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 |
18,835.25 |
18,897.25 |
62.00 |
0.3% |
19,115.25 |
High |
18,998.00 |
18,997.00 |
-1.00 |
0.0% |
19,225.00 |
Low |
18,675.00 |
18,754.25 |
79.25 |
0.4% |
18,482.75 |
Close |
18,887.50 |
18,945.00 |
57.50 |
0.3% |
18,831.50 |
Range |
323.00 |
242.75 |
-80.25 |
-24.8% |
742.25 |
ATR |
256.20 |
255.24 |
-0.96 |
-0.4% |
0.00 |
Volume |
2,816 |
3,820 |
1,004 |
35.7% |
8,482 |
|
Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,627.00 |
19,528.75 |
19,078.50 |
|
R3 |
19,384.25 |
19,286.00 |
19,011.75 |
|
R2 |
19,141.50 |
19,141.50 |
18,989.50 |
|
R1 |
19,043.25 |
19,043.25 |
18,967.25 |
19,092.50 |
PP |
18,898.75 |
18,898.75 |
18,898.75 |
18,923.25 |
S1 |
18,800.50 |
18,800.50 |
18,922.75 |
18,849.50 |
S2 |
18,656.00 |
18,656.00 |
18,900.50 |
|
S3 |
18,413.25 |
18,557.75 |
18,878.25 |
|
S4 |
18,170.50 |
18,315.00 |
18,811.50 |
|
|
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 |
19,192.00 |
18,482.75 |
709.25 |
3.7% |
287.25 |
1.5% |
65% |
False |
False |
2,732 |
10 |
19,265.75 |
18,482.75 |
783.00 |
4.1% |
256.25 |
1.4% |
59% |
False |
False |
2,159 |
20 |
19,265.75 |
18,296.00 |
969.75 |
5.1% |
211.25 |
1.1% |
67% |
False |
False |
1,478 |
40 |
19,265.75 |
17,333.50 |
1,932.25 |
10.2% |
276.75 |
1.5% |
83% |
False |
False |
1,273 |
60 |
19,265.75 |
17,333.50 |
1,932.25 |
10.2% |
264.25 |
1.4% |
83% |
False |
False |
1,036 |
80 |
19,265.75 |
17,333.50 |
1,932.25 |
10.2% |
260.00 |
1.4% |
83% |
False |
False |
789 |
100 |
19,265.75 |
17,093.00 |
2,172.75 |
11.5% |
249.25 |
1.3% |
85% |
False |
False |
633 |
120 |
19,265.75 |
16,747.50 |
2,518.25 |
13.3% |
225.50 |
1.2% |
87% |
False |
False |
528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,028.75 |
2.618 |
19,632.50 |
1.618 |
19,389.75 |
1.000 |
19,239.75 |
0.618 |
19,147.00 |
HIGH |
18,997.00 |
0.618 |
18,904.25 |
0.500 |
18,875.50 |
0.382 |
18,847.00 |
LOW |
18,754.25 |
0.618 |
18,604.25 |
1.000 |
18,511.50 |
1.618 |
18,361.50 |
2.618 |
18,118.75 |
4.250 |
17,722.50 |
|
|
Fisher Pivots for day following 04-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,922.00 |
18,876.75 |
PP |
18,898.75 |
18,808.50 |
S1 |
18,875.50 |
18,740.50 |
|