| 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 |
2,388.2 |
2,370.0 |
-18.2 |
-0.8% |
2,385.9 |
| High |
2,404.0 |
2,398.0 |
-6.0 |
-0.2% |
2,409.6 |
| Low |
2,364.9 |
2,357.5 |
-7.4 |
-0.3% |
2,364.9 |
| Close |
2,368.5 |
2,392.0 |
23.5 |
1.0% |
2,368.5 |
| Range |
39.1 |
40.5 |
1.4 |
3.6% |
44.7 |
| ATR |
36.7 |
37.0 |
0.3 |
0.7% |
0.0 |
| Volume |
2,313 |
1,695 |
-618 |
-26.7% |
9,835 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.0 |
2,488.5 |
2,414.3 |
|
| R3 |
2,463.5 |
2,448.0 |
2,403.1 |
|
| R2 |
2,423.0 |
2,423.0 |
2,399.4 |
|
| R1 |
2,407.5 |
2,407.5 |
2,395.7 |
2,415.3 |
| PP |
2,382.5 |
2,382.5 |
2,382.5 |
2,386.4 |
| S1 |
2,367.0 |
2,367.0 |
2,388.3 |
2,374.8 |
| S2 |
2,342.0 |
2,342.0 |
2,384.6 |
|
| S3 |
2,301.5 |
2,326.5 |
2,380.9 |
|
| S4 |
2,261.0 |
2,286.0 |
2,369.7 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,515.1 |
2,486.5 |
2,393.1 |
|
| R3 |
2,470.4 |
2,441.8 |
2,380.8 |
|
| R2 |
2,425.7 |
2,425.7 |
2,376.7 |
|
| R1 |
2,397.1 |
2,397.1 |
2,372.6 |
2,389.1 |
| PP |
2,381.0 |
2,381.0 |
2,381.0 |
2,377.0 |
| S1 |
2,352.4 |
2,352.4 |
2,364.4 |
2,344.4 |
| S2 |
2,336.3 |
2,336.3 |
2,360.3 |
|
| S3 |
2,291.6 |
2,307.7 |
2,356.2 |
|
| S4 |
2,246.9 |
2,263.0 |
2,343.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,409.6 |
2,357.5 |
52.1 |
2.2% |
32.7 |
1.4% |
66% |
False |
True |
2,306 |
| 10 |
2,500.2 |
2,357.5 |
142.7 |
6.0% |
36.1 |
1.5% |
24% |
False |
True |
2,330 |
| 20 |
2,500.2 |
2,345.0 |
155.2 |
6.5% |
33.6 |
1.4% |
30% |
False |
False |
1,831 |
| 40 |
2,500.2 |
2,329.6 |
170.6 |
7.1% |
38.4 |
1.6% |
37% |
False |
False |
1,469 |
| 60 |
2,500.2 |
2,210.4 |
289.8 |
12.1% |
35.4 |
1.5% |
63% |
False |
False |
1,251 |
| 80 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
31.7 |
1.3% |
76% |
False |
False |
1,091 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
29.6 |
1.2% |
76% |
False |
False |
959 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.7% |
28.1 |
1.2% |
76% |
False |
False |
873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.1 |
|
2.618 |
2,504.0 |
|
1.618 |
2,463.5 |
|
1.000 |
2,438.5 |
|
0.618 |
2,423.0 |
|
HIGH |
2,398.0 |
|
0.618 |
2,382.5 |
|
0.500 |
2,377.8 |
|
0.382 |
2,373.0 |
|
LOW |
2,357.5 |
|
0.618 |
2,332.5 |
|
1.000 |
2,317.0 |
|
1.618 |
2,292.0 |
|
2.618 |
2,251.5 |
|
4.250 |
2,185.4 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,387.3 |
2,388.3 |
| PP |
2,382.5 |
2,384.5 |
| S1 |
2,377.8 |
2,380.8 |
|