| 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 |
2,062.1 |
2,090.7 |
28.6 |
1.4% |
2,102.1 |
| High |
2,092.0 |
2,091.6 |
-0.4 |
0.0% |
2,115.4 |
| Low |
2,058.1 |
2,070.9 |
12.8 |
0.6% |
2,054.6 |
| Close |
2,091.5 |
2,075.9 |
-15.6 |
-0.7% |
2,098.1 |
| Range |
33.9 |
20.7 |
-13.2 |
-38.9% |
60.8 |
| ATR |
34.1 |
33.1 |
-1.0 |
-2.8% |
0.0 |
| Volume |
608 |
819 |
211 |
34.7% |
2,589 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.6 |
2,129.4 |
2,087.3 |
|
| R3 |
2,120.9 |
2,108.7 |
2,081.6 |
|
| R2 |
2,100.2 |
2,100.2 |
2,079.7 |
|
| R1 |
2,088.0 |
2,088.0 |
2,077.8 |
2,083.8 |
| PP |
2,079.5 |
2,079.5 |
2,079.5 |
2,077.3 |
| S1 |
2,067.3 |
2,067.3 |
2,074.0 |
2,063.1 |
| S2 |
2,058.8 |
2,058.8 |
2,072.1 |
|
| S3 |
2,038.1 |
2,046.6 |
2,070.2 |
|
| S4 |
2,017.4 |
2,025.9 |
2,064.5 |
|
|
| 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 |
2,057.4 |
69.1 |
3.3% |
34.8 |
1.7% |
27% |
False |
False |
932 |
| 10 |
2,126.5 |
2,054.6 |
71.9 |
3.5% |
35.0 |
1.7% |
30% |
False |
False |
682 |
| 20 |
2,153.2 |
2,054.6 |
98.6 |
4.7% |
30.7 |
1.5% |
22% |
False |
False |
425 |
| 40 |
2,153.2 |
1,937.1 |
216.1 |
10.4% |
34.6 |
1.7% |
64% |
False |
False |
294 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.0% |
35.7 |
1.7% |
56% |
False |
False |
234 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.0% |
28.0 |
1.4% |
56% |
False |
False |
175 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.0% |
22.4 |
1.1% |
56% |
False |
False |
140 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.0% |
18.7 |
0.9% |
56% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.6 |
|
2.618 |
2,145.8 |
|
1.618 |
2,125.1 |
|
1.000 |
2,112.3 |
|
0.618 |
2,104.4 |
|
HIGH |
2,091.6 |
|
0.618 |
2,083.7 |
|
0.500 |
2,081.3 |
|
0.382 |
2,078.8 |
|
LOW |
2,070.9 |
|
0.618 |
2,058.1 |
|
1.000 |
2,050.2 |
|
1.618 |
2,037.4 |
|
2.618 |
2,016.7 |
|
4.250 |
1,982.9 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,081.3 |
2,075.5 |
| PP |
2,079.5 |
2,075.1 |
| S1 |
2,077.7 |
2,074.7 |
|