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 |
5,366.25 |
5,431.75 |
65.50 |
1.2% |
5,384.75 |
High |
5,431.25 |
5,436.75 |
5.50 |
0.1% |
5,400.75 |
Low |
5,365.25 |
5,408.75 |
43.50 |
0.8% |
5,267.25 |
Close |
5,429.50 |
5,427.25 |
-2.25 |
0.0% |
5,357.75 |
Range |
66.00 |
28.00 |
-38.00 |
-57.6% |
133.50 |
ATR |
56.55 |
54.51 |
-2.04 |
-3.6% |
0.00 |
Volume |
22,603 |
24,997 |
2,394 |
10.6% |
58,154 |
|
Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,508.25 |
5,495.75 |
5,442.75 |
|
R3 |
5,480.25 |
5,467.75 |
5,435.00 |
|
R2 |
5,452.25 |
5,452.25 |
5,432.50 |
|
R1 |
5,439.75 |
5,439.75 |
5,429.75 |
5,432.00 |
PP |
5,424.25 |
5,424.25 |
5,424.25 |
5,420.50 |
S1 |
5,411.75 |
5,411.75 |
5,424.75 |
5,404.00 |
S2 |
5,396.25 |
5,396.25 |
5,422.00 |
|
S3 |
5,368.25 |
5,383.75 |
5,419.50 |
|
S4 |
5,340.25 |
5,355.75 |
5,411.75 |
|
|
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 |
5,436.75 |
5,267.25 |
169.50 |
3.1% |
62.50 |
1.2% |
94% |
True |
False |
19,395 |
10 |
5,436.75 |
5,267.25 |
169.50 |
3.1% |
58.50 |
1.1% |
94% |
True |
False |
15,473 |
20 |
5,436.75 |
5,254.00 |
182.75 |
3.4% |
48.50 |
0.9% |
95% |
True |
False |
9,480 |
40 |
5,436.75 |
5,019.75 |
417.00 |
7.7% |
59.25 |
1.1% |
98% |
True |
False |
6,035 |
60 |
5,436.75 |
5,019.75 |
417.00 |
7.7% |
57.00 |
1.1% |
98% |
True |
False |
4,639 |
80 |
5,436.75 |
5,019.75 |
417.00 |
7.7% |
56.25 |
1.0% |
98% |
True |
False |
3,578 |
100 |
5,436.75 |
4,845.00 |
591.75 |
10.9% |
53.25 |
1.0% |
98% |
True |
False |
2,909 |
120 |
5,436.75 |
4,803.25 |
633.50 |
11.7% |
51.25 |
0.9% |
99% |
True |
False |
2,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,555.75 |
2.618 |
5,510.00 |
1.618 |
5,482.00 |
1.000 |
5,464.75 |
0.618 |
5,454.00 |
HIGH |
5,436.75 |
0.618 |
5,426.00 |
0.500 |
5,422.75 |
0.382 |
5,419.50 |
LOW |
5,408.75 |
0.618 |
5,391.50 |
1.000 |
5,380.75 |
1.618 |
5,363.50 |
2.618 |
5,335.50 |
4.250 |
5,289.75 |
|
|
Fisher Pivots for day following 06-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,425.75 |
5,411.50 |
PP |
5,424.25 |
5,396.00 |
S1 |
5,422.75 |
5,380.50 |
|