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 |
18,662.50 |
18,711.00 |
48.50 |
0.3% |
18,874.75 |
High |
18,753.25 |
19,090.50 |
337.25 |
1.8% |
18,980.50 |
Low |
18,511.25 |
18,696.25 |
185.00 |
1.0% |
18,241.25 |
Close |
18,701.00 |
19,074.25 |
373.25 |
2.0% |
18,591.00 |
Range |
242.00 |
394.25 |
152.25 |
62.9% |
739.25 |
ATR |
257.59 |
267.35 |
9.76 |
3.8% |
0.00 |
Volume |
616,703 |
575,227 |
-41,476 |
-6.7% |
2,670,443 |
|
Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,136.50 |
19,999.50 |
19,291.00 |
|
R3 |
19,742.25 |
19,605.25 |
19,182.75 |
|
R2 |
19,348.00 |
19,348.00 |
19,146.50 |
|
R1 |
19,211.00 |
19,211.00 |
19,110.50 |
19,279.50 |
PP |
18,953.75 |
18,953.75 |
18,953.75 |
18,988.00 |
S1 |
18,816.75 |
18,816.75 |
19,038.00 |
18,885.25 |
S2 |
18,559.50 |
18,559.50 |
19,002.00 |
|
S3 |
18,165.25 |
18,422.50 |
18,965.75 |
|
S4 |
17,771.00 |
18,028.25 |
18,857.50 |
|
|
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 |
19,090.50 |
18,241.25 |
849.25 |
4.5% |
324.75 |
1.7% |
98% |
True |
False |
662,917 |
10 |
19,090.50 |
18,241.25 |
849.25 |
4.5% |
285.00 |
1.5% |
98% |
True |
False |
651,357 |
20 |
19,090.50 |
18,072.50 |
1,018.00 |
5.3% |
228.25 |
1.2% |
98% |
True |
False |
570,947 |
40 |
19,090.50 |
17,113.25 |
1,977.25 |
10.4% |
283.50 |
1.5% |
99% |
True |
False |
635,553 |
60 |
19,090.50 |
17,113.25 |
1,977.25 |
10.4% |
271.50 |
1.4% |
99% |
True |
False |
636,804 |
80 |
19,090.50 |
17,113.25 |
1,977.25 |
10.4% |
273.25 |
1.4% |
99% |
True |
False |
489,669 |
100 |
19,090.50 |
16,899.75 |
2,190.75 |
11.5% |
265.25 |
1.4% |
99% |
True |
False |
391,911 |
120 |
19,090.50 |
16,541.50 |
2,549.00 |
13.4% |
255.75 |
1.3% |
99% |
True |
False |
326,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,766.00 |
2.618 |
20,122.75 |
1.618 |
19,728.50 |
1.000 |
19,484.75 |
0.618 |
19,334.25 |
HIGH |
19,090.50 |
0.618 |
18,940.00 |
0.500 |
18,893.50 |
0.382 |
18,846.75 |
LOW |
18,696.25 |
0.618 |
18,452.50 |
1.000 |
18,302.00 |
1.618 |
18,058.25 |
2.618 |
17,664.00 |
4.250 |
17,020.75 |
|
|
Fisher Pivots for day following 05-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
19,014.00 |
18,970.50 |
PP |
18,953.75 |
18,866.75 |
S1 |
18,893.50 |
18,763.00 |
|