Trading Metrics calculated at close of trading on 06-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
8,270.5 |
8,274.5 |
4.0 |
0.0% |
8,353.5 |
High |
8,297.5 |
8,307.5 |
10.0 |
0.1% |
8,357.5 |
Low |
8,240.0 |
8,257.5 |
17.5 |
0.2% |
8,151.5 |
Close |
8,262.5 |
8,298.5 |
36.0 |
0.4% |
8,286.0 |
Range |
57.5 |
50.0 |
-7.5 |
-13.0% |
206.0 |
ATR |
83.2 |
80.9 |
-2.4 |
-2.9% |
0.0 |
Volume |
73,529 |
74,723 |
1,194 |
1.6% |
400,776 |
|
Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,438.0 |
8,418.0 |
8,326.0 |
|
R3 |
8,388.0 |
8,368.0 |
8,312.0 |
|
R2 |
8,338.0 |
8,338.0 |
8,307.5 |
|
R1 |
8,318.0 |
8,318.0 |
8,303.0 |
8,328.0 |
PP |
8,288.0 |
8,288.0 |
8,288.0 |
8,293.0 |
S1 |
8,268.0 |
8,268.0 |
8,294.0 |
8,278.0 |
S2 |
8,238.0 |
8,238.0 |
8,289.5 |
|
S3 |
8,188.0 |
8,218.0 |
8,285.0 |
|
S4 |
8,138.0 |
8,168.0 |
8,271.0 |
|
|
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 |
8,205.0 |
168.5 |
2.0% |
79.5 |
1.0% |
55% |
False |
False |
90,397 |
10 |
8,400.5 |
8,151.5 |
249.0 |
3.0% |
88.5 |
1.1% |
59% |
False |
False |
88,891 |
20 |
8,489.0 |
8,151.5 |
337.5 |
4.1% |
74.5 |
0.9% |
44% |
False |
False |
82,426 |
40 |
8,489.0 |
7,766.5 |
722.5 |
8.7% |
82.0 |
1.0% |
74% |
False |
False |
90,000 |
60 |
8,489.0 |
7,642.0 |
847.0 |
10.2% |
77.0 |
0.9% |
78% |
False |
False |
98,147 |
80 |
8,489.0 |
7,486.0 |
1,003.0 |
12.1% |
66.5 |
0.8% |
81% |
False |
False |
74,875 |
100 |
8,489.0 |
7,450.0 |
1,039.0 |
12.5% |
56.0 |
0.7% |
82% |
False |
False |
59,903 |
120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.5% |
48.5 |
0.6% |
82% |
False |
False |
49,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,520.0 |
2.618 |
8,438.5 |
1.618 |
8,388.5 |
1.000 |
8,357.5 |
0.618 |
8,338.5 |
HIGH |
8,307.5 |
0.618 |
8,288.5 |
0.500 |
8,282.5 |
0.382 |
8,276.5 |
LOW |
8,257.5 |
0.618 |
8,226.5 |
1.000 |
8,207.5 |
1.618 |
8,176.5 |
2.618 |
8,126.5 |
4.250 |
8,045.0 |
|
|
Fisher Pivots for day following 06-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
8,293.0 |
8,284.5 |
PP |
8,288.0 |
8,270.5 |
S1 |
8,282.5 |
8,256.0 |
|