Trading Metrics calculated at close of trading on 06-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
5,027.0 |
5,109.0 |
82.0 |
1.6% |
5,114.0 |
High |
5,105.0 |
5,132.0 |
27.0 |
0.5% |
5,125.0 |
Low |
5,025.0 |
5,100.0 |
75.0 |
1.5% |
4,996.0 |
Close |
5,083.0 |
5,119.0 |
36.0 |
0.7% |
5,028.0 |
Range |
80.0 |
32.0 |
-48.0 |
-60.0% |
129.0 |
ATR |
53.8 |
53.5 |
-0.3 |
-0.6% |
0.0 |
Volume |
7,886 |
25,790 |
17,904 |
227.0% |
48,045 |
|
Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,213.0 |
5,198.0 |
5,136.6 |
|
R3 |
5,181.0 |
5,166.0 |
5,127.8 |
|
R2 |
5,149.0 |
5,149.0 |
5,124.9 |
|
R1 |
5,134.0 |
5,134.0 |
5,121.9 |
5,141.5 |
PP |
5,117.0 |
5,117.0 |
5,117.0 |
5,120.8 |
S1 |
5,102.0 |
5,102.0 |
5,116.1 |
5,109.5 |
S2 |
5,085.0 |
5,085.0 |
5,113.1 |
|
S3 |
5,053.0 |
5,070.0 |
5,110.2 |
|
S4 |
5,021.0 |
5,038.0 |
5,101.4 |
|
|
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 |
5,132.0 |
4,992.0 |
140.0 |
2.7% |
53.6 |
1.0% |
91% |
True |
False |
22,362 |
10 |
5,132.0 |
4,992.0 |
140.0 |
2.7% |
55.3 |
1.1% |
91% |
True |
False |
12,208 |
20 |
5,151.0 |
4,992.0 |
159.0 |
3.1% |
43.8 |
0.9% |
80% |
False |
False |
7,850 |
40 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
50.4 |
1.0% |
90% |
False |
False |
4,380 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
43.1 |
0.8% |
90% |
False |
False |
2,974 |
80 |
5,151.0 |
4,687.0 |
464.0 |
9.1% |
33.0 |
0.6% |
93% |
False |
False |
2,249 |
100 |
5,151.0 |
4,397.0 |
754.0 |
14.7% |
26.5 |
0.5% |
96% |
False |
False |
1,804 |
120 |
5,151.0 |
4,397.0 |
754.0 |
14.7% |
22.1 |
0.4% |
96% |
False |
False |
1,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,268.0 |
2.618 |
5,215.8 |
1.618 |
5,183.8 |
1.000 |
5,164.0 |
0.618 |
5,151.8 |
HIGH |
5,132.0 |
0.618 |
5,119.8 |
0.500 |
5,116.0 |
0.382 |
5,112.2 |
LOW |
5,100.0 |
0.618 |
5,080.2 |
1.000 |
5,068.0 |
1.618 |
5,048.2 |
2.618 |
5,016.2 |
4.250 |
4,964.0 |
|
|
Fisher Pivots for day following 06-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,118.0 |
5,100.0 |
PP |
5,117.0 |
5,081.0 |
S1 |
5,116.0 |
5,062.0 |
|