| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,069.3 |
2,054.8 |
-14.5 |
-0.7% |
2,080.0 |
| High |
2,069.3 |
2,060.3 |
-9.0 |
-0.4% |
2,104.7 |
| Low |
2,047.7 |
2,020.6 |
-27.1 |
-1.3% |
2,020.6 |
| Close |
2,053.0 |
2,029.2 |
-23.8 |
-1.2% |
2,029.2 |
| Range |
21.6 |
39.7 |
18.1 |
83.8% |
84.1 |
| ATR |
34.2 |
34.6 |
0.4 |
1.1% |
0.0 |
| Volume |
133,887 |
175,118 |
41,231 |
30.8% |
851,322 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.8 |
2,132.2 |
2,051.0 |
|
| R3 |
2,116.1 |
2,092.5 |
2,040.1 |
|
| R2 |
2,076.4 |
2,076.4 |
2,036.5 |
|
| R1 |
2,052.8 |
2,052.8 |
2,032.8 |
2,044.8 |
| PP |
2,036.7 |
2,036.7 |
2,036.7 |
2,032.7 |
| S1 |
2,013.1 |
2,013.1 |
2,025.6 |
2,005.1 |
| S2 |
1,997.0 |
1,997.0 |
2,021.9 |
|
| S3 |
1,957.3 |
1,973.4 |
2,018.3 |
|
| S4 |
1,917.6 |
1,933.7 |
2,007.4 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.8 |
2,250.6 |
2,075.5 |
|
| R3 |
2,219.7 |
2,166.5 |
2,052.3 |
|
| R2 |
2,135.6 |
2,135.6 |
2,044.6 |
|
| R1 |
2,082.4 |
2,082.4 |
2,036.9 |
2,067.0 |
| PP |
2,051.5 |
2,051.5 |
2,051.5 |
2,043.8 |
| S1 |
1,998.3 |
1,998.3 |
2,021.5 |
1,982.9 |
| S2 |
1,967.4 |
1,967.4 |
2,013.8 |
|
| S3 |
1,883.3 |
1,914.2 |
2,006.1 |
|
| S4 |
1,799.2 |
1,830.1 |
1,982.9 |
|
|
| 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 |
2,020.6 |
84.1 |
4.1% |
36.5 |
1.8% |
10% |
False |
True |
170,264 |
| 10 |
2,104.7 |
2,020.6 |
84.1 |
4.1% |
34.3 |
1.7% |
10% |
False |
True |
172,633 |
| 20 |
2,132.5 |
2,020.6 |
111.9 |
5.5% |
32.2 |
1.6% |
8% |
False |
True |
164,369 |
| 40 |
2,132.5 |
1,915.8 |
216.7 |
10.7% |
35.9 |
1.8% |
52% |
False |
False |
177,932 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
37.6 |
1.9% |
45% |
False |
False |
184,175 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
36.8 |
1.8% |
45% |
False |
False |
151,871 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
37.7 |
1.9% |
45% |
False |
False |
121,543 |
| 120 |
2,167.0 |
1,915.8 |
251.2 |
12.4% |
37.7 |
1.9% |
45% |
False |
False |
101,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,229.0 |
|
2.618 |
2,164.2 |
|
1.618 |
2,124.5 |
|
1.000 |
2,100.0 |
|
0.618 |
2,084.8 |
|
HIGH |
2,060.3 |
|
0.618 |
2,045.1 |
|
0.500 |
2,040.5 |
|
0.382 |
2,035.8 |
|
LOW |
2,020.6 |
|
0.618 |
1,996.1 |
|
1.000 |
1,980.9 |
|
1.618 |
1,956.4 |
|
2.618 |
1,916.7 |
|
4.250 |
1,851.9 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,040.5 |
2,045.2 |
| PP |
2,036.7 |
2,039.9 |
| S1 |
2,033.0 |
2,034.5 |
|