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 |
5,311.50 |
5,359.25 |
47.75 |
0.9% |
5,384.75 |
High |
5,368.50 |
5,376.00 |
7.50 |
0.1% |
5,400.75 |
Low |
5,267.25 |
5,309.00 |
41.75 |
0.8% |
5,267.25 |
Close |
5,357.75 |
5,359.75 |
2.00 |
0.0% |
5,357.75 |
Range |
101.25 |
67.00 |
-34.25 |
-33.8% |
133.50 |
ATR |
55.40 |
56.23 |
0.83 |
1.5% |
0.00 |
Volume |
18,421 |
10,204 |
-8,217 |
-44.6% |
58,154 |
|
Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,549.25 |
5,521.50 |
5,396.50 |
|
R3 |
5,482.25 |
5,454.50 |
5,378.25 |
|
R2 |
5,415.25 |
5,415.25 |
5,372.00 |
|
R1 |
5,387.50 |
5,387.50 |
5,366.00 |
5,401.50 |
PP |
5,348.25 |
5,348.25 |
5,348.25 |
5,355.25 |
S1 |
5,320.50 |
5,320.50 |
5,353.50 |
5,334.50 |
S2 |
5,281.25 |
5,281.25 |
5,347.50 |
|
S3 |
5,214.25 |
5,253.50 |
5,341.25 |
|
S4 |
5,147.25 |
5,186.50 |
5,323.00 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,742.50 |
5,683.50 |
5,431.25 |
|
R3 |
5,609.00 |
5,550.00 |
5,394.50 |
|
R2 |
5,475.50 |
5,475.50 |
5,382.25 |
|
R1 |
5,416.50 |
5,416.50 |
5,370.00 |
5,379.25 |
PP |
5,342.00 |
5,342.00 |
5,342.00 |
5,323.25 |
S1 |
5,283.00 |
5,283.00 |
5,345.50 |
5,245.75 |
S2 |
5,208.50 |
5,208.50 |
5,333.25 |
|
S3 |
5,075.00 |
5,149.50 |
5,321.00 |
|
S4 |
4,941.50 |
5,016.00 |
5,284.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,400.75 |
5,267.25 |
133.50 |
2.5% |
60.50 |
1.1% |
69% |
False |
False |
13,671 |
10 |
5,430.75 |
5,267.25 |
163.50 |
3.1% |
53.25 |
1.0% |
57% |
False |
False |
10,612 |
20 |
5,430.75 |
5,213.25 |
217.50 |
4.1% |
46.75 |
0.9% |
67% |
False |
False |
6,238 |
40 |
5,430.75 |
5,019.75 |
411.00 |
7.7% |
60.75 |
1.1% |
83% |
False |
False |
4,438 |
60 |
5,430.75 |
5,019.75 |
411.00 |
7.7% |
57.50 |
1.1% |
83% |
False |
False |
3,537 |
80 |
5,430.75 |
5,019.75 |
411.00 |
7.7% |
55.50 |
1.0% |
83% |
False |
False |
2,727 |
100 |
5,430.75 |
4,845.00 |
585.75 |
10.9% |
53.25 |
1.0% |
88% |
False |
False |
2,226 |
120 |
5,430.75 |
4,754.00 |
676.75 |
12.6% |
51.00 |
1.0% |
90% |
False |
False |
1,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,660.75 |
2.618 |
5,551.50 |
1.618 |
5,484.50 |
1.000 |
5,443.00 |
0.618 |
5,417.50 |
HIGH |
5,376.00 |
0.618 |
5,350.50 |
0.500 |
5,342.50 |
0.382 |
5,334.50 |
LOW |
5,309.00 |
0.618 |
5,267.50 |
1.000 |
5,242.00 |
1.618 |
5,200.50 |
2.618 |
5,133.50 |
4.250 |
5,024.25 |
|
|
Fisher Pivots for day following 03-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,354.00 |
5,347.00 |
PP |
5,348.25 |
5,334.25 |
S1 |
5,342.50 |
5,321.50 |
|