| 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 |
18,590.75 |
18,590.25 |
-0.50 |
0.0% |
18,874.75 |
| High |
18,668.25 |
18,755.50 |
87.25 |
0.5% |
18,980.50 |
| Low |
18,241.25 |
18,435.75 |
194.50 |
1.1% |
18,241.25 |
| Close |
18,591.00 |
18,646.25 |
55.25 |
0.3% |
18,591.00 |
| Range |
427.00 |
319.75 |
-107.25 |
-25.1% |
739.25 |
| ATR |
254.10 |
258.79 |
4.69 |
1.8% |
0.00 |
| Volume |
834,003 |
669,104 |
-164,899 |
-19.8% |
2,670,443 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,571.75 |
19,428.75 |
18,822.00 |
|
| R3 |
19,252.00 |
19,109.00 |
18,734.25 |
|
| R2 |
18,932.25 |
18,932.25 |
18,704.75 |
|
| R1 |
18,789.25 |
18,789.25 |
18,675.50 |
18,860.75 |
| PP |
18,612.50 |
18,612.50 |
18,612.50 |
18,648.25 |
| S1 |
18,469.50 |
18,469.50 |
18,617.00 |
18,541.00 |
| S2 |
18,292.75 |
18,292.75 |
18,587.75 |
|
| S3 |
17,973.00 |
18,149.75 |
18,558.25 |
|
| S4 |
17,653.25 |
17,830.00 |
18,470.50 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,822.00 |
20,445.75 |
18,997.50 |
|
| R3 |
20,082.75 |
19,706.50 |
18,794.25 |
|
| R2 |
19,343.50 |
19,343.50 |
18,726.50 |
|
| R1 |
18,967.25 |
18,967.25 |
18,658.75 |
18,785.75 |
| PP |
18,604.25 |
18,604.25 |
18,604.25 |
18,513.50 |
| S1 |
18,228.00 |
18,228.00 |
18,523.25 |
18,046.50 |
| S2 |
17,865.00 |
17,865.00 |
18,455.50 |
|
| S3 |
17,125.75 |
17,488.75 |
18,387.75 |
|
| S4 |
16,386.50 |
16,749.50 |
18,184.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,980.50 |
18,241.25 |
739.25 |
4.0% |
271.75 |
1.5% |
55% |
False |
False |
667,909 |
| 10 |
19,023.25 |
18,241.25 |
782.00 |
4.2% |
250.50 |
1.3% |
52% |
False |
False |
621,814 |
| 20 |
19,023.25 |
17,983.75 |
1,039.50 |
5.6% |
213.00 |
1.1% |
64% |
False |
False |
554,611 |
| 40 |
19,023.25 |
17,113.25 |
1,910.00 |
10.2% |
277.25 |
1.5% |
80% |
False |
False |
636,261 |
| 60 |
19,023.25 |
17,113.25 |
1,910.00 |
10.2% |
271.00 |
1.5% |
80% |
False |
False |
631,729 |
| 80 |
19,023.25 |
17,113.25 |
1,910.00 |
10.2% |
269.25 |
1.4% |
80% |
False |
False |
474,786 |
| 100 |
19,023.25 |
16,899.75 |
2,123.50 |
11.4% |
263.75 |
1.4% |
82% |
False |
False |
380,004 |
| 120 |
19,023.25 |
16,465.50 |
2,557.75 |
13.7% |
253.75 |
1.4% |
85% |
False |
False |
316,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,114.50 |
|
2.618 |
19,592.50 |
|
1.618 |
19,272.75 |
|
1.000 |
19,075.25 |
|
0.618 |
18,953.00 |
|
HIGH |
18,755.50 |
|
0.618 |
18,633.25 |
|
0.500 |
18,595.50 |
|
0.382 |
18,558.00 |
|
LOW |
18,435.75 |
|
0.618 |
18,238.25 |
|
1.000 |
18,116.00 |
|
1.618 |
17,918.50 |
|
2.618 |
17,598.75 |
|
4.250 |
17,076.75 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
18,629.50 |
18,602.25 |
| PP |
18,612.50 |
18,558.25 |
| S1 |
18,595.50 |
18,514.00 |
|