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 |
18,732.0 |
18,746.0 |
14.0 |
0.1% |
19,100.0 |
High |
18,740.0 |
18,866.0 |
126.0 |
0.7% |
19,109.0 |
Low |
18,630.0 |
18,726.0 |
96.0 |
0.5% |
18,639.0 |
Close |
18,654.0 |
18,804.0 |
150.0 |
0.8% |
18,724.0 |
Range |
110.0 |
140.0 |
30.0 |
27.3% |
470.0 |
ATR |
147.4 |
152.0 |
4.6 |
3.1% |
0.0 |
Volume |
133 |
64 |
-69 |
-51.9% |
1,118 |
|
Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,218.7 |
19,151.3 |
18,881.0 |
|
R3 |
19,078.7 |
19,011.3 |
18,842.5 |
|
R2 |
18,938.7 |
18,938.7 |
18,829.7 |
|
R1 |
18,871.3 |
18,871.3 |
18,816.8 |
18,905.0 |
PP |
18,798.7 |
18,798.7 |
18,798.7 |
18,815.5 |
S1 |
18,731.3 |
18,731.3 |
18,791.2 |
18,765.0 |
S2 |
18,658.7 |
18,658.7 |
18,778.3 |
|
S3 |
18,518.7 |
18,591.3 |
18,765.5 |
|
S4 |
18,378.7 |
18,451.3 |
18,727.0 |
|
|
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 |
0.6% |
59% |
False |
False |
262 |
10 |
19,109.0 |
18,630.0 |
479.0 |
2.5% |
121.7 |
0.6% |
36% |
False |
False |
146 |
20 |
19,180.0 |
18,630.0 |
550.0 |
2.9% |
87.0 |
0.5% |
32% |
False |
False |
79 |
40 |
19,180.0 |
18,051.0 |
1,129.0 |
6.0% |
102.0 |
0.5% |
67% |
False |
False |
49 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.0% |
85.0 |
0.5% |
67% |
False |
False |
34 |
80 |
19,180.0 |
17,357.0 |
1,823.0 |
9.7% |
65.5 |
0.3% |
79% |
False |
False |
25 |
100 |
19,180.0 |
16,932.0 |
2,248.0 |
12.0% |
52.4 |
0.3% |
83% |
False |
False |
20 |
120 |
19,180.0 |
16,932.0 |
2,248.0 |
12.0% |
43.7 |
0.2% |
83% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,461.0 |
2.618 |
19,232.5 |
1.618 |
19,092.5 |
1.000 |
19,006.0 |
0.618 |
18,952.5 |
HIGH |
18,866.0 |
0.618 |
18,812.5 |
0.500 |
18,796.0 |
0.382 |
18,779.5 |
LOW |
18,726.0 |
0.618 |
18,639.5 |
1.000 |
18,586.0 |
1.618 |
18,499.5 |
2.618 |
18,359.5 |
4.250 |
18,131.0 |
|
|
Fisher Pivots for day following 05-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,801.3 |
18,795.5 |
PP |
18,798.7 |
18,787.0 |
S1 |
18,796.0 |
18,778.5 |
|