| 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 |
2,347.1 |
2,375.3 |
28.2 |
1.2% |
2,359.8 |
| High |
2,377.6 |
2,397.8 |
20.2 |
0.8% |
2,388.0 |
| Low |
2,345.3 |
2,372.2 |
26.9 |
1.1% |
2,341.1 |
| Close |
2,375.5 |
2,390.9 |
15.4 |
0.6% |
2,345.8 |
| Range |
32.3 |
25.6 |
-6.7 |
-20.7% |
46.9 |
| ATR |
37.7 |
36.8 |
-0.9 |
-2.3% |
0.0 |
| Volume |
171,862 |
172,202 |
340 |
0.2% |
673,504 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,463.8 |
2,452.9 |
2,405.0 |
|
| R3 |
2,438.2 |
2,427.3 |
2,397.9 |
|
| R2 |
2,412.6 |
2,412.6 |
2,395.6 |
|
| R1 |
2,401.7 |
2,401.7 |
2,393.2 |
2,407.2 |
| PP |
2,387.0 |
2,387.0 |
2,387.0 |
2,389.7 |
| S1 |
2,376.1 |
2,376.1 |
2,388.6 |
2,381.6 |
| S2 |
2,361.4 |
2,361.4 |
2,386.2 |
|
| S3 |
2,335.8 |
2,350.5 |
2,383.9 |
|
| S4 |
2,310.2 |
2,324.9 |
2,376.8 |
|
|
| 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 |
2,397.8 |
2,334.8 |
63.0 |
2.6% |
35.3 |
1.5% |
89% |
True |
False |
174,433 |
| 10 |
2,407.9 |
2,334.8 |
73.1 |
3.1% |
34.8 |
1.5% |
77% |
False |
False |
147,538 |
| 20 |
2,477.0 |
2,334.8 |
142.2 |
5.9% |
35.9 |
1.5% |
39% |
False |
False |
95,860 |
| 40 |
2,477.0 |
2,308.7 |
168.3 |
7.0% |
39.3 |
1.6% |
49% |
False |
False |
57,366 |
| 60 |
2,477.0 |
2,190.7 |
286.3 |
12.0% |
37.1 |
1.6% |
70% |
False |
False |
40,069 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
18.4% |
33.6 |
1.4% |
80% |
False |
False |
30,703 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.4% |
31.0 |
1.3% |
80% |
False |
False |
25,011 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.4% |
29.5 |
1.2% |
80% |
False |
False |
21,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,506.6 |
|
2.618 |
2,464.8 |
|
1.618 |
2,439.2 |
|
1.000 |
2,423.4 |
|
0.618 |
2,413.6 |
|
HIGH |
2,397.8 |
|
0.618 |
2,388.0 |
|
0.500 |
2,385.0 |
|
0.382 |
2,382.0 |
|
LOW |
2,372.2 |
|
0.618 |
2,356.4 |
|
1.000 |
2,346.6 |
|
1.618 |
2,330.8 |
|
2.618 |
2,305.2 |
|
4.250 |
2,263.4 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,388.9 |
2,382.8 |
| PP |
2,387.0 |
2,374.6 |
| S1 |
2,385.0 |
2,366.5 |
|