| 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 |
70,110 |
71,785 |
1,675 |
2.4% |
70,075 |
| High |
72,410 |
73,090 |
680 |
0.9% |
72,070 |
| Low |
69,605 |
71,500 |
1,895 |
2.7% |
67,640 |
| Close |
71,720 |
72,545 |
825 |
1.2% |
68,605 |
| Range |
2,805 |
1,590 |
-1,215 |
-43.3% |
4,430 |
| ATR |
3,029 |
2,926 |
-103 |
-3.4% |
0 |
| Volume |
2,018 |
1,297 |
-721 |
-35.7% |
7,825 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77,148 |
76,437 |
73,420 |
|
| R3 |
75,558 |
74,847 |
72,982 |
|
| R2 |
73,968 |
73,968 |
72,837 |
|
| R1 |
73,257 |
73,257 |
72,691 |
73,613 |
| PP |
72,378 |
72,378 |
72,378 |
72,556 |
| S1 |
71,667 |
71,667 |
72,399 |
72,023 |
| S2 |
70,788 |
70,788 |
72,254 |
|
| S3 |
69,198 |
70,077 |
72,108 |
|
| S4 |
67,608 |
68,487 |
71,671 |
|
|
| 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 |
73,090 |
67,640 |
5,450 |
7.5% |
2,499 |
3.4% |
90% |
True |
False |
1,713 |
| 10 |
73,090 |
67,610 |
5,480 |
7.6% |
2,648 |
3.7% |
90% |
True |
False |
1,768 |
| 20 |
73,515 |
61,360 |
12,155 |
16.8% |
2,686 |
3.7% |
92% |
False |
False |
1,396 |
| 40 |
73,930 |
57,765 |
16,165 |
22.3% |
2,893 |
4.0% |
91% |
False |
False |
789 |
| 60 |
77,785 |
57,765 |
20,020 |
27.6% |
3,109 |
4.3% |
74% |
False |
False |
530 |
| 80 |
77,785 |
50,605 |
27,180 |
37.5% |
2,977 |
4.1% |
81% |
False |
False |
398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79,848 |
|
2.618 |
77,253 |
|
1.618 |
75,663 |
|
1.000 |
74,680 |
|
0.618 |
74,073 |
|
HIGH |
73,090 |
|
0.618 |
72,483 |
|
0.500 |
72,295 |
|
0.382 |
72,107 |
|
LOW |
71,500 |
|
0.618 |
70,517 |
|
1.000 |
69,910 |
|
1.618 |
68,927 |
|
2.618 |
67,337 |
|
4.250 |
64,743 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72,462 |
71,989 |
| PP |
72,378 |
71,433 |
| S1 |
72,295 |
70,878 |
|