| 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 |
2,371.3 |
2,347.1 |
-24.2 |
-1.0% |
2,359.8 |
| High |
2,373.1 |
2,377.6 |
4.5 |
0.2% |
2,388.0 |
| Low |
2,335.1 |
2,345.3 |
10.2 |
0.4% |
2,341.1 |
| Close |
2,347.4 |
2,375.5 |
28.1 |
1.2% |
2,345.8 |
| Range |
38.0 |
32.3 |
-5.7 |
-15.0% |
46.9 |
| ATR |
38.1 |
37.7 |
-0.4 |
-1.1% |
0.0 |
| Volume |
171,547 |
171,862 |
315 |
0.2% |
673,504 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,463.0 |
2,451.6 |
2,393.3 |
|
| R3 |
2,430.7 |
2,419.3 |
2,384.4 |
|
| R2 |
2,398.4 |
2,398.4 |
2,381.4 |
|
| R1 |
2,387.0 |
2,387.0 |
2,378.5 |
2,392.7 |
| PP |
2,366.1 |
2,366.1 |
2,366.1 |
2,369.0 |
| S1 |
2,354.7 |
2,354.7 |
2,372.5 |
2,360.4 |
| S2 |
2,333.8 |
2,333.8 |
2,369.6 |
|
| S3 |
2,301.5 |
2,322.4 |
2,366.6 |
|
| S4 |
2,269.2 |
2,290.1 |
2,357.7 |
|
|
| 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 |
2,381.2 |
2,334.8 |
46.4 |
2.0% |
36.3 |
1.5% |
88% |
False |
False |
177,771 |
| 10 |
2,453.3 |
2,334.8 |
118.5 |
5.0% |
37.5 |
1.6% |
34% |
False |
False |
135,372 |
| 20 |
2,477.0 |
2,333.7 |
143.3 |
6.0% |
35.5 |
1.5% |
29% |
False |
False |
90,397 |
| 40 |
2,477.0 |
2,308.7 |
168.3 |
7.1% |
39.7 |
1.7% |
40% |
False |
False |
53,285 |
| 60 |
2,477.0 |
2,190.7 |
286.3 |
12.1% |
37.2 |
1.6% |
65% |
False |
False |
37,250 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
33.5 |
1.4% |
77% |
False |
False |
28,577 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
31.1 |
1.3% |
77% |
False |
False |
23,327 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.6% |
29.7 |
1.3% |
77% |
False |
False |
19,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,514.9 |
|
2.618 |
2,462.2 |
|
1.618 |
2,429.9 |
|
1.000 |
2,409.9 |
|
0.618 |
2,397.6 |
|
HIGH |
2,377.6 |
|
0.618 |
2,365.3 |
|
0.500 |
2,361.5 |
|
0.382 |
2,357.6 |
|
LOW |
2,345.3 |
|
0.618 |
2,325.3 |
|
1.000 |
2,313.0 |
|
1.618 |
2,293.0 |
|
2.618 |
2,260.7 |
|
4.250 |
2,208.0 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,370.8 |
2,369.1 |
| PP |
2,366.1 |
2,362.6 |
| S1 |
2,361.5 |
2,356.2 |
|