Trading Metrics calculated at close of trading on 07-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
18,688.0 |
18,656.0 |
-32.0 |
-0.2% |
18,657.0 |
High |
18,818.0 |
18,684.0 |
-134.0 |
-0.7% |
18,818.0 |
Low |
18,631.0 |
18,450.0 |
-181.0 |
-1.0% |
18,402.0 |
Close |
18,677.0 |
18,583.0 |
-94.0 |
-0.5% |
18,583.0 |
Range |
187.0 |
234.0 |
47.0 |
25.1% |
416.0 |
ATR |
199.7 |
202.1 |
2.5 |
1.2% |
0.0 |
Volume |
38,908 |
45,725 |
6,817 |
17.5% |
212,655 |
|
Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,274.3 |
19,162.7 |
18,711.7 |
|
R3 |
19,040.3 |
18,928.7 |
18,647.4 |
|
R2 |
18,806.3 |
18,806.3 |
18,625.9 |
|
R1 |
18,694.7 |
18,694.7 |
18,604.5 |
18,633.5 |
PP |
18,572.3 |
18,572.3 |
18,572.3 |
18,541.8 |
S1 |
18,460.7 |
18,460.7 |
18,561.6 |
18,399.5 |
S2 |
18,338.3 |
18,338.3 |
18,540.1 |
|
S3 |
18,104.3 |
18,226.7 |
18,518.7 |
|
S4 |
17,870.3 |
17,992.7 |
18,454.3 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,849.0 |
19,632.0 |
18,811.8 |
|
R3 |
19,433.0 |
19,216.0 |
18,697.4 |
|
R2 |
19,017.0 |
19,017.0 |
18,659.3 |
|
R1 |
18,800.0 |
18,800.0 |
18,621.1 |
18,700.5 |
PP |
18,601.0 |
18,601.0 |
18,601.0 |
18,551.3 |
S1 |
18,384.0 |
18,384.0 |
18,544.9 |
18,284.5 |
S2 |
18,185.0 |
18,185.0 |
18,506.7 |
|
S3 |
17,769.0 |
17,968.0 |
18,468.6 |
|
S4 |
17,353.0 |
17,552.0 |
18,354.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,818.0 |
18,402.0 |
416.0 |
2.2% |
204.6 |
1.1% |
44% |
False |
False |
42,531 |
10 |
18,916.0 |
18,402.0 |
514.0 |
2.8% |
202.7 |
1.1% |
35% |
False |
False |
40,012 |
20 |
19,018.0 |
18,402.0 |
616.0 |
3.3% |
175.4 |
0.9% |
29% |
False |
False |
35,949 |
40 |
19,018.0 |
17,608.0 |
1,410.0 |
7.6% |
200.9 |
1.1% |
69% |
False |
False |
43,749 |
60 |
19,018.0 |
17,608.0 |
1,410.0 |
7.6% |
191.2 |
1.0% |
69% |
False |
False |
45,137 |
80 |
19,018.0 |
17,200.0 |
1,818.0 |
9.8% |
168.1 |
0.9% |
76% |
False |
False |
34,320 |
100 |
19,018.0 |
16,743.0 |
2,275.0 |
12.2% |
145.2 |
0.8% |
81% |
False |
False |
27,461 |
120 |
19,018.0 |
16,743.0 |
2,275.0 |
12.2% |
130.2 |
0.7% |
81% |
False |
False |
22,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,678.5 |
2.618 |
19,296.6 |
1.618 |
19,062.6 |
1.000 |
18,918.0 |
0.618 |
18,828.6 |
HIGH |
18,684.0 |
0.618 |
18,594.6 |
0.500 |
18,567.0 |
0.382 |
18,539.4 |
LOW |
18,450.0 |
0.618 |
18,305.4 |
1.000 |
18,216.0 |
1.618 |
18,071.4 |
2.618 |
17,837.4 |
4.250 |
17,455.5 |
|
|
Fisher Pivots for day following 07-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,577.7 |
18,634.0 |
PP |
18,572.3 |
18,617.0 |
S1 |
18,567.0 |
18,600.0 |
|