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 |
8,390.0 |
8,255.0 |
-135.0 |
-1.6% |
8,400.0 |
High |
8,390.0 |
8,307.0 |
-83.0 |
-1.0% |
8,400.0 |
Low |
8,293.5 |
8,255.0 |
-38.5 |
-0.5% |
8,200.0 |
Close |
8,318.0 |
8,286.0 |
-32.0 |
-0.4% |
8,331.5 |
Range |
96.5 |
52.0 |
-44.5 |
-46.1% |
200.0 |
ATR |
58.2 |
58.5 |
0.3 |
0.6% |
0.0 |
Volume |
300 |
52 |
-248 |
-82.7% |
840 |
|
Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,438.5 |
8,414.5 |
8,314.5 |
|
R3 |
8,386.5 |
8,362.5 |
8,300.5 |
|
R2 |
8,334.5 |
8,334.5 |
8,295.5 |
|
R1 |
8,310.5 |
8,310.5 |
8,291.0 |
8,322.5 |
PP |
8,282.5 |
8,282.5 |
8,282.5 |
8,289.0 |
S1 |
8,258.5 |
8,258.5 |
8,281.0 |
8,270.5 |
S2 |
8,230.5 |
8,230.5 |
8,276.5 |
|
S3 |
8,178.5 |
8,206.5 |
8,271.5 |
|
S4 |
8,126.5 |
8,154.5 |
8,257.5 |
|
|
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 |
8,390.0 |
8,200.0 |
190.0 |
2.3% |
72.5 |
0.9% |
45% |
False |
False |
195 |
10 |
8,475.5 |
8,200.0 |
275.5 |
3.3% |
61.5 |
0.7% |
31% |
False |
False |
122 |
20 |
8,492.0 |
8,200.0 |
292.0 |
3.5% |
36.0 |
0.4% |
29% |
False |
False |
66 |
40 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
41.0 |
0.5% |
70% |
False |
False |
37 |
60 |
8,492.0 |
7,711.5 |
780.5 |
9.4% |
37.0 |
0.4% |
74% |
False |
False |
27 |
80 |
8,492.0 |
7,509.0 |
983.0 |
11.9% |
27.5 |
0.3% |
79% |
False |
False |
20 |
100 |
8,492.0 |
7,468.0 |
1,024.0 |
12.4% |
23.0 |
0.3% |
80% |
False |
False |
16 |
120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.4% |
19.0 |
0.2% |
80% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,528.0 |
2.618 |
8,443.0 |
1.618 |
8,391.0 |
1.000 |
8,359.0 |
0.618 |
8,339.0 |
HIGH |
8,307.0 |
0.618 |
8,287.0 |
0.500 |
8,281.0 |
0.382 |
8,275.0 |
LOW |
8,255.0 |
0.618 |
8,223.0 |
1.000 |
8,203.0 |
1.618 |
8,171.0 |
2.618 |
8,119.0 |
4.250 |
8,034.0 |
|
|
Fisher Pivots for day following 04-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
8,284.5 |
8,322.5 |
PP |
8,282.5 |
8,310.5 |
S1 |
8,281.0 |
8,298.0 |
|