| 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 |
2,105.0 |
2,086.3 |
-18.7 |
-0.9% |
2,102.1 |
| High |
2,126.5 |
2,089.7 |
-36.8 |
-1.7% |
2,115.4 |
| Low |
2,072.8 |
2,057.4 |
-15.4 |
-0.7% |
2,054.6 |
| Close |
2,087.6 |
2,059.9 |
-27.7 |
-1.3% |
2,098.1 |
| Range |
53.7 |
32.3 |
-21.4 |
-39.9% |
60.8 |
| ATR |
34.2 |
34.1 |
-0.1 |
-0.4% |
0.0 |
| Volume |
1,540 |
640 |
-900 |
-58.4% |
2,589 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.9 |
2,145.2 |
2,077.7 |
|
| R3 |
2,133.6 |
2,112.9 |
2,068.8 |
|
| R2 |
2,101.3 |
2,101.3 |
2,065.8 |
|
| R1 |
2,080.6 |
2,080.6 |
2,062.9 |
2,074.8 |
| PP |
2,069.0 |
2,069.0 |
2,069.0 |
2,066.1 |
| S1 |
2,048.3 |
2,048.3 |
2,056.9 |
2,042.5 |
| S2 |
2,036.7 |
2,036.7 |
2,054.0 |
|
| S3 |
2,004.4 |
2,016.0 |
2,051.0 |
|
| S4 |
1,972.1 |
1,983.7 |
2,042.1 |
|
|
| 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 |
3.5% |
37.4 |
1.8% |
7% |
False |
False |
893 |
| 10 |
2,135.5 |
2,054.6 |
80.9 |
3.9% |
34.3 |
1.7% |
7% |
False |
False |
577 |
| 20 |
2,153.2 |
2,054.6 |
98.6 |
4.8% |
30.0 |
1.5% |
5% |
False |
False |
363 |
| 40 |
2,153.2 |
1,937.1 |
216.1 |
10.5% |
35.9 |
1.7% |
57% |
False |
False |
273 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
35.6 |
1.7% |
49% |
False |
False |
210 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
27.4 |
1.3% |
49% |
False |
False |
157 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
21.9 |
1.1% |
49% |
False |
False |
126 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.1% |
18.2 |
0.9% |
49% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,227.0 |
|
2.618 |
2,174.3 |
|
1.618 |
2,142.0 |
|
1.000 |
2,122.0 |
|
0.618 |
2,109.7 |
|
HIGH |
2,089.7 |
|
0.618 |
2,077.4 |
|
0.500 |
2,073.6 |
|
0.382 |
2,069.7 |
|
LOW |
2,057.4 |
|
0.618 |
2,037.4 |
|
1.000 |
2,025.1 |
|
1.618 |
2,005.1 |
|
2.618 |
1,972.8 |
|
4.250 |
1,920.1 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,073.6 |
2,092.0 |
| PP |
2,069.0 |
2,081.3 |
| S1 |
2,064.5 |
2,070.6 |
|