| 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 |
5,359.25 |
5,362.00 |
2.75 |
0.1% |
5,384.75 |
| High |
5,376.00 |
5,374.50 |
-1.50 |
0.0% |
5,400.75 |
| Low |
5,309.00 |
5,324.00 |
15.00 |
0.3% |
5,267.25 |
| Close |
5,359.75 |
5,366.50 |
6.75 |
0.1% |
5,357.75 |
| Range |
67.00 |
50.50 |
-16.50 |
-24.6% |
133.50 |
| ATR |
56.23 |
55.82 |
-0.41 |
-0.7% |
0.00 |
| Volume |
10,204 |
20,754 |
10,550 |
103.4% |
58,154 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,506.50 |
5,487.00 |
5,394.25 |
|
| R3 |
5,456.00 |
5,436.50 |
5,380.50 |
|
| R2 |
5,405.50 |
5,405.50 |
5,375.75 |
|
| R1 |
5,386.00 |
5,386.00 |
5,371.25 |
5,395.75 |
| PP |
5,355.00 |
5,355.00 |
5,355.00 |
5,360.00 |
| S1 |
5,335.50 |
5,335.50 |
5,361.75 |
5,345.25 |
| S2 |
5,304.50 |
5,304.50 |
5,357.25 |
|
| S3 |
5,254.00 |
5,285.00 |
5,352.50 |
|
| S4 |
5,203.50 |
5,234.50 |
5,338.75 |
|
|
| 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 |
5,384.00 |
5,267.25 |
116.75 |
2.2% |
62.25 |
1.2% |
85% |
False |
False |
16,094 |
| 10 |
5,430.75 |
5,267.25 |
163.50 |
3.0% |
55.75 |
1.0% |
61% |
False |
False |
12,347 |
| 20 |
5,430.75 |
5,246.75 |
184.00 |
3.4% |
46.50 |
0.9% |
65% |
False |
False |
7,207 |
| 40 |
5,430.75 |
5,019.75 |
411.00 |
7.7% |
61.00 |
1.1% |
84% |
False |
False |
4,942 |
| 60 |
5,430.75 |
5,019.75 |
411.00 |
7.7% |
57.25 |
1.1% |
84% |
False |
False |
3,870 |
| 80 |
5,430.75 |
5,019.75 |
411.00 |
7.7% |
55.75 |
1.0% |
84% |
False |
False |
2,985 |
| 100 |
5,430.75 |
4,845.00 |
585.75 |
10.9% |
53.25 |
1.0% |
89% |
False |
False |
2,433 |
| 120 |
5,430.75 |
4,762.25 |
668.50 |
12.5% |
51.25 |
1.0% |
90% |
False |
False |
2,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,589.00 |
|
2.618 |
5,506.75 |
|
1.618 |
5,456.25 |
|
1.000 |
5,425.00 |
|
0.618 |
5,405.75 |
|
HIGH |
5,374.50 |
|
0.618 |
5,355.25 |
|
0.500 |
5,349.25 |
|
0.382 |
5,343.25 |
|
LOW |
5,324.00 |
|
0.618 |
5,292.75 |
|
1.000 |
5,273.50 |
|
1.618 |
5,242.25 |
|
2.618 |
5,191.75 |
|
4.250 |
5,109.50 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,360.75 |
5,351.50 |
| PP |
5,355.00 |
5,336.50 |
| S1 |
5,349.25 |
5,321.50 |
|