| 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 |
2,038.6 |
2,069.3 |
30.7 |
1.5% |
2,078.2 |
| High |
2,069.8 |
2,069.3 |
-0.5 |
0.0% |
2,093.5 |
| Low |
2,035.6 |
2,047.7 |
12.1 |
0.6% |
2,031.2 |
| Close |
2,068.7 |
2,053.0 |
-15.7 |
-0.8% |
2,075.8 |
| Range |
34.2 |
21.6 |
-12.6 |
-36.8% |
62.3 |
| ATR |
35.2 |
34.2 |
-1.0 |
-2.8% |
0.0 |
| Volume |
162,991 |
133,887 |
-29,104 |
-17.9% |
729,199 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.5 |
2,108.8 |
2,064.9 |
|
| R3 |
2,099.9 |
2,087.2 |
2,058.9 |
|
| R2 |
2,078.3 |
2,078.3 |
2,057.0 |
|
| R1 |
2,065.6 |
2,065.6 |
2,055.0 |
2,061.2 |
| PP |
2,056.7 |
2,056.7 |
2,056.7 |
2,054.4 |
| S1 |
2,044.0 |
2,044.0 |
2,051.0 |
2,039.6 |
| S2 |
2,035.1 |
2,035.1 |
2,049.0 |
|
| S3 |
2,013.5 |
2,022.4 |
2,047.1 |
|
| S4 |
1,991.9 |
2,000.8 |
2,041.1 |
|
|
| 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 |
2,035.1 |
69.6 |
3.4% |
35.4 |
1.7% |
26% |
False |
False |
177,852 |
| 10 |
2,104.7 |
2,031.2 |
73.5 |
3.6% |
36.0 |
1.8% |
30% |
False |
False |
179,520 |
| 20 |
2,132.5 |
2,031.2 |
101.3 |
4.9% |
31.8 |
1.5% |
22% |
False |
False |
161,511 |
| 40 |
2,132.5 |
1,915.8 |
216.7 |
10.6% |
36.1 |
1.8% |
63% |
False |
False |
179,738 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.2% |
37.3 |
1.8% |
55% |
False |
False |
184,690 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.2% |
37.6 |
1.8% |
55% |
False |
False |
149,687 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.2% |
37.6 |
1.8% |
55% |
False |
False |
119,794 |
| 120 |
2,167.0 |
1,915.8 |
251.2 |
12.2% |
37.8 |
1.8% |
55% |
False |
False |
99,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.1 |
|
2.618 |
2,125.8 |
|
1.618 |
2,104.2 |
|
1.000 |
2,090.9 |
|
0.618 |
2,082.6 |
|
HIGH |
2,069.3 |
|
0.618 |
2,061.0 |
|
0.500 |
2,058.5 |
|
0.382 |
2,056.0 |
|
LOW |
2,047.7 |
|
0.618 |
2,034.4 |
|
1.000 |
2,026.1 |
|
1.618 |
2,012.8 |
|
2.618 |
1,991.2 |
|
4.250 |
1,955.9 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,058.5 |
2,052.8 |
| PP |
2,056.7 |
2,052.6 |
| S1 |
2,054.8 |
2,052.5 |
|