| 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 |
8,312.5 |
8,334.0 |
21.5 |
0.3% |
8,400.0 |
| High |
8,312.5 |
8,349.5 |
37.0 |
0.4% |
8,400.0 |
| Low |
8,298.5 |
8,314.0 |
15.5 |
0.2% |
8,200.0 |
| Close |
8,308.0 |
8,343.5 |
35.5 |
0.4% |
8,331.5 |
| Range |
14.0 |
35.5 |
21.5 |
153.6% |
200.0 |
| ATR |
56.2 |
55.2 |
-1.1 |
-1.9% |
0.0 |
| Volume |
47 |
777 |
730 |
1,553.2% |
840 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,442.0 |
8,428.5 |
8,363.0 |
|
| R3 |
8,406.5 |
8,393.0 |
8,353.5 |
|
| R2 |
8,371.0 |
8,371.0 |
8,350.0 |
|
| R1 |
8,357.5 |
8,357.5 |
8,347.0 |
8,364.0 |
| PP |
8,335.5 |
8,335.5 |
8,335.5 |
8,339.0 |
| S1 |
8,322.0 |
8,322.0 |
8,340.0 |
8,329.0 |
| S2 |
8,300.0 |
8,300.0 |
8,337.0 |
|
| S3 |
8,264.5 |
8,286.5 |
8,333.5 |
|
| S4 |
8,229.0 |
8,251.0 |
8,324.0 |
|
|
| 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 |
8,390.0 |
8,255.0 |
135.0 |
1.6% |
49.5 |
0.6% |
66% |
False |
False |
287 |
| 10 |
8,428.5 |
8,200.0 |
228.5 |
2.7% |
64.0 |
0.8% |
63% |
False |
False |
204 |
| 20 |
8,492.0 |
8,200.0 |
292.0 |
3.5% |
36.5 |
0.4% |
49% |
False |
False |
107 |
| 40 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
41.5 |
0.5% |
79% |
False |
False |
57 |
| 60 |
8,492.0 |
7,756.0 |
736.0 |
8.8% |
37.5 |
0.5% |
80% |
False |
False |
41 |
| 80 |
8,492.0 |
7,509.0 |
983.0 |
11.8% |
28.5 |
0.3% |
85% |
False |
False |
31 |
| 100 |
8,492.0 |
7,468.0 |
1,024.0 |
12.3% |
23.5 |
0.3% |
85% |
False |
False |
25 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.3% |
19.5 |
0.2% |
85% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,500.5 |
|
2.618 |
8,442.5 |
|
1.618 |
8,407.0 |
|
1.000 |
8,385.0 |
|
0.618 |
8,371.5 |
|
HIGH |
8,349.5 |
|
0.618 |
8,336.0 |
|
0.500 |
8,332.0 |
|
0.382 |
8,327.5 |
|
LOW |
8,314.0 |
|
0.618 |
8,292.0 |
|
1.000 |
8,278.5 |
|
1.618 |
8,256.5 |
|
2.618 |
8,221.0 |
|
4.250 |
8,163.0 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,339.5 |
8,330.0 |
| PP |
8,335.5 |
8,316.0 |
| S1 |
8,332.0 |
8,302.0 |
|