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 |
18,657.0 |
18,633.0 |
-24.0 |
-0.1% |
18,845.0 |
High |
18,746.0 |
18,637.0 |
-109.0 |
-0.6% |
18,916.0 |
Low |
18,549.0 |
18,402.0 |
-147.0 |
-0.8% |
18,435.0 |
Close |
18,655.0 |
18,461.0 |
-194.0 |
-1.0% |
18,531.0 |
Range |
197.0 |
235.0 |
38.0 |
19.3% |
481.0 |
ATR |
193.2 |
197.5 |
4.3 |
2.2% |
0.0 |
Volume |
43,134 |
49,044 |
5,910 |
13.7% |
151,763 |
|
Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,205.0 |
19,068.0 |
18,590.3 |
|
R3 |
18,970.0 |
18,833.0 |
18,525.6 |
|
R2 |
18,735.0 |
18,735.0 |
18,504.1 |
|
R1 |
18,598.0 |
18,598.0 |
18,482.5 |
18,549.0 |
PP |
18,500.0 |
18,500.0 |
18,500.0 |
18,475.5 |
S1 |
18,363.0 |
18,363.0 |
18,439.5 |
18,314.0 |
S2 |
18,265.0 |
18,265.0 |
18,417.9 |
|
S3 |
18,030.0 |
18,128.0 |
18,396.4 |
|
S4 |
17,795.0 |
17,893.0 |
18,331.8 |
|
|
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 |
18,746.0 |
18,402.0 |
344.0 |
1.9% |
200.6 |
1.1% |
17% |
False |
True |
41,813 |
10 |
18,916.0 |
18,402.0 |
514.0 |
2.8% |
194.4 |
1.1% |
11% |
False |
True |
38,008 |
20 |
19,018.0 |
18,347.0 |
671.0 |
3.6% |
176.5 |
1.0% |
17% |
False |
False |
36,138 |
40 |
19,018.0 |
17,608.0 |
1,410.0 |
7.6% |
203.1 |
1.1% |
60% |
False |
False |
44,859 |
60 |
19,018.0 |
17,608.0 |
1,410.0 |
7.6% |
190.9 |
1.0% |
60% |
False |
False |
43,715 |
80 |
19,018.0 |
17,200.0 |
1,818.0 |
9.8% |
163.0 |
0.9% |
69% |
False |
False |
32,816 |
100 |
19,018.0 |
16,743.0 |
2,275.0 |
12.3% |
140.0 |
0.8% |
76% |
False |
False |
26,256 |
120 |
19,018.0 |
16,743.0 |
2,275.0 |
12.3% |
125.3 |
0.7% |
76% |
False |
False |
21,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,635.8 |
2.618 |
19,252.2 |
1.618 |
19,017.2 |
1.000 |
18,872.0 |
0.618 |
18,782.2 |
HIGH |
18,637.0 |
0.618 |
18,547.2 |
0.500 |
18,519.5 |
0.382 |
18,491.8 |
LOW |
18,402.0 |
0.618 |
18,256.8 |
1.000 |
18,167.0 |
1.618 |
18,021.8 |
2.618 |
17,786.8 |
4.250 |
17,403.3 |
|
|
Fisher Pivots for day following 04-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,519.5 |
18,574.0 |
PP |
18,500.0 |
18,536.3 |
S1 |
18,480.5 |
18,498.7 |
|