Trading Metrics calculated at close of trading on 06-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
18,711.00 |
19,089.50 |
378.50 |
2.0% |
18,874.75 |
High |
19,090.50 |
19,124.50 |
34.00 |
0.2% |
18,980.50 |
Low |
18,696.25 |
19,017.25 |
321.00 |
1.7% |
18,241.25 |
Close |
19,074.25 |
19,060.25 |
-14.00 |
-0.1% |
18,591.00 |
Range |
394.25 |
107.25 |
-287.00 |
-72.8% |
739.25 |
ATR |
267.35 |
255.92 |
-11.44 |
-4.3% |
0.00 |
Volume |
575,227 |
524,900 |
-50,327 |
-8.7% |
2,670,443 |
|
Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,389.00 |
19,332.00 |
19,119.25 |
|
R3 |
19,281.75 |
19,224.75 |
19,089.75 |
|
R2 |
19,174.50 |
19,174.50 |
19,080.00 |
|
R1 |
19,117.50 |
19,117.50 |
19,070.00 |
19,092.50 |
PP |
19,067.25 |
19,067.25 |
19,067.25 |
19,054.75 |
S1 |
19,010.25 |
19,010.25 |
19,050.50 |
18,985.00 |
S2 |
18,960.00 |
18,960.00 |
19,040.50 |
|
S3 |
18,852.75 |
18,903.00 |
19,030.75 |
|
S4 |
18,745.50 |
18,795.75 |
19,001.25 |
|
|
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 |
19,124.50 |
18,241.25 |
883.25 |
4.6% |
298.00 |
1.6% |
93% |
True |
False |
643,987 |
10 |
19,124.50 |
18,241.25 |
883.25 |
4.6% |
275.00 |
1.4% |
93% |
True |
False |
646,003 |
20 |
19,124.50 |
18,103.75 |
1,020.75 |
5.4% |
225.25 |
1.2% |
94% |
True |
False |
574,506 |
40 |
19,124.50 |
17,113.25 |
2,011.25 |
10.6% |
275.75 |
1.4% |
97% |
True |
False |
626,663 |
60 |
19,124.50 |
17,113.25 |
2,011.25 |
10.6% |
268.00 |
1.4% |
97% |
True |
False |
632,827 |
80 |
19,124.50 |
17,113.25 |
2,011.25 |
10.6% |
272.00 |
1.4% |
97% |
True |
False |
496,220 |
100 |
19,124.50 |
16,899.75 |
2,224.75 |
11.7% |
264.50 |
1.4% |
97% |
True |
False |
397,151 |
120 |
19,124.50 |
16,541.50 |
2,583.00 |
13.6% |
254.75 |
1.3% |
98% |
True |
False |
331,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,580.25 |
2.618 |
19,405.25 |
1.618 |
19,298.00 |
1.000 |
19,231.75 |
0.618 |
19,190.75 |
HIGH |
19,124.50 |
0.618 |
19,083.50 |
0.500 |
19,071.00 |
0.382 |
19,058.25 |
LOW |
19,017.25 |
0.618 |
18,951.00 |
1.000 |
18,910.00 |
1.618 |
18,843.75 |
2.618 |
18,736.50 |
4.250 |
18,561.50 |
|
|
Fisher Pivots for day following 06-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
19,071.00 |
18,979.50 |
PP |
19,067.25 |
18,898.75 |
S1 |
19,063.75 |
18,818.00 |
|