Trading Metrics calculated at close of trading on 07-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
5,109.0 |
5,117.0 |
8.0 |
0.2% |
5,063.0 |
High |
5,132.0 |
5,125.0 |
-7.0 |
-0.1% |
5,132.0 |
Low |
5,100.0 |
5,068.0 |
-32.0 |
-0.6% |
4,992.0 |
Close |
5,119.0 |
5,101.0 |
-18.0 |
-0.4% |
5,101.0 |
Range |
32.0 |
57.0 |
25.0 |
78.1% |
140.0 |
ATR |
53.5 |
53.7 |
0.3 |
0.5% |
0.0 |
Volume |
25,790 |
28,354 |
2,564 |
9.9% |
101,033 |
|
Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,269.0 |
5,242.0 |
5,132.4 |
|
R3 |
5,212.0 |
5,185.0 |
5,116.7 |
|
R2 |
5,155.0 |
5,155.0 |
5,111.5 |
|
R1 |
5,128.0 |
5,128.0 |
5,106.2 |
5,113.0 |
PP |
5,098.0 |
5,098.0 |
5,098.0 |
5,090.5 |
S1 |
5,071.0 |
5,071.0 |
5,095.8 |
5,056.0 |
S2 |
5,041.0 |
5,041.0 |
5,090.6 |
|
S3 |
4,984.0 |
5,014.0 |
5,085.3 |
|
S4 |
4,927.0 |
4,957.0 |
5,069.7 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,495.0 |
5,438.0 |
5,178.0 |
|
R3 |
5,355.0 |
5,298.0 |
5,139.5 |
|
R2 |
5,215.0 |
5,215.0 |
5,126.7 |
|
R1 |
5,158.0 |
5,158.0 |
5,113.8 |
5,186.5 |
PP |
5,075.0 |
5,075.0 |
5,075.0 |
5,089.3 |
S1 |
5,018.0 |
5,018.0 |
5,088.2 |
5,046.5 |
S2 |
4,935.0 |
4,935.0 |
5,075.3 |
|
S3 |
4,795.0 |
4,878.0 |
5,062.5 |
|
S4 |
4,655.0 |
4,738.0 |
5,024.0 |
|
|
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% |
57.8 |
1.1% |
78% |
False |
False |
20,206 |
10 |
5,132.0 |
4,992.0 |
140.0 |
2.7% |
54.8 |
1.1% |
78% |
False |
False |
14,988 |
20 |
5,151.0 |
4,992.0 |
159.0 |
3.1% |
44.3 |
0.9% |
69% |
False |
False |
9,082 |
40 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
50.2 |
1.0% |
84% |
False |
False |
5,087 |
60 |
5,151.0 |
4,846.0 |
305.0 |
6.0% |
44.0 |
0.9% |
84% |
False |
False |
3,446 |
80 |
5,151.0 |
4,687.0 |
464.0 |
9.1% |
33.8 |
0.7% |
89% |
False |
False |
2,604 |
100 |
5,151.0 |
4,397.0 |
754.0 |
14.8% |
27.1 |
0.5% |
93% |
False |
False |
2,087 |
120 |
5,151.0 |
4,397.0 |
754.0 |
14.8% |
22.5 |
0.4% |
93% |
False |
False |
1,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,367.3 |
2.618 |
5,274.2 |
1.618 |
5,217.2 |
1.000 |
5,182.0 |
0.618 |
5,160.2 |
HIGH |
5,125.0 |
0.618 |
5,103.2 |
0.500 |
5,096.5 |
0.382 |
5,089.8 |
LOW |
5,068.0 |
0.618 |
5,032.8 |
1.000 |
5,011.0 |
1.618 |
4,975.8 |
2.618 |
4,918.8 |
4.250 |
4,825.8 |
|
|
Fisher Pivots for day following 07-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,099.5 |
5,093.5 |
PP |
5,098.0 |
5,086.0 |
S1 |
5,096.5 |
5,078.5 |
|