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 |
5,431.75 |
5,426.25 |
-5.50 |
-0.1% |
5,359.25 |
High |
5,436.75 |
5,449.25 |
12.50 |
0.2% |
5,449.25 |
Low |
5,408.75 |
5,392.50 |
-16.25 |
-0.3% |
5,309.00 |
Close |
5,427.25 |
5,419.50 |
-7.75 |
-0.1% |
5,419.50 |
Range |
28.00 |
56.75 |
28.75 |
102.7% |
140.25 |
ATR |
54.51 |
54.67 |
0.16 |
0.3% |
0.00 |
Volume |
24,997 |
29,166 |
4,169 |
16.7% |
107,724 |
|
Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,590.75 |
5,561.75 |
5,450.75 |
|
R3 |
5,534.00 |
5,505.00 |
5,435.00 |
|
R2 |
5,477.25 |
5,477.25 |
5,430.00 |
|
R1 |
5,448.25 |
5,448.25 |
5,424.75 |
5,434.50 |
PP |
5,420.50 |
5,420.50 |
5,420.50 |
5,413.50 |
S1 |
5,391.50 |
5,391.50 |
5,414.25 |
5,377.50 |
S2 |
5,363.75 |
5,363.75 |
5,409.00 |
|
S3 |
5,307.00 |
5,334.75 |
5,404.00 |
|
S4 |
5,250.25 |
5,278.00 |
5,388.25 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,813.25 |
5,756.75 |
5,496.75 |
|
R3 |
5,673.00 |
5,616.50 |
5,458.00 |
|
R2 |
5,532.75 |
5,532.75 |
5,445.25 |
|
R1 |
5,476.25 |
5,476.25 |
5,432.25 |
5,504.50 |
PP |
5,392.50 |
5,392.50 |
5,392.50 |
5,406.75 |
S1 |
5,336.00 |
5,336.00 |
5,406.75 |
5,364.25 |
S2 |
5,252.25 |
5,252.25 |
5,393.75 |
|
S3 |
5,112.00 |
5,195.75 |
5,381.00 |
|
S4 |
4,971.75 |
5,055.50 |
5,342.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,449.25 |
5,309.00 |
140.25 |
2.6% |
53.75 |
1.0% |
79% |
True |
False |
21,544 |
10 |
5,449.25 |
5,267.25 |
182.00 |
3.4% |
54.75 |
1.0% |
84% |
True |
False |
17,392 |
20 |
5,449.25 |
5,267.25 |
182.00 |
3.4% |
49.00 |
0.9% |
84% |
True |
False |
10,894 |
40 |
5,449.25 |
5,019.75 |
429.50 |
7.9% |
58.50 |
1.1% |
93% |
True |
False |
6,715 |
60 |
5,449.25 |
5,019.75 |
429.50 |
7.9% |
57.50 |
1.1% |
93% |
True |
False |
5,049 |
80 |
5,449.25 |
5,019.75 |
429.50 |
7.9% |
55.50 |
1.0% |
93% |
True |
False |
3,938 |
100 |
5,449.25 |
4,845.00 |
604.25 |
11.1% |
53.50 |
1.0% |
95% |
True |
False |
3,200 |
120 |
5,449.25 |
4,803.25 |
646.00 |
11.9% |
51.50 |
0.9% |
95% |
True |
False |
2,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,690.50 |
2.618 |
5,597.75 |
1.618 |
5,541.00 |
1.000 |
5,506.00 |
0.618 |
5,484.25 |
HIGH |
5,449.25 |
0.618 |
5,427.50 |
0.500 |
5,421.00 |
0.382 |
5,414.25 |
LOW |
5,392.50 |
0.618 |
5,357.50 |
1.000 |
5,335.75 |
1.618 |
5,300.75 |
2.618 |
5,244.00 |
4.250 |
5,151.25 |
|
|
Fisher Pivots for day following 07-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
5,421.00 |
5,415.50 |
PP |
5,420.50 |
5,411.25 |
S1 |
5,420.00 |
5,407.25 |
|