| 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 |
5,250.50 |
5,299.50 |
49.00 |
0.9% |
5,321.75 |
| High |
5,307.00 |
5,313.25 |
6.25 |
0.1% |
5,339.00 |
| Low |
5,205.50 |
5,246.75 |
41.25 |
0.8% |
5,205.50 |
| Close |
5,295.50 |
5,297.25 |
1.75 |
0.0% |
5,295.50 |
| Range |
101.50 |
66.50 |
-35.00 |
-34.5% |
133.50 |
| ATR |
55.52 |
56.31 |
0.78 |
1.4% |
0.00 |
| Volume |
2,452,894 |
1,785,532 |
-667,362 |
-27.2% |
6,781,769 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,485.25 |
5,457.75 |
5,333.75 |
|
| R3 |
5,418.75 |
5,391.25 |
5,315.50 |
|
| R2 |
5,352.25 |
5,352.25 |
5,309.50 |
|
| R1 |
5,324.75 |
5,324.75 |
5,303.25 |
5,305.25 |
| PP |
5,285.75 |
5,285.75 |
5,285.75 |
5,276.00 |
| S1 |
5,258.25 |
5,258.25 |
5,291.25 |
5,238.75 |
| S2 |
5,219.25 |
5,219.25 |
5,285.00 |
|
| S3 |
5,152.75 |
5,191.75 |
5,279.00 |
|
| S4 |
5,086.25 |
5,125.25 |
5,260.75 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,680.50 |
5,621.50 |
5,369.00 |
|
| R3 |
5,547.00 |
5,488.00 |
5,332.25 |
|
| R2 |
5,413.50 |
5,413.50 |
5,320.00 |
|
| R1 |
5,354.50 |
5,354.50 |
5,307.75 |
5,317.25 |
| PP |
5,280.00 |
5,280.00 |
5,280.00 |
5,261.50 |
| S1 |
5,221.00 |
5,221.00 |
5,283.25 |
5,183.75 |
| S2 |
5,146.50 |
5,146.50 |
5,271.00 |
|
| S3 |
5,013.00 |
5,087.50 |
5,258.75 |
|
| S4 |
4,879.50 |
4,954.00 |
5,222.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,339.00 |
5,205.50 |
133.50 |
2.5% |
61.00 |
1.2% |
69% |
False |
False |
1,713,460 |
| 10 |
5,368.25 |
5,205.50 |
162.75 |
3.1% |
53.50 |
1.0% |
56% |
False |
False |
1,514,448 |
| 20 |
5,368.25 |
5,155.75 |
212.50 |
4.0% |
47.00 |
0.9% |
67% |
False |
False |
1,315,926 |
| 40 |
5,368.25 |
4,963.50 |
404.75 |
7.6% |
61.00 |
1.2% |
82% |
False |
False |
1,533,899 |
| 60 |
5,368.25 |
4,963.50 |
404.75 |
7.6% |
58.00 |
1.1% |
82% |
False |
False |
1,536,706 |
| 80 |
5,368.25 |
4,963.50 |
404.75 |
7.6% |
56.25 |
1.1% |
82% |
False |
False |
1,159,657 |
| 100 |
5,368.25 |
4,799.25 |
569.00 |
10.7% |
54.50 |
1.0% |
88% |
False |
False |
928,705 |
| 120 |
5,368.25 |
4,704.00 |
664.25 |
12.5% |
52.75 |
1.0% |
89% |
False |
False |
774,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,596.00 |
|
2.618 |
5,487.25 |
|
1.618 |
5,420.75 |
|
1.000 |
5,379.75 |
|
0.618 |
5,354.25 |
|
HIGH |
5,313.25 |
|
0.618 |
5,287.75 |
|
0.500 |
5,280.00 |
|
0.382 |
5,272.25 |
|
LOW |
5,246.75 |
|
0.618 |
5,205.75 |
|
1.000 |
5,180.25 |
|
1.618 |
5,139.25 |
|
2.618 |
5,072.75 |
|
4.250 |
4,964.00 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,291.50 |
5,284.50 |
| PP |
5,285.75 |
5,272.00 |
| S1 |
5,280.00 |
5,259.50 |
|