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 |
5,053.0 |
5,027.0 |
-26.0 |
-0.5% |
5,114.0 |
High |
5,054.0 |
5,105.0 |
51.0 |
1.0% |
5,125.0 |
Low |
4,992.0 |
5,025.0 |
33.0 |
0.7% |
4,996.0 |
Close |
5,007.0 |
5,083.0 |
76.0 |
1.5% |
5,028.0 |
Range |
62.0 |
80.0 |
18.0 |
29.0% |
129.0 |
ATR |
50.4 |
53.8 |
3.4 |
6.7% |
0.0 |
Volume |
14,082 |
7,886 |
-6,196 |
-44.0% |
48,045 |
|
Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,311.0 |
5,277.0 |
5,127.0 |
|
R3 |
5,231.0 |
5,197.0 |
5,105.0 |
|
R2 |
5,151.0 |
5,151.0 |
5,097.7 |
|
R1 |
5,117.0 |
5,117.0 |
5,090.3 |
5,134.0 |
PP |
5,071.0 |
5,071.0 |
5,071.0 |
5,079.5 |
S1 |
5,037.0 |
5,037.0 |
5,075.7 |
5,054.0 |
S2 |
4,991.0 |
4,991.0 |
5,068.3 |
|
S3 |
4,911.0 |
4,957.0 |
5,061.0 |
|
S4 |
4,831.0 |
4,877.0 |
5,039.0 |
|
|
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 |
5,105.0 |
4,992.0 |
113.0 |
2.2% |
57.6 |
1.1% |
81% |
True |
False |
17,605 |
10 |
5,125.0 |
4,992.0 |
133.0 |
2.6% |
57.6 |
1.1% |
68% |
False |
False |
10,635 |
20 |
5,151.0 |
4,992.0 |
159.0 |
3.1% |
44.1 |
0.9% |
57% |
False |
False |
6,564 |
40 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
50.8 |
1.0% |
78% |
False |
False |
3,736 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
42.7 |
0.8% |
78% |
False |
False |
2,544 |
80 |
5,151.0 |
4,687.0 |
464.0 |
9.1% |
32.6 |
0.6% |
85% |
False |
False |
1,927 |
100 |
5,151.0 |
4,397.0 |
754.0 |
14.8% |
26.2 |
0.5% |
91% |
False |
False |
1,546 |
120 |
5,151.0 |
4,397.0 |
754.0 |
14.8% |
21.8 |
0.4% |
91% |
False |
False |
1,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,445.0 |
2.618 |
5,314.4 |
1.618 |
5,234.4 |
1.000 |
5,185.0 |
0.618 |
5,154.4 |
HIGH |
5,105.0 |
0.618 |
5,074.4 |
0.500 |
5,065.0 |
0.382 |
5,055.6 |
LOW |
5,025.0 |
0.618 |
4,975.6 |
1.000 |
4,945.0 |
1.618 |
4,895.6 |
2.618 |
4,815.6 |
4.250 |
4,685.0 |
|
|
Fisher Pivots for day following 05-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,077.0 |
5,071.5 |
PP |
5,071.0 |
5,060.0 |
S1 |
5,065.0 |
5,048.5 |
|