| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,364.5 |
2,348.0 |
-16.5 |
-0.7% |
2,359.8 |
| High |
2,381.2 |
2,375.5 |
-5.7 |
-0.2% |
2,388.0 |
| Low |
2,341.1 |
2,334.8 |
-6.3 |
-0.3% |
2,341.1 |
| Close |
2,345.8 |
2,369.3 |
23.5 |
1.0% |
2,345.8 |
| Range |
40.1 |
40.7 |
0.6 |
1.5% |
46.9 |
| ATR |
37.9 |
38.1 |
0.2 |
0.5% |
0.0 |
| Volume |
183,406 |
173,149 |
-10,257 |
-5.6% |
673,504 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.0 |
2,466.3 |
2,391.7 |
|
| R3 |
2,441.3 |
2,425.6 |
2,380.5 |
|
| R2 |
2,400.6 |
2,400.6 |
2,376.8 |
|
| R1 |
2,384.9 |
2,384.9 |
2,373.0 |
2,392.8 |
| PP |
2,359.9 |
2,359.9 |
2,359.9 |
2,363.8 |
| S1 |
2,344.2 |
2,344.2 |
2,365.6 |
2,352.1 |
| S2 |
2,319.2 |
2,319.2 |
2,361.8 |
|
| S3 |
2,278.5 |
2,303.5 |
2,358.1 |
|
| S4 |
2,237.8 |
2,262.8 |
2,346.9 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.0 |
2,469.3 |
2,371.6 |
|
| R3 |
2,452.1 |
2,422.4 |
2,358.7 |
|
| R2 |
2,405.2 |
2,405.2 |
2,354.4 |
|
| R1 |
2,375.5 |
2,375.5 |
2,350.1 |
2,366.9 |
| PP |
2,358.3 |
2,358.3 |
2,358.3 |
2,354.0 |
| S1 |
2,328.6 |
2,328.6 |
2,341.5 |
2,320.0 |
| S2 |
2,311.4 |
2,311.4 |
2,337.2 |
|
| S3 |
2,264.5 |
2,281.7 |
2,332.9 |
|
| S4 |
2,217.6 |
2,234.8 |
2,320.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,388.0 |
2,334.8 |
53.2 |
2.2% |
34.4 |
1.5% |
65% |
False |
True |
169,330 |
| 10 |
2,477.0 |
2,334.8 |
142.2 |
6.0% |
37.7 |
1.6% |
24% |
False |
True |
109,974 |
| 20 |
2,477.0 |
2,322.7 |
154.3 |
6.5% |
35.1 |
1.5% |
30% |
False |
False |
78,128 |
| 40 |
2,477.0 |
2,308.7 |
168.3 |
7.1% |
39.9 |
1.7% |
36% |
False |
False |
45,120 |
| 60 |
2,477.0 |
2,190.7 |
286.3 |
12.1% |
36.9 |
1.6% |
62% |
False |
False |
31,661 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
33.0 |
1.4% |
76% |
False |
False |
24,371 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
30.8 |
1.3% |
76% |
False |
False |
19,939 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
29.5 |
1.2% |
76% |
False |
False |
16,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,548.5 |
|
2.618 |
2,482.1 |
|
1.618 |
2,441.4 |
|
1.000 |
2,416.2 |
|
0.618 |
2,400.7 |
|
HIGH |
2,375.5 |
|
0.618 |
2,360.0 |
|
0.500 |
2,355.2 |
|
0.382 |
2,350.3 |
|
LOW |
2,334.8 |
|
0.618 |
2,309.6 |
|
1.000 |
2,294.1 |
|
1.618 |
2,268.9 |
|
2.618 |
2,228.2 |
|
4.250 |
2,161.8 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,364.6 |
2,365.5 |
| PP |
2,359.9 |
2,361.8 |
| S1 |
2,355.2 |
2,358.0 |
|