| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,090.7 |
2,077.0 |
-13.7 |
-0.7% |
2,105.0 |
| High |
2,091.6 |
2,083.1 |
-8.5 |
-0.4% |
2,126.5 |
| Low |
2,070.9 |
2,044.1 |
-26.8 |
-1.3% |
2,044.1 |
| Close |
2,075.9 |
2,052.0 |
-23.9 |
-1.2% |
2,052.0 |
| Range |
20.7 |
39.0 |
18.3 |
88.4% |
82.4 |
| ATR |
33.1 |
33.6 |
0.4 |
1.3% |
0.0 |
| Volume |
819 |
2,311 |
1,492 |
182.2% |
5,918 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.7 |
2,153.4 |
2,073.5 |
|
| R3 |
2,137.7 |
2,114.4 |
2,062.7 |
|
| R2 |
2,098.7 |
2,098.7 |
2,059.2 |
|
| R1 |
2,075.4 |
2,075.4 |
2,055.6 |
2,067.6 |
| PP |
2,059.7 |
2,059.7 |
2,059.7 |
2,055.8 |
| S1 |
2,036.4 |
2,036.4 |
2,048.4 |
2,028.6 |
| S2 |
2,020.7 |
2,020.7 |
2,044.9 |
|
| S3 |
1,981.7 |
1,997.4 |
2,041.3 |
|
| S4 |
1,942.7 |
1,958.4 |
2,030.6 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,321.4 |
2,269.1 |
2,097.3 |
|
| R3 |
2,239.0 |
2,186.7 |
2,074.7 |
|
| R2 |
2,156.6 |
2,156.6 |
2,067.1 |
|
| R1 |
2,104.3 |
2,104.3 |
2,059.6 |
2,089.3 |
| PP |
2,074.2 |
2,074.2 |
2,074.2 |
2,066.7 |
| S1 |
2,021.9 |
2,021.9 |
2,044.4 |
2,006.9 |
| S2 |
1,991.8 |
1,991.8 |
2,036.9 |
|
| S3 |
1,909.4 |
1,939.5 |
2,029.3 |
|
| S4 |
1,827.0 |
1,857.1 |
2,006.7 |
|
|
| 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 |
2,044.1 |
82.4 |
4.0% |
35.9 |
1.8% |
10% |
False |
True |
1,183 |
| 10 |
2,126.5 |
2,044.1 |
82.4 |
4.0% |
33.3 |
1.6% |
10% |
False |
True |
888 |
| 20 |
2,153.2 |
2,044.1 |
109.1 |
5.3% |
31.1 |
1.5% |
7% |
False |
True |
532 |
| 40 |
2,153.2 |
1,937.1 |
216.1 |
10.5% |
34.6 |
1.7% |
53% |
False |
False |
347 |
| 60 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
36.0 |
1.8% |
46% |
False |
False |
272 |
| 80 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
28.5 |
1.4% |
46% |
False |
False |
204 |
| 100 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
22.8 |
1.1% |
46% |
False |
False |
163 |
| 120 |
2,187.1 |
1,937.1 |
250.0 |
12.2% |
19.0 |
0.9% |
46% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,248.9 |
|
2.618 |
2,185.2 |
|
1.618 |
2,146.2 |
|
1.000 |
2,122.1 |
|
0.618 |
2,107.2 |
|
HIGH |
2,083.1 |
|
0.618 |
2,068.2 |
|
0.500 |
2,063.6 |
|
0.382 |
2,059.0 |
|
LOW |
2,044.1 |
|
0.618 |
2,020.0 |
|
1.000 |
2,005.1 |
|
1.618 |
1,981.0 |
|
2.618 |
1,942.0 |
|
4.250 |
1,878.4 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,063.6 |
2,068.1 |
| PP |
2,059.7 |
2,062.7 |
| S1 |
2,055.9 |
2,057.4 |
|