Trading Metrics calculated at close of trading on 05-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
18,897.25 |
18,953.50 |
56.25 |
0.3% |
19,115.25 |
High |
18,997.00 |
19,339.75 |
342.75 |
1.8% |
19,225.00 |
Low |
18,754.25 |
18,941.25 |
187.00 |
1.0% |
18,482.75 |
Close |
18,945.00 |
19,323.00 |
378.00 |
2.0% |
18,831.50 |
Range |
242.75 |
398.50 |
155.75 |
64.2% |
742.25 |
ATR |
255.24 |
265.47 |
10.23 |
4.0% |
0.00 |
Volume |
3,820 |
5,356 |
1,536 |
40.2% |
8,482 |
|
Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,396.75 |
20,258.50 |
19,542.25 |
|
R3 |
19,998.25 |
19,860.00 |
19,432.50 |
|
R2 |
19,599.75 |
19,599.75 |
19,396.00 |
|
R1 |
19,461.50 |
19,461.50 |
19,359.50 |
19,530.50 |
PP |
19,201.25 |
19,201.25 |
19,201.25 |
19,236.00 |
S1 |
19,063.00 |
19,063.00 |
19,286.50 |
19,132.00 |
S2 |
18,802.75 |
18,802.75 |
19,250.00 |
|
S3 |
18,404.25 |
18,664.50 |
19,213.50 |
|
S4 |
18,005.75 |
18,266.00 |
19,103.75 |
|
|
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 |
19,339.75 |
18,482.75 |
857.00 |
4.4% |
325.25 |
1.7% |
98% |
True |
False |
3,463 |
10 |
19,339.75 |
18,482.75 |
857.00 |
4.4% |
283.25 |
1.5% |
98% |
True |
False |
2,589 |
20 |
19,339.75 |
18,296.00 |
1,043.75 |
5.4% |
225.75 |
1.2% |
98% |
True |
False |
1,714 |
40 |
19,339.75 |
17,333.50 |
2,006.25 |
10.4% |
280.75 |
1.5% |
99% |
True |
False |
1,393 |
60 |
19,339.75 |
17,333.50 |
2,006.25 |
10.4% |
268.25 |
1.4% |
99% |
True |
False |
1,121 |
80 |
19,339.75 |
17,333.50 |
2,006.25 |
10.4% |
263.25 |
1.4% |
99% |
True |
False |
856 |
100 |
19,339.75 |
17,093.00 |
2,246.75 |
11.6% |
250.75 |
1.3% |
99% |
True |
False |
687 |
120 |
19,339.75 |
16,747.50 |
2,592.25 |
13.4% |
228.75 |
1.2% |
99% |
True |
False |
572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,033.50 |
2.618 |
20,383.00 |
1.618 |
19,984.50 |
1.000 |
19,738.25 |
0.618 |
19,586.00 |
HIGH |
19,339.75 |
0.618 |
19,187.50 |
0.500 |
19,140.50 |
0.382 |
19,093.50 |
LOW |
18,941.25 |
0.618 |
18,695.00 |
1.000 |
18,542.75 |
1.618 |
18,296.50 |
2.618 |
17,898.00 |
4.250 |
17,247.50 |
|
|
Fisher Pivots for day following 05-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
19,262.25 |
19,217.75 |
PP |
19,201.25 |
19,112.50 |
S1 |
19,140.50 |
19,007.50 |
|