| 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 |
2,066.0 |
2,038.6 |
-27.4 |
-1.3% |
2,078.2 |
| High |
2,068.0 |
2,069.8 |
1.8 |
0.1% |
2,093.5 |
| Low |
2,035.1 |
2,035.6 |
0.5 |
0.0% |
2,031.2 |
| Close |
2,037.5 |
2,068.7 |
31.2 |
1.5% |
2,075.8 |
| Range |
32.9 |
34.2 |
1.3 |
4.0% |
62.3 |
| ATR |
35.3 |
35.2 |
-0.1 |
-0.2% |
0.0 |
| Volume |
174,964 |
162,991 |
-11,973 |
-6.8% |
729,199 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.6 |
2,148.9 |
2,087.5 |
|
| R3 |
2,126.4 |
2,114.7 |
2,078.1 |
|
| R2 |
2,092.2 |
2,092.2 |
2,075.0 |
|
| R1 |
2,080.5 |
2,080.5 |
2,071.8 |
2,086.4 |
| PP |
2,058.0 |
2,058.0 |
2,058.0 |
2,061.0 |
| S1 |
2,046.3 |
2,046.3 |
2,065.6 |
2,052.2 |
| S2 |
2,023.8 |
2,023.8 |
2,062.4 |
|
| S3 |
1,989.6 |
2,012.1 |
2,059.3 |
|
| S4 |
1,955.4 |
1,977.9 |
2,049.9 |
|
|
| 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% |
38.8 |
1.9% |
51% |
False |
False |
185,154 |
| 10 |
2,110.2 |
2,031.2 |
79.0 |
3.8% |
36.8 |
1.8% |
47% |
False |
False |
182,904 |
| 20 |
2,132.5 |
2,031.2 |
101.3 |
4.9% |
31.9 |
1.5% |
37% |
False |
False |
160,730 |
| 40 |
2,132.5 |
1,915.8 |
216.7 |
10.5% |
37.7 |
1.8% |
71% |
False |
False |
185,593 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
37.6 |
1.8% |
61% |
False |
False |
187,790 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
37.9 |
1.8% |
61% |
False |
False |
148,024 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
37.9 |
1.8% |
61% |
False |
False |
118,457 |
| 120 |
2,167.0 |
1,907.4 |
259.6 |
12.5% |
38.3 |
1.8% |
62% |
False |
False |
98,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,215.2 |
|
2.618 |
2,159.3 |
|
1.618 |
2,125.1 |
|
1.000 |
2,104.0 |
|
0.618 |
2,090.9 |
|
HIGH |
2,069.8 |
|
0.618 |
2,056.7 |
|
0.500 |
2,052.7 |
|
0.382 |
2,048.7 |
|
LOW |
2,035.6 |
|
0.618 |
2,014.5 |
|
1.000 |
2,001.4 |
|
1.618 |
1,980.3 |
|
2.618 |
1,946.1 |
|
4.250 |
1,890.3 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,063.4 |
2,069.9 |
| PP |
2,058.0 |
2,069.5 |
| S1 |
2,052.7 |
2,069.1 |
|