| 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 |
2,080.0 |
2,066.0 |
-14.0 |
-0.7% |
2,078.2 |
| High |
2,104.7 |
2,068.0 |
-36.7 |
-1.7% |
2,093.5 |
| Low |
2,050.4 |
2,035.1 |
-15.3 |
-0.7% |
2,031.2 |
| Close |
2,065.2 |
2,037.5 |
-27.7 |
-1.3% |
2,075.8 |
| Range |
54.3 |
32.9 |
-21.4 |
-39.4% |
62.3 |
| ATR |
35.5 |
35.3 |
-0.2 |
-0.5% |
0.0 |
| Volume |
204,362 |
174,964 |
-29,398 |
-14.4% |
729,199 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.6 |
2,124.4 |
2,055.6 |
|
| R3 |
2,112.7 |
2,091.5 |
2,046.5 |
|
| R2 |
2,079.8 |
2,079.8 |
2,043.5 |
|
| R1 |
2,058.6 |
2,058.6 |
2,040.5 |
2,052.8 |
| PP |
2,046.9 |
2,046.9 |
2,046.9 |
2,043.9 |
| S1 |
2,025.7 |
2,025.7 |
2,034.5 |
2,019.9 |
| S2 |
2,014.0 |
2,014.0 |
2,031.5 |
|
| S3 |
1,981.1 |
1,992.8 |
2,028.5 |
|
| S4 |
1,948.2 |
1,959.9 |
2,019.4 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,253.7 |
2,227.1 |
2,110.1 |
|
| R3 |
2,191.4 |
2,164.8 |
2,092.9 |
|
| R2 |
2,129.1 |
2,129.1 |
2,087.2 |
|
| R1 |
2,102.5 |
2,102.5 |
2,081.5 |
2,084.7 |
| PP |
2,066.8 |
2,066.8 |
2,066.8 |
2,057.9 |
| S1 |
2,040.2 |
2,040.2 |
2,070.1 |
2,022.4 |
| S2 |
2,004.5 |
2,004.5 |
2,064.4 |
|
| S3 |
1,942.2 |
1,977.9 |
2,058.7 |
|
| S4 |
1,879.9 |
1,915.6 |
2,041.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,104.7 |
2,031.2 |
73.5 |
3.6% |
38.5 |
1.9% |
9% |
False |
False |
187,656 |
| 10 |
2,113.4 |
2,031.2 |
82.2 |
4.0% |
35.3 |
1.7% |
8% |
False |
False |
178,329 |
| 20 |
2,132.5 |
2,031.2 |
101.3 |
5.0% |
31.1 |
1.5% |
6% |
False |
False |
159,142 |
| 40 |
2,132.5 |
1,915.8 |
216.7 |
10.6% |
37.5 |
1.8% |
56% |
False |
False |
185,516 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
37.5 |
1.8% |
48% |
False |
False |
191,407 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
38.0 |
1.9% |
48% |
False |
False |
145,992 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
38.1 |
1.9% |
48% |
False |
False |
116,832 |
| 120 |
2,167.0 |
1,907.4 |
259.6 |
12.7% |
38.2 |
1.9% |
50% |
False |
False |
97,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,207.8 |
|
2.618 |
2,154.1 |
|
1.618 |
2,121.2 |
|
1.000 |
2,100.9 |
|
0.618 |
2,088.3 |
|
HIGH |
2,068.0 |
|
0.618 |
2,055.4 |
|
0.500 |
2,051.6 |
|
0.382 |
2,047.7 |
|
LOW |
2,035.1 |
|
0.618 |
2,014.8 |
|
1.000 |
2,002.2 |
|
1.618 |
1,981.9 |
|
2.618 |
1,949.0 |
|
4.250 |
1,895.3 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.6 |
2,069.9 |
| PP |
2,046.9 |
2,059.1 |
| S1 |
2,042.2 |
2,048.3 |
|