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 |
8,255.0 |
8,312.5 |
57.5 |
0.7% |
8,400.0 |
High |
8,307.0 |
8,312.5 |
5.5 |
0.1% |
8,400.0 |
Low |
8,255.0 |
8,298.5 |
43.5 |
0.5% |
8,200.0 |
Close |
8,286.0 |
8,308.0 |
22.0 |
0.3% |
8,331.5 |
Range |
52.0 |
14.0 |
-38.0 |
-73.1% |
200.0 |
ATR |
58.5 |
56.2 |
-2.3 |
-3.9% |
0.0 |
Volume |
52 |
47 |
-5 |
-9.6% |
840 |
|
Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,348.5 |
8,342.0 |
8,315.5 |
|
R3 |
8,334.5 |
8,328.0 |
8,312.0 |
|
R2 |
8,320.5 |
8,320.5 |
8,310.5 |
|
R1 |
8,314.0 |
8,314.0 |
8,309.5 |
8,310.0 |
PP |
8,306.5 |
8,306.5 |
8,306.5 |
8,304.5 |
S1 |
8,300.0 |
8,300.0 |
8,306.5 |
8,296.0 |
S2 |
8,292.5 |
8,292.5 |
8,305.5 |
|
S3 |
8,278.5 |
8,286.0 |
8,304.0 |
|
S4 |
8,264.5 |
8,272.0 |
8,300.5 |
|
|
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% |
61.0 |
0.7% |
57% |
False |
False |
142 |
10 |
8,428.5 |
8,200.0 |
228.5 |
2.8% |
63.0 |
0.8% |
47% |
False |
False |
127 |
20 |
8,492.0 |
8,200.0 |
292.0 |
3.5% |
35.5 |
0.4% |
37% |
False |
False |
68 |
40 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
41.5 |
0.5% |
73% |
False |
False |
38 |
60 |
8,492.0 |
7,720.0 |
772.0 |
9.3% |
37.0 |
0.4% |
76% |
False |
False |
28 |
80 |
8,492.0 |
7,509.0 |
983.0 |
11.8% |
28.0 |
0.3% |
81% |
False |
False |
21 |
100 |
8,492.0 |
7,468.0 |
1,024.0 |
12.3% |
23.0 |
0.3% |
82% |
False |
False |
17 |
120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.3% |
19.0 |
0.2% |
82% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,372.0 |
2.618 |
8,349.0 |
1.618 |
8,335.0 |
1.000 |
8,326.5 |
0.618 |
8,321.0 |
HIGH |
8,312.5 |
0.618 |
8,307.0 |
0.500 |
8,305.5 |
0.382 |
8,304.0 |
LOW |
8,298.5 |
0.618 |
8,290.0 |
1.000 |
8,284.5 |
1.618 |
8,276.0 |
2.618 |
8,262.0 |
4.250 |
8,239.0 |
|
|
Fisher Pivots for day following 05-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
8,307.0 |
8,322.5 |
PP |
8,306.5 |
8,317.5 |
S1 |
8,305.5 |
8,313.0 |
|