.3 |
|
R2 |
5,137.3 |
5,137.3 |
5,008.2 |
|
R1 |
5,060.7 |
5,060.7 |
4,996.1 |
5,033.0 |
PP |
5,005.3 |
5,005.3 |
5,005.3 |
4,991.5 |
S1 |
4,928.7 |
4,928.7 |
4,971.9 |
4,901.0 |
S2 |
4,873.3 |
4,873.3 |
4,959.8 |
|
S3 |
4,741.3 |
4,796.7 |
4,947.7 |
|
S4 |
4,609.3 |
4,664.7 |
4,911.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,082.0 |
4,950.0 |
132.0 |
2.6% |
62.0 |
1.2% |
47% |
False |
False |
712,835 |
10 |
5,084.0 |
4,950.0 |
134.0 |
2.7% |
54.4 |
1.1% |
46% |
False |
False |
600,098 |
20 |
5,110.0 |
4,901.0 |
209.0 |
4.2% |
48.9 |
1.0% |
53% |
False |
False |
590,419 |
40 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
60.0 |
1.2% |
72% |
False |
False |
728,021 |
60 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
57.5 |
1.1% |
72% |
False |
False |
737,343 |
80 |
5,110.0 |
4,625.0 |
485.0 |
9.7% |
50.2 |
1.0% |
80% |
False |
False |
557,183 |
100 |
5,110.0 |
4,352.0 |
758.0 |
15.1% |
46.5 |
0.9% |
87% |
False |
False |
446,160 |
120 |
5,110.0 |
4,352.0 |
758.0 |
15.1% |
43.8 |
0.9% |
87% |
False |
False |
371,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,323.3 |
2.618 |
5,217.2 |
1.618 |
5,152.2 |
1.000 |
5,112.0 |
0.618 |
5,087.2 |
HIGH |
5,047.0 |
0.618 |
5,022.2 |
0.500 |
5,014.5 |
0.382 |
5,006.8 |
LOW |
4,982.0 |
0.618 |
4,941.8 |
1.000 |
4,917.0 |
1.618 |
4,876.8 |
2.618 |
4,811.8 |
4.250 |
4,705.8 |
|
|
Fisher Pivots for day following 03-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,014.5 |
5,007.5 |
PP |
5,013.7 |
5,003.0 |
S1 |
5,012.8 |
4,998.5 |
|