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 |
18,830.00 |
18,835.25 |
5.25 |
0.0% |
19,115.25 |
High |
18,910.00 |
18,998.00 |
88.00 |
0.5% |
19,225.00 |
Low |
18,482.75 |
18,675.00 |
192.25 |
1.0% |
18,482.75 |
Close |
18,831.50 |
18,887.50 |
56.00 |
0.3% |
18,831.50 |
Range |
427.25 |
323.00 |
-104.25 |
-24.4% |
742.25 |
ATR |
251.06 |
256.20 |
5.14 |
2.0% |
0.00 |
Volume |
3,325 |
2,816 |
-509 |
-15.3% |
8,482 |
|
Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,822.50 |
19,678.00 |
19,065.25 |
|
R3 |
19,499.50 |
19,355.00 |
18,976.25 |
|
R2 |
19,176.50 |
19,176.50 |
18,946.75 |
|
R1 |
19,032.00 |
19,032.00 |
18,917.00 |
19,104.25 |
PP |
18,853.50 |
18,853.50 |
18,853.50 |
18,889.50 |
S1 |
18,709.00 |
18,709.00 |
18,858.00 |
18,781.25 |
S2 |
18,530.50 |
18,530.50 |
18,828.25 |
|
S3 |
18,207.50 |
18,386.00 |
18,798.75 |
|
S4 |
17,884.50 |
18,063.00 |
18,709.75 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,073.25 |
20,694.50 |
19,239.75 |
|
R3 |
20,331.00 |
19,952.25 |
19,035.50 |
|
R2 |
19,588.75 |
19,588.75 |
18,967.50 |
|
R1 |
19,210.00 |
19,210.00 |
18,899.50 |
19,028.25 |
PP |
18,846.50 |
18,846.50 |
18,846.50 |
18,755.50 |
S1 |
18,467.75 |
18,467.75 |
18,763.50 |
18,286.00 |
S2 |
18,104.25 |
18,104.25 |
18,695.50 |
|
S3 |
17,362.00 |
17,725.50 |
18,627.50 |
|
S4 |
16,619.75 |
16,983.25 |
18,423.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,225.00 |
18,482.75 |
742.25 |
3.9% |
270.75 |
1.4% |
55% |
False |
False |
2,259 |
10 |
19,265.75 |
18,482.75 |
783.00 |
4.1% |
248.00 |
1.3% |
52% |
False |
False |
1,872 |
20 |
19,265.75 |
18,208.50 |
1,057.25 |
5.6% |
210.00 |
1.1% |
64% |
False |
False |
1,320 |
40 |
19,265.75 |
17,333.50 |
1,932.25 |
10.2% |
274.25 |
1.5% |
80% |
False |
False |
1,188 |
60 |
19,265.75 |
17,333.50 |
1,932.25 |
10.2% |
267.25 |
1.4% |
80% |
False |
False |
975 |
80 |
19,265.75 |
17,333.50 |
1,932.25 |
10.2% |
258.00 |
1.4% |
80% |
False |
False |
742 |
100 |
19,265.75 |
17,093.00 |
2,172.75 |
11.5% |
248.50 |
1.3% |
83% |
False |
False |
595 |
120 |
19,265.75 |
16,747.50 |
2,518.25 |
13.3% |
223.25 |
1.2% |
85% |
False |
False |
496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,370.75 |
2.618 |
19,843.50 |
1.618 |
19,520.50 |
1.000 |
19,321.00 |
0.618 |
19,197.50 |
HIGH |
18,998.00 |
0.618 |
18,874.50 |
0.500 |
18,836.50 |
0.382 |
18,798.50 |
LOW |
18,675.00 |
0.618 |
18,475.50 |
1.000 |
18,352.00 |
1.618 |
18,152.50 |
2.618 |
17,829.50 |
4.250 |
17,302.25 |
|
|
Fisher Pivots for day following 03-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,870.50 |
18,843.25 |
PP |
18,853.50 |
18,799.25 |
S1 |
18,836.50 |
18,755.00 |
|