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 |
19,331.75 |
19,295.00 |
-36.75 |
-0.2% |
18,835.25 |
High |
19,374.75 |
19,406.50 |
31.75 |
0.2% |
19,406.50 |
Low |
19,270.00 |
19,189.75 |
-80.25 |
-0.4% |
18,675.00 |
Close |
19,311.25 |
19,289.00 |
-22.25 |
-0.1% |
19,289.00 |
Range |
104.75 |
216.75 |
112.00 |
106.9% |
731.50 |
ATR |
253.99 |
251.33 |
-2.66 |
-1.0% |
0.00 |
Volume |
4,241 |
7,386 |
3,145 |
74.2% |
23,619 |
|
Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,945.25 |
19,834.00 |
19,408.25 |
|
R3 |
19,728.50 |
19,617.25 |
19,348.50 |
|
R2 |
19,511.75 |
19,511.75 |
19,328.75 |
|
R1 |
19,400.50 |
19,400.50 |
19,308.75 |
19,347.75 |
PP |
19,295.00 |
19,295.00 |
19,295.00 |
19,268.75 |
S1 |
19,183.75 |
19,183.75 |
19,269.25 |
19,131.00 |
S2 |
19,078.25 |
19,078.25 |
19,249.25 |
|
S3 |
18,861.50 |
18,967.00 |
19,229.50 |
|
S4 |
18,644.75 |
18,750.25 |
19,169.75 |
|
|
Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,318.00 |
21,035.00 |
19,691.25 |
|
R3 |
20,586.50 |
20,303.50 |
19,490.25 |
|
R2 |
19,855.00 |
19,855.00 |
19,423.00 |
|
R1 |
19,572.00 |
19,572.00 |
19,356.00 |
19,713.50 |
PP |
19,123.50 |
19,123.50 |
19,123.50 |
19,194.25 |
S1 |
18,840.50 |
18,840.50 |
19,222.00 |
18,982.00 |
S2 |
18,392.00 |
18,392.00 |
19,155.00 |
|
S3 |
17,660.50 |
18,109.00 |
19,087.75 |
|
S4 |
16,929.00 |
17,377.50 |
18,886.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,406.50 |
18,675.00 |
731.50 |
3.8% |
257.25 |
1.3% |
84% |
True |
False |
4,723 |
10 |
19,406.50 |
18,482.75 |
923.75 |
4.8% |
256.00 |
1.3% |
87% |
True |
False |
3,368 |
20 |
19,406.50 |
18,406.50 |
1,000.00 |
5.2% |
226.50 |
1.2% |
88% |
True |
False |
2,240 |
40 |
19,406.50 |
17,333.50 |
2,073.00 |
10.7% |
268.50 |
1.4% |
94% |
True |
False |
1,625 |
60 |
19,406.50 |
17,333.50 |
2,073.00 |
10.7% |
265.00 |
1.4% |
94% |
True |
False |
1,303 |
80 |
19,406.50 |
17,333.50 |
2,073.00 |
10.7% |
261.75 |
1.4% |
94% |
True |
False |
1,001 |
100 |
19,406.50 |
17,093.00 |
2,313.50 |
12.0% |
250.50 |
1.3% |
95% |
True |
False |
803 |
120 |
19,406.50 |
16,747.50 |
2,659.00 |
13.8% |
229.25 |
1.2% |
96% |
True |
False |
669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,327.75 |
2.618 |
19,974.00 |
1.618 |
19,757.25 |
1.000 |
19,623.25 |
0.618 |
19,540.50 |
HIGH |
19,406.50 |
0.618 |
19,323.75 |
0.500 |
19,298.00 |
0.382 |
19,272.50 |
LOW |
19,189.75 |
0.618 |
19,055.75 |
1.000 |
18,973.00 |
1.618 |
18,839.00 |
2.618 |
18,622.25 |
4.250 |
18,268.50 |
|
|
Fisher Pivots for day following 07-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
19,298.00 |
19,250.50 |
PP |
19,295.00 |
19,212.25 |
S1 |
19,292.00 |
19,174.00 |
|