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 |
5,063.0 |
5,053.0 |
-10.0 |
-0.2% |
5,114.0 |
High |
5,090.0 |
5,054.0 |
-36.0 |
-0.7% |
5,125.0 |
Low |
5,032.0 |
4,992.0 |
-40.0 |
-0.8% |
4,996.0 |
Close |
5,056.0 |
5,007.0 |
-49.0 |
-1.0% |
5,028.0 |
Range |
58.0 |
62.0 |
4.0 |
6.9% |
129.0 |
ATR |
49.4 |
50.4 |
1.0 |
2.1% |
0.0 |
Volume |
24,921 |
14,082 |
-10,839 |
-43.5% |
48,045 |
|
Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,203.7 |
5,167.3 |
5,041.1 |
|
R3 |
5,141.7 |
5,105.3 |
5,024.1 |
|
R2 |
5,079.7 |
5,079.7 |
5,018.4 |
|
R1 |
5,043.3 |
5,043.3 |
5,012.7 |
5,030.5 |
PP |
5,017.7 |
5,017.7 |
5,017.7 |
5,011.3 |
S1 |
4,981.3 |
4,981.3 |
5,001.3 |
4,968.5 |
S2 |
4,955.7 |
4,955.7 |
4,995.6 |
|
S3 |
4,893.7 |
4,919.3 |
4,990.0 |
|
S4 |
4,831.7 |
4,857.3 |
4,972.9 |
|
|
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 |
5,090.0 |
4,992.0 |
98.0 |
2.0% |
56.4 |
1.1% |
15% |
False |
True |
16,927 |
10 |
5,125.0 |
4,992.0 |
133.0 |
2.7% |
52.7 |
1.1% |
11% |
False |
True |
9,857 |
20 |
5,151.0 |
4,991.0 |
160.0 |
3.2% |
42.8 |
0.9% |
10% |
False |
False |
6,178 |
40 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
49.2 |
1.0% |
53% |
False |
False |
3,539 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.1% |
42.2 |
0.8% |
53% |
False |
False |
2,413 |
80 |
5,151.0 |
4,687.0 |
464.0 |
9.3% |
31.6 |
0.6% |
69% |
False |
False |
1,828 |
100 |
5,151.0 |
4,397.0 |
754.0 |
15.1% |
25.4 |
0.5% |
81% |
False |
False |
1,467 |
120 |
5,151.0 |
4,397.0 |
754.0 |
15.1% |
21.1 |
0.4% |
81% |
False |
False |
1,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,317.5 |
2.618 |
5,216.3 |
1.618 |
5,154.3 |
1.000 |
5,116.0 |
0.618 |
5,092.3 |
HIGH |
5,054.0 |
0.618 |
5,030.3 |
0.500 |
5,023.0 |
0.382 |
5,015.7 |
LOW |
4,992.0 |
0.618 |
4,953.7 |
1.000 |
4,930.0 |
1.618 |
4,891.7 |
2.618 |
4,829.7 |
4.250 |
4,728.5 |
|
|
Fisher Pivots for day following 04-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,023.0 |
5,041.0 |
PP |
5,017.7 |
5,029.7 |
S1 |
5,012.3 |
5,018.3 |
|