| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
68,775 |
70,110 |
1,335 |
1.9% |
70,075 |
| High |
71,530 |
72,410 |
880 |
1.2% |
72,070 |
| Low |
68,665 |
69,605 |
940 |
1.4% |
67,640 |
| Close |
70,275 |
71,720 |
1,445 |
2.1% |
68,605 |
| Range |
2,865 |
2,805 |
-60 |
-2.1% |
4,430 |
| ATR |
3,046 |
3,029 |
-17 |
-0.6% |
0 |
| Volume |
1,466 |
2,018 |
552 |
37.7% |
7,825 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79,660 |
78,495 |
73,263 |
|
| R3 |
76,855 |
75,690 |
72,491 |
|
| R2 |
74,050 |
74,050 |
72,234 |
|
| R1 |
72,885 |
72,885 |
71,977 |
73,468 |
| PP |
71,245 |
71,245 |
71,245 |
71,536 |
| S1 |
70,080 |
70,080 |
71,463 |
70,663 |
| S2 |
68,440 |
68,440 |
71,206 |
|
| S3 |
65,635 |
67,275 |
70,949 |
|
| S4 |
62,830 |
64,470 |
70,177 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82,728 |
80,097 |
71,042 |
|
| R3 |
78,298 |
75,667 |
69,823 |
|
| R2 |
73,868 |
73,868 |
69,417 |
|
| R1 |
71,237 |
71,237 |
69,011 |
70,338 |
| PP |
69,438 |
69,438 |
69,438 |
68,989 |
| S1 |
66,807 |
66,807 |
68,199 |
65,908 |
| S2 |
65,008 |
65,008 |
67,793 |
|
| S3 |
60,578 |
62,377 |
67,387 |
|
| S4 |
56,148 |
57,947 |
66,169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72,410 |
67,640 |
4,770 |
6.7% |
2,567 |
3.6% |
86% |
True |
False |
1,841 |
| 10 |
73,515 |
67,610 |
5,905 |
8.2% |
2,775 |
3.9% |
70% |
False |
False |
1,768 |
| 20 |
73,515 |
61,360 |
12,155 |
16.9% |
2,689 |
3.7% |
85% |
False |
False |
1,353 |
| 40 |
74,630 |
57,765 |
16,865 |
23.5% |
2,950 |
4.1% |
83% |
False |
False |
757 |
| 60 |
77,785 |
57,765 |
20,020 |
27.9% |
3,180 |
4.4% |
70% |
False |
False |
509 |
| 80 |
77,785 |
49,380 |
28,405 |
39.6% |
2,965 |
4.1% |
79% |
False |
False |
381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84,331 |
|
2.618 |
79,753 |
|
1.618 |
76,948 |
|
1.000 |
75,215 |
|
0.618 |
74,143 |
|
HIGH |
72,410 |
|
0.618 |
71,338 |
|
0.500 |
71,008 |
|
0.382 |
70,677 |
|
LOW |
69,605 |
|
0.618 |
67,872 |
|
1.000 |
66,800 |
|
1.618 |
65,067 |
|
2.618 |
62,262 |
|
4.250 |
57,684 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
71,483 |
71,155 |
| PP |
71,245 |
70,590 |
| S1 |
71,008 |
70,025 |
|