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 |
5,300.25 |
5,305.00 |
4.75 |
0.1% |
5,321.75 |
High |
5,312.25 |
5,368.25 |
56.00 |
1.1% |
5,339.00 |
Low |
5,262.00 |
5,302.50 |
40.50 |
0.8% |
5,205.50 |
Close |
5,304.00 |
5,366.00 |
62.00 |
1.2% |
5,295.50 |
Range |
50.25 |
65.75 |
15.50 |
30.8% |
133.50 |
ATR |
55.87 |
56.58 |
0.71 |
1.3% |
0.00 |
Volume |
1,679,093 |
1,450,596 |
-228,497 |
-13.6% |
6,781,769 |
|
Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,542.75 |
5,520.25 |
5,402.25 |
|
R3 |
5,477.00 |
5,454.50 |
5,384.00 |
|
R2 |
5,411.25 |
5,411.25 |
5,378.00 |
|
R1 |
5,388.75 |
5,388.75 |
5,372.00 |
5,400.00 |
PP |
5,345.50 |
5,345.50 |
5,345.50 |
5,351.25 |
S1 |
5,323.00 |
5,323.00 |
5,360.00 |
5,334.25 |
S2 |
5,279.75 |
5,279.75 |
5,354.00 |
|
S3 |
5,214.00 |
5,257.25 |
5,348.00 |
|
S4 |
5,148.25 |
5,191.50 |
5,329.75 |
|
|
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 |
5,368.25 |
5,205.50 |
162.75 |
3.0% |
64.50 |
1.2% |
99% |
True |
False |
1,772,652 |
10 |
5,368.25 |
5,205.50 |
162.75 |
3.0% |
60.25 |
1.1% |
99% |
True |
False |
1,623,086 |
20 |
5,368.25 |
5,188.75 |
179.50 |
3.3% |
48.75 |
0.9% |
99% |
True |
False |
1,366,122 |
40 |
5,368.25 |
4,963.50 |
404.75 |
7.5% |
61.50 |
1.1% |
99% |
True |
False |
1,541,651 |
60 |
5,368.25 |
4,963.50 |
404.75 |
7.5% |
58.00 |
1.1% |
99% |
True |
False |
1,530,961 |
80 |
5,368.25 |
4,963.50 |
404.75 |
7.5% |
57.00 |
1.1% |
99% |
True |
False |
1,198,607 |
100 |
5,368.25 |
4,799.25 |
569.00 |
10.6% |
54.75 |
1.0% |
100% |
True |
False |
959,959 |
120 |
5,368.25 |
4,747.75 |
620.50 |
11.6% |
53.25 |
1.0% |
100% |
True |
False |
800,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,647.75 |
2.618 |
5,540.50 |
1.618 |
5,474.75 |
1.000 |
5,434.00 |
0.618 |
5,409.00 |
HIGH |
5,368.25 |
0.618 |
5,343.25 |
0.500 |
5,335.50 |
0.382 |
5,327.50 |
LOW |
5,302.50 |
0.618 |
5,261.75 |
1.000 |
5,236.75 |
1.618 |
5,196.00 |
2.618 |
5,130.25 |
4.250 |
5,023.00 |
|
|
Fisher Pivots for day following 05-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,355.75 |
5,346.50 |
PP |
5,345.50 |
5,327.00 |
S1 |
5,335.50 |
5,307.50 |
|