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 |
18,923.0 |
18,732.0 |
-191.0 |
-1.0% |
19,100.0 |
High |
18,927.0 |
18,740.0 |
-187.0 |
-1.0% |
19,109.0 |
Low |
18,840.0 |
18,630.0 |
-210.0 |
-1.1% |
18,639.0 |
Close |
18,851.0 |
18,654.0 |
-197.0 |
-1.0% |
18,724.0 |
Range |
87.0 |
110.0 |
23.0 |
26.4% |
470.0 |
ATR |
141.7 |
147.4 |
5.7 |
4.0% |
0.0 |
Volume |
106 |
133 |
27 |
25.5% |
1,118 |
|
Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,004.7 |
18,939.3 |
18,714.5 |
|
R3 |
18,894.7 |
18,829.3 |
18,684.3 |
|
R2 |
18,784.7 |
18,784.7 |
18,674.2 |
|
R1 |
18,719.3 |
18,719.3 |
18,664.1 |
18,697.0 |
PP |
18,674.7 |
18,674.7 |
18,674.7 |
18,663.5 |
S1 |
18,609.3 |
18,609.3 |
18,643.9 |
18,587.0 |
S2 |
18,564.7 |
18,564.7 |
18,633.8 |
|
S3 |
18,454.7 |
18,499.3 |
18,623.8 |
|
S4 |
18,344.7 |
18,389.3 |
18,593.5 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,234.0 |
19,949.0 |
18,982.5 |
|
R3 |
19,764.0 |
19,479.0 |
18,853.3 |
|
R2 |
19,294.0 |
19,294.0 |
18,810.2 |
|
R1 |
19,009.0 |
19,009.0 |
18,767.1 |
18,916.5 |
PP |
18,824.0 |
18,824.0 |
18,824.0 |
18,777.8 |
S1 |
18,539.0 |
18,539.0 |
18,680.9 |
18,446.5 |
S2 |
18,354.0 |
18,354.0 |
18,637.8 |
|
S3 |
17,884.0 |
18,069.0 |
18,594.8 |
|
S4 |
17,414.0 |
17,599.0 |
18,465.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,927.0 |
18,630.0 |
297.0 |
1.6% |
122.2 |
0.7% |
8% |
False |
True |
255 |
10 |
19,109.0 |
18,630.0 |
479.0 |
2.6% |
116.1 |
0.6% |
5% |
False |
True |
140 |
20 |
19,180.0 |
18,560.0 |
620.0 |
3.3% |
90.7 |
0.5% |
15% |
False |
False |
78 |
40 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
100.0 |
0.5% |
53% |
False |
False |
47 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.1% |
82.7 |
0.4% |
53% |
False |
False |
33 |
80 |
19,180.0 |
17,357.0 |
1,823.0 |
9.8% |
63.8 |
0.3% |
71% |
False |
False |
25 |
100 |
19,180.0 |
16,932.0 |
2,248.0 |
12.1% |
51.0 |
0.3% |
77% |
False |
False |
20 |
120 |
19,180.0 |
16,932.0 |
2,248.0 |
12.1% |
42.5 |
0.2% |
77% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,207.5 |
2.618 |
19,028.0 |
1.618 |
18,918.0 |
1.000 |
18,850.0 |
0.618 |
18,808.0 |
HIGH |
18,740.0 |
0.618 |
18,698.0 |
0.500 |
18,685.0 |
0.382 |
18,672.0 |
LOW |
18,630.0 |
0.618 |
18,562.0 |
1.000 |
18,520.0 |
1.618 |
18,452.0 |
2.618 |
18,342.0 |
4.250 |
18,162.5 |
|
|
Fisher Pivots for day following 04-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,685.0 |
18,778.5 |
PP |
18,674.7 |
18,737.0 |
S1 |
18,664.3 |
18,695.5 |
|