Trading Metrics calculated at close of trading on 03-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
8,284.5 |
8,390.0 |
105.5 |
1.3% |
8,400.0 |
High |
8,335.0 |
8,390.0 |
55.0 |
0.7% |
8,400.0 |
Low |
8,284.5 |
8,293.5 |
9.0 |
0.1% |
8,200.0 |
Close |
8,331.5 |
8,318.0 |
-13.5 |
-0.2% |
8,331.5 |
Range |
50.5 |
96.5 |
46.0 |
91.1% |
200.0 |
ATR |
55.2 |
58.2 |
2.9 |
5.3% |
0.0 |
Volume |
262 |
300 |
38 |
14.5% |
840 |
|
Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,623.5 |
8,567.0 |
8,371.0 |
|
R3 |
8,527.0 |
8,470.5 |
8,344.5 |
|
R2 |
8,430.5 |
8,430.5 |
8,335.5 |
|
R1 |
8,374.0 |
8,374.0 |
8,327.0 |
8,354.0 |
PP |
8,334.0 |
8,334.0 |
8,334.0 |
8,324.0 |
S1 |
8,277.5 |
8,277.5 |
8,309.0 |
8,257.5 |
S2 |
8,237.5 |
8,237.5 |
8,300.5 |
|
S3 |
8,141.0 |
8,181.0 |
8,291.5 |
|
S4 |
8,044.5 |
8,084.5 |
8,265.0 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,910.5 |
8,821.0 |
8,441.5 |
|
R3 |
8,710.5 |
8,621.0 |
8,386.5 |
|
R2 |
8,510.5 |
8,510.5 |
8,368.0 |
|
R1 |
8,421.0 |
8,421.0 |
8,350.0 |
8,366.0 |
PP |
8,310.5 |
8,310.5 |
8,310.5 |
8,283.0 |
S1 |
8,221.0 |
8,221.0 |
8,313.0 |
8,166.0 |
S2 |
8,110.5 |
8,110.5 |
8,295.0 |
|
S3 |
7,910.5 |
8,021.0 |
8,276.5 |
|
S4 |
7,710.5 |
7,821.0 |
8,221.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,400.0 |
8,200.0 |
200.0 |
2.4% |
82.5 |
1.0% |
59% |
False |
False |
228 |
10 |
8,492.0 |
8,200.0 |
292.0 |
3.5% |
57.5 |
0.7% |
40% |
False |
False |
118 |
20 |
8,492.0 |
8,200.0 |
292.0 |
3.5% |
33.0 |
0.4% |
40% |
False |
False |
63 |
40 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
40.5 |
0.5% |
75% |
False |
False |
36 |
60 |
8,492.0 |
7,711.5 |
780.5 |
9.4% |
36.0 |
0.4% |
78% |
False |
False |
26 |
80 |
8,492.0 |
7,509.0 |
983.0 |
11.8% |
27.0 |
0.3% |
82% |
False |
False |
20 |
100 |
8,492.0 |
7,468.0 |
1,024.0 |
12.3% |
22.5 |
0.3% |
83% |
False |
False |
16 |
120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.3% |
18.5 |
0.2% |
83% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,800.0 |
2.618 |
8,642.5 |
1.618 |
8,546.0 |
1.000 |
8,486.5 |
0.618 |
8,449.5 |
HIGH |
8,390.0 |
0.618 |
8,353.0 |
0.500 |
8,342.0 |
0.382 |
8,330.5 |
LOW |
8,293.5 |
0.618 |
8,234.0 |
1.000 |
8,197.0 |
1.618 |
8,137.5 |
2.618 |
8,041.0 |
4.250 |
7,883.5 |
|
|
Fisher Pivots for day following 03-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
8,342.0 |
8,310.5 |
PP |
8,334.0 |
8,302.5 |
S1 |
8,326.0 |
8,295.0 |
|