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 |
8,239.5 |
8,325.5 |
86.0 |
1.0% |
8,353.5 |
High |
8,321.5 |
8,373.5 |
52.0 |
0.6% |
8,357.5 |
Low |
8,232.0 |
8,243.0 |
11.0 |
0.1% |
8,151.5 |
Close |
8,286.0 |
8,273.0 |
-13.0 |
-0.2% |
8,286.0 |
Range |
89.5 |
130.5 |
41.0 |
45.8% |
206.0 |
ATR |
83.0 |
86.4 |
3.4 |
4.1% |
0.0 |
Volume |
120,759 |
93,621 |
-27,138 |
-22.5% |
400,776 |
|
Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,688.0 |
8,611.0 |
8,345.0 |
|
R3 |
8,557.5 |
8,480.5 |
8,309.0 |
|
R2 |
8,427.0 |
8,427.0 |
8,297.0 |
|
R1 |
8,350.0 |
8,350.0 |
8,285.0 |
8,323.0 |
PP |
8,296.5 |
8,296.5 |
8,296.5 |
8,283.0 |
S1 |
8,219.5 |
8,219.5 |
8,261.0 |
8,193.0 |
S2 |
8,166.0 |
8,166.0 |
8,249.0 |
|
S3 |
8,035.5 |
8,089.0 |
8,237.0 |
|
S4 |
7,905.0 |
7,958.5 |
8,201.0 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,883.0 |
8,790.5 |
8,399.5 |
|
R3 |
8,677.0 |
8,584.5 |
8,342.5 |
|
R2 |
8,471.0 |
8,471.0 |
8,324.0 |
|
R1 |
8,378.5 |
8,378.5 |
8,305.0 |
8,322.0 |
PP |
8,265.0 |
8,265.0 |
8,265.0 |
8,236.5 |
S1 |
8,172.5 |
8,172.5 |
8,267.0 |
8,116.0 |
S2 |
8,059.0 |
8,059.0 |
8,248.0 |
|
S3 |
7,853.0 |
7,966.5 |
8,229.5 |
|
S4 |
7,647.0 |
7,760.5 |
8,172.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,373.5 |
8,151.5 |
222.0 |
2.7% |
103.5 |
1.3% |
55% |
True |
False |
98,879 |
10 |
8,473.5 |
8,151.5 |
322.0 |
3.9% |
93.5 |
1.1% |
38% |
False |
False |
86,619 |
20 |
8,489.0 |
8,151.5 |
337.5 |
4.1% |
74.0 |
0.9% |
36% |
False |
False |
84,663 |
40 |
8,489.0 |
7,766.5 |
722.5 |
8.7% |
82.0 |
1.0% |
70% |
False |
False |
90,847 |
60 |
8,489.0 |
7,642.0 |
847.0 |
10.2% |
77.5 |
0.9% |
74% |
False |
False |
95,833 |
80 |
8,489.0 |
7,486.0 |
1,003.0 |
12.1% |
65.0 |
0.8% |
78% |
False |
False |
71,906 |
100 |
8,489.0 |
7,450.0 |
1,039.0 |
12.6% |
55.0 |
0.7% |
79% |
False |
False |
57,527 |
120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.6% |
47.5 |
0.6% |
79% |
False |
False |
47,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,928.0 |
2.618 |
8,715.0 |
1.618 |
8,584.5 |
1.000 |
8,504.0 |
0.618 |
8,454.0 |
HIGH |
8,373.5 |
0.618 |
8,323.5 |
0.500 |
8,308.0 |
0.382 |
8,293.0 |
LOW |
8,243.0 |
0.618 |
8,162.5 |
1.000 |
8,112.5 |
1.618 |
8,032.0 |
2.618 |
7,901.5 |
4.250 |
7,688.5 |
|
|
Fisher Pivots for day following 03-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
8,308.0 |
8,269.5 |
PP |
8,296.5 |
8,266.0 |
S1 |
8,285.0 |
8,262.5 |
|