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 |
4,978.0 |
5,061.0 |
83.0 |
1.7% |
5,067.0 |
High |
5,064.0 |
5,088.0 |
24.0 |
0.5% |
5,082.0 |
Low |
4,976.0 |
5,053.0 |
77.0 |
1.5% |
4,950.0 |
Close |
5,039.0 |
5,074.0 |
35.0 |
0.7% |
4,984.0 |
Range |
88.0 |
35.0 |
-53.0 |
-60.2% |
132.0 |
ATR |
60.2 |
59.4 |
-0.8 |
-1.3% |
0.0 |
Volume |
745,323 |
717,439 |
-27,884 |
-3.7% |
2,846,751 |
|
Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,176.7 |
5,160.3 |
5,093.3 |
|
R3 |
5,141.7 |
5,125.3 |
5,083.6 |
|
R2 |
5,106.7 |
5,106.7 |
5,080.4 |
|
R1 |
5,090.3 |
5,090.3 |
5,077.2 |
5,098.5 |
PP |
5,071.7 |
5,071.7 |
5,071.7 |
5,075.8 |
S1 |
5,055.3 |
5,055.3 |
5,070.8 |
5,063.5 |
S2 |
5,036.7 |
5,036.7 |
5,067.6 |
|
S3 |
5,001.7 |
5,020.3 |
5,064.4 |
|
S4 |
4,966.7 |
4,985.3 |
5,054.8 |
|
|
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 |
5,088.0 |
4,947.0 |
141.0 |
2.8% |
59.8 |
1.2% |
90% |
True |
False |
768,590 |
10 |
5,088.0 |
4,947.0 |
141.0 |
2.8% |
61.8 |
1.2% |
90% |
True |
False |
698,306 |
20 |
5,110.0 |
4,947.0 |
163.0 |
3.2% |
50.6 |
1.0% |
78% |
False |
False |
616,164 |
40 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
60.8 |
1.2% |
90% |
False |
False |
724,865 |
60 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
57.3 |
1.1% |
90% |
False |
False |
762,114 |
80 |
5,110.0 |
4,626.0 |
484.0 |
9.5% |
51.7 |
1.0% |
93% |
False |
False |
585,003 |
100 |
5,110.0 |
4,352.0 |
758.0 |
14.9% |
47.0 |
0.9% |
95% |
False |
False |
468,615 |
120 |
5,110.0 |
4,352.0 |
758.0 |
14.9% |
44.5 |
0.9% |
95% |
False |
False |
390,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,236.8 |
2.618 |
5,179.6 |
1.618 |
5,144.6 |
1.000 |
5,123.0 |
0.618 |
5,109.6 |
HIGH |
5,088.0 |
0.618 |
5,074.6 |
0.500 |
5,070.5 |
0.382 |
5,066.4 |
LOW |
5,053.0 |
0.618 |
5,031.4 |
1.000 |
5,018.0 |
1.618 |
4,996.4 |
2.618 |
4,961.4 |
4.250 |
4,904.3 |
|
|
Fisher Pivots for day following 06-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,072.8 |
5,055.2 |
PP |
5,071.7 |
5,036.3 |
S1 |
5,070.5 |
5,017.5 |
|