| 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 |
5,038.0 |
5,063.0 |
25.0 |
0.5% |
5,114.0 |
| High |
5,054.0 |
5,090.0 |
36.0 |
0.7% |
5,125.0 |
| Low |
5,018.0 |
5,032.0 |
14.0 |
0.3% |
4,996.0 |
| Close |
5,028.0 |
5,056.0 |
28.0 |
0.6% |
5,028.0 |
| Range |
36.0 |
58.0 |
22.0 |
61.1% |
129.0 |
| ATR |
48.4 |
49.4 |
1.0 |
2.0% |
0.0 |
| Volume |
39,131 |
24,921 |
-14,210 |
-36.3% |
48,045 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,233.3 |
5,202.7 |
5,087.9 |
|
| R3 |
5,175.3 |
5,144.7 |
5,072.0 |
|
| R2 |
5,117.3 |
5,117.3 |
5,066.6 |
|
| R1 |
5,086.7 |
5,086.7 |
5,061.3 |
5,073.0 |
| PP |
5,059.3 |
5,059.3 |
5,059.3 |
5,052.5 |
| S1 |
5,028.7 |
5,028.7 |
5,050.7 |
5,015.0 |
| S2 |
5,001.3 |
5,001.3 |
5,045.4 |
|
| S3 |
4,943.3 |
4,970.7 |
5,040.1 |
|
| S4 |
4,885.3 |
4,912.7 |
5,024.1 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,436.7 |
5,361.3 |
5,099.0 |
|
| R3 |
5,307.7 |
5,232.3 |
5,063.5 |
|
| R2 |
5,178.7 |
5,178.7 |
5,051.7 |
|
| R1 |
5,103.3 |
5,103.3 |
5,039.8 |
5,076.5 |
| PP |
5,049.7 |
5,049.7 |
5,049.7 |
5,036.3 |
| S1 |
4,974.3 |
4,974.3 |
5,016.2 |
4,947.5 |
| S2 |
4,920.7 |
4,920.7 |
5,004.4 |
|
| S3 |
4,791.7 |
4,845.3 |
4,992.5 |
|
| S4 |
4,662.7 |
4,716.3 |
4,957.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,125.0 |
4,996.0 |
129.0 |
2.6% |
54.0 |
1.1% |
47% |
False |
False |
14,593 |
| 10 |
5,125.0 |
4,996.0 |
129.0 |
2.6% |
48.0 |
0.9% |
47% |
False |
False |
8,470 |
| 20 |
5,151.0 |
4,944.0 |
207.0 |
4.1% |
42.1 |
0.8% |
54% |
False |
False |
6,231 |
| 40 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
48.4 |
1.0% |
69% |
False |
False |
3,189 |
| 60 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
41.2 |
0.8% |
69% |
False |
False |
2,178 |
| 80 |
5,151.0 |
4,674.0 |
477.0 |
9.4% |
30.9 |
0.6% |
80% |
False |
False |
1,652 |
| 100 |
5,151.0 |
4,397.0 |
754.0 |
14.9% |
24.7 |
0.5% |
87% |
False |
False |
1,326 |
| 120 |
5,151.0 |
4,397.0 |
754.0 |
14.9% |
20.6 |
0.4% |
87% |
False |
False |
1,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,336.5 |
|
2.618 |
5,241.8 |
|
1.618 |
5,183.8 |
|
1.000 |
5,148.0 |
|
0.618 |
5,125.8 |
|
HIGH |
5,090.0 |
|
0.618 |
5,067.8 |
|
0.500 |
5,061.0 |
|
0.382 |
5,054.2 |
|
LOW |
5,032.0 |
|
0.618 |
4,996.2 |
|
1.000 |
4,974.0 |
|
1.618 |
4,938.2 |
|
2.618 |
4,880.2 |
|
4.250 |
4,785.5 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,061.0 |
5,051.7 |
| PP |
5,059.3 |
5,047.3 |
| S1 |
5,057.7 |
5,043.0 |
|