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 |
18,633.0 |
18,518.0 |
-115.0 |
-0.6% |
18,845.0 |
High |
18,637.0 |
18,680.0 |
43.0 |
0.2% |
18,916.0 |
Low |
18,402.0 |
18,510.0 |
108.0 |
0.6% |
18,435.0 |
Close |
18,461.0 |
18,610.0 |
149.0 |
0.8% |
18,531.0 |
Range |
235.0 |
170.0 |
-65.0 |
-27.7% |
481.0 |
ATR |
197.5 |
199.0 |
1.5 |
0.8% |
0.0 |
Volume |
49,044 |
35,844 |
-13,200 |
-26.9% |
151,763 |
|
Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,110.0 |
19,030.0 |
18,703.5 |
|
R3 |
18,940.0 |
18,860.0 |
18,656.8 |
|
R2 |
18,770.0 |
18,770.0 |
18,641.2 |
|
R1 |
18,690.0 |
18,690.0 |
18,625.6 |
18,730.0 |
PP |
18,600.0 |
18,600.0 |
18,600.0 |
18,620.0 |
S1 |
18,520.0 |
18,520.0 |
18,594.4 |
18,560.0 |
S2 |
18,430.0 |
18,430.0 |
18,578.8 |
|
S3 |
18,260.0 |
18,350.0 |
18,563.3 |
|
S4 |
18,090.0 |
18,180.0 |
18,516.5 |
|
|
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 |
1.8% |
185.8 |
1.0% |
60% |
False |
False |
40,384 |
10 |
18,916.0 |
18,402.0 |
514.0 |
2.8% |
199.4 |
1.1% |
40% |
False |
False |
38,906 |
20 |
19,018.0 |
18,402.0 |
616.0 |
3.3% |
172.4 |
0.9% |
34% |
False |
False |
35,787 |
40 |
19,018.0 |
17,608.0 |
1,410.0 |
7.6% |
203.2 |
1.1% |
71% |
False |
False |
44,689 |
60 |
19,018.0 |
17,608.0 |
1,410.0 |
7.6% |
189.3 |
1.0% |
71% |
False |
False |
44,231 |
80 |
19,018.0 |
17,200.0 |
1,818.0 |
9.8% |
164.4 |
0.9% |
78% |
False |
False |
33,264 |
100 |
19,018.0 |
16,743.0 |
2,275.0 |
12.2% |
141.4 |
0.8% |
82% |
False |
False |
26,615 |
120 |
19,018.0 |
16,743.0 |
2,275.0 |
12.2% |
126.7 |
0.7% |
82% |
False |
False |
22,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,402.5 |
2.618 |
19,125.1 |
1.618 |
18,955.1 |
1.000 |
18,850.0 |
0.618 |
18,785.1 |
HIGH |
18,680.0 |
0.618 |
18,615.1 |
0.500 |
18,595.0 |
0.382 |
18,574.9 |
LOW |
18,510.0 |
0.618 |
18,404.9 |
1.000 |
18,340.0 |
1.618 |
18,234.9 |
2.618 |
18,064.9 |
4.250 |
17,787.5 |
|
|
Fisher Pivots for day following 05-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,605.0 |
18,598.0 |
PP |
18,600.0 |
18,586.0 |
S1 |
18,595.0 |
18,574.0 |
|