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 |
18,511.0 |
18,657.0 |
146.0 |
0.8% |
18,845.0 |
High |
18,643.0 |
18,746.0 |
103.0 |
0.6% |
18,916.0 |
Low |
18,469.0 |
18,549.0 |
80.0 |
0.4% |
18,435.0 |
Close |
18,531.0 |
18,655.0 |
124.0 |
0.7% |
18,531.0 |
Range |
174.0 |
197.0 |
23.0 |
13.2% |
481.0 |
ATR |
191.5 |
193.2 |
1.7 |
0.9% |
0.0 |
Volume |
41,117 |
43,134 |
2,017 |
4.9% |
151,763 |
|
Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,241.0 |
19,145.0 |
18,763.4 |
|
R3 |
19,044.0 |
18,948.0 |
18,709.2 |
|
R2 |
18,847.0 |
18,847.0 |
18,691.1 |
|
R1 |
18,751.0 |
18,751.0 |
18,673.1 |
18,700.5 |
PP |
18,650.0 |
18,650.0 |
18,650.0 |
18,624.8 |
S1 |
18,554.0 |
18,554.0 |
18,636.9 |
18,503.5 |
S2 |
18,453.0 |
18,453.0 |
18,618.9 |
|
S3 |
18,256.0 |
18,357.0 |
18,600.8 |
|
S4 |
18,059.0 |
18,160.0 |
18,546.7 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,070.3 |
19,781.7 |
18,795.6 |
|
R3 |
19,589.3 |
19,300.7 |
18,663.3 |
|
R2 |
19,108.3 |
19,108.3 |
18,619.2 |
|
R1 |
18,819.7 |
18,819.7 |
18,575.1 |
18,723.5 |
PP |
18,627.3 |
18,627.3 |
18,627.3 |
18,579.3 |
S1 |
18,338.7 |
18,338.7 |
18,486.9 |
18,242.5 |
S2 |
18,146.3 |
18,146.3 |
18,442.8 |
|
S3 |
17,665.3 |
17,857.7 |
18,398.7 |
|
S4 |
17,184.3 |
17,376.7 |
18,266.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,916.0 |
18,435.0 |
481.0 |
2.6% |
200.8 |
1.1% |
46% |
False |
False |
38,979 |
10 |
18,916.0 |
18,435.0 |
481.0 |
2.6% |
179.2 |
1.0% |
46% |
False |
False |
35,350 |
20 |
19,018.0 |
18,163.0 |
855.0 |
4.6% |
175.1 |
0.9% |
58% |
False |
False |
35,536 |
40 |
19,018.0 |
17,608.0 |
1,410.0 |
7.6% |
200.7 |
1.1% |
74% |
False |
False |
45,274 |
60 |
19,018.0 |
17,608.0 |
1,410.0 |
7.6% |
188.1 |
1.0% |
74% |
False |
False |
42,909 |
80 |
19,018.0 |
17,200.0 |
1,818.0 |
9.7% |
160.5 |
0.9% |
80% |
False |
False |
32,203 |
100 |
19,018.0 |
16,743.0 |
2,275.0 |
12.2% |
138.1 |
0.7% |
84% |
False |
False |
25,766 |
120 |
19,018.0 |
16,743.0 |
2,275.0 |
12.2% |
123.3 |
0.7% |
84% |
False |
False |
21,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,583.3 |
2.618 |
19,261.7 |
1.618 |
19,064.7 |
1.000 |
18,943.0 |
0.618 |
18,867.7 |
HIGH |
18,746.0 |
0.618 |
18,670.7 |
0.500 |
18,647.5 |
0.382 |
18,624.3 |
LOW |
18,549.0 |
0.618 |
18,427.3 |
1.000 |
18,352.0 |
1.618 |
18,230.3 |
2.618 |
18,033.3 |
4.250 |
17,711.8 |
|
|
Fisher Pivots for day following 03-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,652.5 |
18,633.5 |
PP |
18,650.0 |
18,612.0 |
S1 |
18,647.5 |
18,590.5 |
|