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 |
5,023.0 |
5,007.0 |
-16.0 |
-0.3% |
5,067.0 |
High |
5,047.0 |
5,012.0 |
-35.0 |
-0.7% |
5,082.0 |
Low |
4,982.0 |
4,947.0 |
-35.0 |
-0.7% |
4,950.0 |
Close |
5,012.0 |
4,963.0 |
-49.0 |
-1.0% |
4,984.0 |
Range |
65.0 |
65.0 |
0.0 |
0.0% |
132.0 |
ATR |
56.5 |
57.1 |
0.6 |
1.1% |
0.0 |
Volume |
717,427 |
782,721 |
65,294 |
9.1% |
2,846,751 |
|
Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,169.0 |
5,131.0 |
4,998.8 |
|
R3 |
5,104.0 |
5,066.0 |
4,980.9 |
|
R2 |
5,039.0 |
5,039.0 |
4,974.9 |
|
R1 |
5,001.0 |
5,001.0 |
4,969.0 |
4,987.5 |
PP |
4,974.0 |
4,974.0 |
4,974.0 |
4,967.3 |
S1 |
4,936.0 |
4,936.0 |
4,957.0 |
4,922.5 |
S2 |
4,909.0 |
4,909.0 |
4,951.1 |
|
S3 |
4,844.0 |
4,871.0 |
4,945.1 |
|
S4 |
4,779.0 |
4,806.0 |
4,927.3 |
|
|
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 |
5,047.0 |
4,947.0 |
100.0 |
2.0% |
63.2 |
1.3% |
16% |
False |
True |
755,231 |
10 |
5,082.0 |
4,947.0 |
135.0 |
2.7% |
58.9 |
1.2% |
12% |
False |
True |
647,109 |
20 |
5,110.0 |
4,947.0 |
163.0 |
3.3% |
49.5 |
1.0% |
10% |
False |
True |
605,636 |
40 |
5,110.0 |
4,762.0 |
348.0 |
7.0% |
60.5 |
1.2% |
58% |
False |
False |
722,059 |
60 |
5,110.0 |
4,762.0 |
348.0 |
7.0% |
57.8 |
1.2% |
58% |
False |
False |
748,097 |
80 |
5,110.0 |
4,626.0 |
484.0 |
9.8% |
50.6 |
1.0% |
70% |
False |
False |
566,958 |
100 |
5,110.0 |
4,352.0 |
758.0 |
15.3% |
46.7 |
0.9% |
81% |
False |
False |
453,987 |
120 |
5,110.0 |
4,352.0 |
758.0 |
15.3% |
43.9 |
0.9% |
81% |
False |
False |
378,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,288.3 |
2.618 |
5,182.2 |
1.618 |
5,117.2 |
1.000 |
5,077.0 |
0.618 |
5,052.2 |
HIGH |
5,012.0 |
0.618 |
4,987.2 |
0.500 |
4,979.5 |
0.382 |
4,971.8 |
LOW |
4,947.0 |
0.618 |
4,906.8 |
1.000 |
4,882.0 |
1.618 |
4,841.8 |
2.618 |
4,776.8 |
4.250 |
4,670.8 |
|
|
Fisher Pivots for day following 04-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
4,979.5 |
4,997.0 |
PP |
4,974.0 |
4,985.7 |
S1 |
4,968.5 |
4,974.3 |
|