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 |
5,007.0 |
4,978.0 |
-29.0 |
-0.6% |
5,067.0 |
High |
5,012.0 |
5,064.0 |
52.0 |
1.0% |
5,082.0 |
Low |
4,947.0 |
4,976.0 |
29.0 |
0.6% |
4,950.0 |
Close |
4,963.0 |
5,039.0 |
76.0 |
1.5% |
4,984.0 |
Range |
65.0 |
88.0 |
23.0 |
35.4% |
132.0 |
ATR |
57.1 |
60.2 |
3.1 |
5.5% |
0.0 |
Volume |
782,721 |
745,323 |
-37,398 |
-4.8% |
2,846,751 |
|
Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,290.3 |
5,252.7 |
5,087.4 |
|
R3 |
5,202.3 |
5,164.7 |
5,063.2 |
|
R2 |
5,114.3 |
5,114.3 |
5,055.1 |
|
R1 |
5,076.7 |
5,076.7 |
5,047.1 |
5,095.5 |
PP |
5,026.3 |
5,026.3 |
5,026.3 |
5,035.8 |
S1 |
4,988.7 |
4,988.7 |
5,030.9 |
5,007.5 |
S2 |
4,938.3 |
4,938.3 |
5,022.9 |
|
S3 |
4,850.3 |
4,900.7 |
5,014.8 |
|
S4 |
4,762.3 |
4,812.7 |
4,990.6 |
|
|
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 |
5,064.0 |
4,947.0 |
117.0 |
2.3% |
64.0 |
1.3% |
79% |
True |
False |
739,057 |
10 |
5,082.0 |
4,947.0 |
135.0 |
2.7% |
63.9 |
1.3% |
68% |
False |
False |
675,762 |
20 |
5,110.0 |
4,947.0 |
163.0 |
3.2% |
51.0 |
1.0% |
56% |
False |
False |
610,725 |
40 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
61.4 |
1.2% |
80% |
False |
False |
725,256 |
60 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
57.6 |
1.1% |
80% |
False |
False |
757,163 |
80 |
5,110.0 |
4,626.0 |
484.0 |
9.6% |
51.5 |
1.0% |
85% |
False |
False |
576,274 |
100 |
5,110.0 |
4,352.0 |
758.0 |
15.0% |
47.4 |
0.9% |
91% |
False |
False |
461,440 |
120 |
5,110.0 |
4,352.0 |
758.0 |
15.0% |
44.2 |
0.9% |
91% |
False |
False |
384,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,438.0 |
2.618 |
5,294.4 |
1.618 |
5,206.4 |
1.000 |
5,152.0 |
0.618 |
5,118.4 |
HIGH |
5,064.0 |
0.618 |
5,030.4 |
0.500 |
5,020.0 |
0.382 |
5,009.6 |
LOW |
4,976.0 |
0.618 |
4,921.6 |
1.000 |
4,888.0 |
1.618 |
4,833.6 |
2.618 |
4,745.6 |
4.250 |
4,602.0 |
|
|
Fisher Pivots for day following 05-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,032.7 |
5,027.8 |
PP |
5,026.3 |
5,016.7 |
S1 |
5,020.0 |
5,005.5 |
|