| 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 |
2,083.5 |
2,105.0 |
21.5 |
1.0% |
2,102.1 |
| High |
2,105.0 |
2,126.5 |
21.5 |
1.0% |
2,115.4 |
| Low |
2,071.4 |
2,072.8 |
1.4 |
0.1% |
2,054.6 |
| Close |
2,098.1 |
2,087.6 |
-10.5 |
-0.5% |
2,098.1 |
| Range |
33.6 |
53.7 |
20.1 |
59.8% |
60.8 |
| ATR |
32.8 |
34.2 |
1.5 |
4.6% |
0.0 |
| Volume |
1,055 |
1,540 |
485 |
46.0% |
2,589 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,256.7 |
2,225.9 |
2,117.1 |
|
| R3 |
2,203.0 |
2,172.2 |
2,102.4 |
|
| R2 |
2,149.3 |
2,149.3 |
2,097.4 |
|
| R1 |
2,118.5 |
2,118.5 |
2,092.5 |
2,107.1 |
| PP |
2,095.6 |
2,095.6 |
2,095.6 |
2,089.9 |
| S1 |
2,064.8 |
2,064.8 |
2,082.7 |
2,053.4 |
| S2 |
2,041.9 |
2,041.9 |
2,077.8 |
|
| S3 |
1,988.2 |
2,011.1 |
2,072.8 |
|
| S4 |
1,934.5 |
1,957.4 |
2,058.1 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,271.8 |
2,245.7 |
2,131.5 |
|
| R3 |
2,211.0 |
2,184.9 |
2,114.8 |
|
| R2 |
2,150.2 |
2,150.2 |
2,109.2 |
|
| R1 |
2,124.1 |
2,124.1 |
2,103.7 |
2,106.8 |
| PP |
2,089.4 |
2,089.4 |
2,089.4 |
2,080.7 |
| S1 |
2,063.3 |
2,063.3 |
2,092.5 |
2,046.0 |
| S2 |
2,028.6 |
2,028.6 |
2,087.0 |
|
| S3 |
1,967.8 |
2,002.5 |
2,081.4 |
|
| S4 |
1,907.0 |
1,941.7 |
2,064.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,126.5 |
2,054.6 |
71.9 |
3.4% |
37.1 |
1.8% |
46% |
True |
False |
825 |
| 10 |
2,140.6 |
2,054.6 |
86.0 |
4.1% |
32.8 |
1.6% |
38% |
False |
False |
522 |
| 20 |
2,153.2 |
2,054.6 |
98.6 |
4.7% |
29.6 |
1.4% |
33% |
False |
False |
339 |
| 40 |
2,153.2 |
1,937.1 |
216.1 |
10.4% |
35.7 |
1.7% |
70% |
False |
False |
260 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.0% |
35.7 |
1.7% |
60% |
False |
False |
199 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.0% |
27.0 |
1.3% |
60% |
False |
False |
149 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.0% |
21.6 |
1.0% |
60% |
False |
False |
119 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.0% |
18.0 |
0.9% |
60% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,354.7 |
|
2.618 |
2,267.1 |
|
1.618 |
2,213.4 |
|
1.000 |
2,180.2 |
|
0.618 |
2,159.7 |
|
HIGH |
2,126.5 |
|
0.618 |
2,106.0 |
|
0.500 |
2,099.7 |
|
0.382 |
2,093.3 |
|
LOW |
2,072.8 |
|
0.618 |
2,039.6 |
|
1.000 |
2,019.1 |
|
1.618 |
1,985.9 |
|
2.618 |
1,932.2 |
|
4.250 |
1,844.6 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,099.7 |
2,090.6 |
| PP |
2,095.6 |
2,089.6 |
| S1 |
2,091.6 |
2,088.6 |
|