Trading Metrics calculated at close of trading on 04-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
18,590.25 |
18,662.50 |
72.25 |
0.4% |
18,874.75 |
High |
18,755.50 |
18,753.25 |
-2.25 |
0.0% |
18,980.50 |
Low |
18,435.75 |
18,511.25 |
75.50 |
0.4% |
18,241.25 |
Close |
18,646.25 |
18,701.00 |
54.75 |
0.3% |
18,591.00 |
Range |
319.75 |
242.00 |
-77.75 |
-24.3% |
739.25 |
ATR |
258.79 |
257.59 |
-1.20 |
-0.5% |
0.00 |
Volume |
669,104 |
616,703 |
-52,401 |
-7.8% |
2,670,443 |
|
Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,381.25 |
19,283.00 |
18,834.00 |
|
R3 |
19,139.25 |
19,041.00 |
18,767.50 |
|
R2 |
18,897.25 |
18,897.25 |
18,745.25 |
|
R1 |
18,799.00 |
18,799.00 |
18,723.25 |
18,848.00 |
PP |
18,655.25 |
18,655.25 |
18,655.25 |
18,679.75 |
S1 |
18,557.00 |
18,557.00 |
18,678.75 |
18,606.00 |
S2 |
18,413.25 |
18,413.25 |
18,656.75 |
|
S3 |
18,171.25 |
18,315.00 |
18,634.50 |
|
S4 |
17,929.25 |
18,073.00 |
18,568.00 |
|
|
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 |
18,949.75 |
18,241.25 |
708.50 |
3.8% |
287.75 |
1.5% |
65% |
False |
False |
662,659 |
10 |
19,023.25 |
18,241.25 |
782.00 |
4.2% |
258.50 |
1.4% |
59% |
False |
False |
636,446 |
20 |
19,023.25 |
18,072.50 |
950.75 |
5.1% |
214.25 |
1.1% |
66% |
False |
False |
565,672 |
40 |
19,023.25 |
17,113.25 |
1,910.00 |
10.2% |
280.00 |
1.5% |
83% |
False |
False |
638,574 |
60 |
19,023.25 |
17,113.25 |
1,910.00 |
10.2% |
267.75 |
1.4% |
83% |
False |
False |
639,276 |
80 |
19,023.25 |
17,113.25 |
1,910.00 |
10.2% |
271.00 |
1.4% |
83% |
False |
False |
482,489 |
100 |
19,023.25 |
16,899.75 |
2,123.50 |
11.4% |
264.25 |
1.4% |
85% |
False |
False |
386,167 |
120 |
19,023.25 |
16,541.50 |
2,481.75 |
13.3% |
254.00 |
1.4% |
87% |
False |
False |
321,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,781.75 |
2.618 |
19,386.75 |
1.618 |
19,144.75 |
1.000 |
18,995.25 |
0.618 |
18,902.75 |
HIGH |
18,753.25 |
0.618 |
18,660.75 |
0.500 |
18,632.25 |
0.382 |
18,603.75 |
LOW |
18,511.25 |
0.618 |
18,361.75 |
1.000 |
18,269.25 |
1.618 |
18,119.75 |
2.618 |
17,877.75 |
4.250 |
17,482.75 |
|
|
Fisher Pivots for day following 04-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,678.00 |
18,633.50 |
PP |
18,655.25 |
18,566.00 |
S1 |
18,632.25 |
18,498.50 |
|