Trading Metrics calculated at close of trading on 06-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
18,746.0 |
18,854.0 |
108.0 |
0.6% |
19,100.0 |
High |
18,866.0 |
19,012.0 |
146.0 |
0.8% |
19,109.0 |
Low |
18,726.0 |
18,845.0 |
119.0 |
0.6% |
18,639.0 |
Close |
18,804.0 |
18,875.0 |
71.0 |
0.4% |
18,724.0 |
Range |
140.0 |
167.0 |
27.0 |
19.3% |
470.0 |
ATR |
152.0 |
156.0 |
4.0 |
2.6% |
0.0 |
Volume |
64 |
959 |
895 |
1,398.4% |
1,118 |
|
Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,411.7 |
19,310.3 |
18,966.9 |
|
R3 |
19,244.7 |
19,143.3 |
18,920.9 |
|
R2 |
19,077.7 |
19,077.7 |
18,905.6 |
|
R1 |
18,976.3 |
18,976.3 |
18,890.3 |
19,027.0 |
PP |
18,910.7 |
18,910.7 |
18,910.7 |
18,936.0 |
S1 |
18,809.3 |
18,809.3 |
18,859.7 |
18,860.0 |
S2 |
18,743.7 |
18,743.7 |
18,844.4 |
|
S3 |
18,576.7 |
18,642.3 |
18,829.1 |
|
S4 |
18,409.7 |
18,475.3 |
18,783.2 |
|
|
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 |
19,012.0 |
18,630.0 |
382.0 |
2.0% |
131.8 |
0.7% |
64% |
True |
False |
447 |
10 |
19,109.0 |
18,630.0 |
479.0 |
2.5% |
138.3 |
0.7% |
51% |
False |
False |
241 |
20 |
19,180.0 |
18,630.0 |
550.0 |
2.9% |
93.8 |
0.5% |
45% |
False |
False |
126 |
40 |
19,180.0 |
18,051.0 |
1,129.0 |
6.0% |
104.1 |
0.6% |
73% |
False |
False |
73 |
60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.0% |
87.8 |
0.5% |
73% |
False |
False |
50 |
80 |
19,180.0 |
17,357.0 |
1,823.0 |
9.7% |
67.6 |
0.4% |
83% |
False |
False |
37 |
100 |
19,180.0 |
16,932.0 |
2,248.0 |
11.9% |
54.1 |
0.3% |
86% |
False |
False |
30 |
120 |
19,180.0 |
16,932.0 |
2,248.0 |
11.9% |
45.1 |
0.2% |
86% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,721.8 |
2.618 |
19,449.2 |
1.618 |
19,282.2 |
1.000 |
19,179.0 |
0.618 |
19,115.2 |
HIGH |
19,012.0 |
0.618 |
18,948.2 |
0.500 |
18,928.5 |
0.382 |
18,908.8 |
LOW |
18,845.0 |
0.618 |
18,741.8 |
1.000 |
18,678.0 |
1.618 |
18,574.8 |
2.618 |
18,407.8 |
4.250 |
18,135.3 |
|
|
Fisher Pivots for day following 06-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
18,928.5 |
18,857.0 |
PP |
18,910.7 |
18,839.0 |
S1 |
18,892.8 |
18,821.0 |
|