Trading Metrics calculated at close of trading on 07-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
5,061.0 |
5,075.0 |
14.0 |
0.3% |
5,023.0 |
High |
5,088.0 |
5,082.0 |
-6.0 |
-0.1% |
5,088.0 |
Low |
5,053.0 |
5,021.0 |
-32.0 |
-0.6% |
4,947.0 |
Close |
5,074.0 |
5,056.0 |
-18.0 |
-0.4% |
5,056.0 |
Range |
35.0 |
61.0 |
26.0 |
74.3% |
141.0 |
ATR |
59.4 |
59.5 |
0.1 |
0.2% |
0.0 |
Volume |
717,439 |
733,911 |
16,472 |
2.3% |
3,696,821 |
|
Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,236.0 |
5,207.0 |
5,089.6 |
|
R3 |
5,175.0 |
5,146.0 |
5,072.8 |
|
R2 |
5,114.0 |
5,114.0 |
5,067.2 |
|
R1 |
5,085.0 |
5,085.0 |
5,061.6 |
5,069.0 |
PP |
5,053.0 |
5,053.0 |
5,053.0 |
5,045.0 |
S1 |
5,024.0 |
5,024.0 |
5,050.4 |
5,008.0 |
S2 |
4,992.0 |
4,992.0 |
5,044.8 |
|
S3 |
4,931.0 |
4,963.0 |
5,039.2 |
|
S4 |
4,870.0 |
4,902.0 |
5,022.5 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,453.3 |
5,395.7 |
5,133.6 |
|
R3 |
5,312.3 |
5,254.7 |
5,094.8 |
|
R2 |
5,171.3 |
5,171.3 |
5,081.9 |
|
R1 |
5,113.7 |
5,113.7 |
5,068.9 |
5,142.5 |
PP |
5,030.3 |
5,030.3 |
5,030.3 |
5,044.8 |
S1 |
4,972.7 |
4,972.7 |
5,043.1 |
5,001.5 |
S2 |
4,889.3 |
4,889.3 |
5,030.2 |
|
S3 |
4,748.3 |
4,831.7 |
5,017.2 |
|
S4 |
4,607.3 |
4,690.7 |
4,978.5 |
|
|
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% |
62.8 |
1.2% |
77% |
False |
False |
739,364 |
10 |
5,088.0 |
4,947.0 |
141.0 |
2.8% |
60.9 |
1.2% |
77% |
False |
False |
707,119 |
20 |
5,110.0 |
4,947.0 |
163.0 |
3.2% |
51.1 |
1.0% |
67% |
False |
False |
622,355 |
40 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
60.0 |
1.2% |
84% |
False |
False |
715,764 |
60 |
5,110.0 |
4,762.0 |
348.0 |
6.9% |
57.8 |
1.1% |
84% |
False |
False |
749,631 |
80 |
5,110.0 |
4,626.0 |
484.0 |
9.6% |
52.1 |
1.0% |
89% |
False |
False |
594,026 |
100 |
5,110.0 |
4,352.0 |
758.0 |
15.0% |
47.6 |
0.9% |
93% |
False |
False |
475,954 |
120 |
5,110.0 |
4,352.0 |
758.0 |
15.0% |
44.9 |
0.9% |
93% |
False |
False |
396,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,341.3 |
2.618 |
5,241.7 |
1.618 |
5,180.7 |
1.000 |
5,143.0 |
0.618 |
5,119.7 |
HIGH |
5,082.0 |
0.618 |
5,058.7 |
0.500 |
5,051.5 |
0.382 |
5,044.3 |
LOW |
5,021.0 |
0.618 |
4,983.3 |
1.000 |
4,960.0 |
1.618 |
4,922.3 |
2.618 |
4,861.3 |
4.250 |
4,761.8 |
|
|
Fisher Pivots for day following 07-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,054.5 |
5,048.0 |
PP |
5,053.0 |
5,040.0 |
S1 |
5,051.5 |
5,032.0 |
|