| 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 |
2,370.0 |
2,393.2 |
23.2 |
1.0% |
2,385.9 |
| High |
2,398.0 |
2,394.1 |
-3.9 |
-0.2% |
2,409.6 |
| Low |
2,357.5 |
2,358.5 |
1.0 |
0.0% |
2,364.9 |
| Close |
2,392.0 |
2,369.7 |
-22.3 |
-0.9% |
2,368.5 |
| Range |
40.5 |
35.6 |
-4.9 |
-12.1% |
44.7 |
| ATR |
37.0 |
36.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
1,695 |
2,340 |
645 |
38.1% |
9,835 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.9 |
2,460.9 |
2,389.3 |
|
| R3 |
2,445.3 |
2,425.3 |
2,379.5 |
|
| R2 |
2,409.7 |
2,409.7 |
2,376.2 |
|
| R1 |
2,389.7 |
2,389.7 |
2,373.0 |
2,381.9 |
| PP |
2,374.1 |
2,374.1 |
2,374.1 |
2,370.2 |
| S1 |
2,354.1 |
2,354.1 |
2,366.4 |
2,346.3 |
| S2 |
2,338.5 |
2,338.5 |
2,363.2 |
|
| S3 |
2,302.9 |
2,318.5 |
2,359.9 |
|
| S4 |
2,267.3 |
2,282.9 |
2,350.1 |
|
|
| 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 |
2,409.0 |
2,357.5 |
51.5 |
2.2% |
34.5 |
1.5% |
24% |
False |
False |
2,208 |
| 10 |
2,483.5 |
2,357.5 |
126.0 |
5.3% |
35.4 |
1.5% |
10% |
False |
False |
2,298 |
| 20 |
2,500.2 |
2,357.4 |
142.8 |
6.0% |
33.3 |
1.4% |
9% |
False |
False |
1,871 |
| 40 |
2,500.2 |
2,329.6 |
170.6 |
7.2% |
38.1 |
1.6% |
24% |
False |
False |
1,488 |
| 60 |
2,500.2 |
2,210.4 |
289.8 |
12.2% |
35.3 |
1.5% |
55% |
False |
False |
1,279 |
| 80 |
2,500.2 |
2,054.0 |
446.2 |
18.8% |
31.9 |
1.3% |
71% |
False |
False |
1,116 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.8% |
29.7 |
1.3% |
71% |
False |
False |
980 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.8% |
28.1 |
1.2% |
71% |
False |
False |
889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,545.4 |
|
2.618 |
2,487.3 |
|
1.618 |
2,451.7 |
|
1.000 |
2,429.7 |
|
0.618 |
2,416.1 |
|
HIGH |
2,394.1 |
|
0.618 |
2,380.5 |
|
0.500 |
2,376.3 |
|
0.382 |
2,372.1 |
|
LOW |
2,358.5 |
|
0.618 |
2,336.5 |
|
1.000 |
2,322.9 |
|
1.618 |
2,300.9 |
|
2.618 |
2,265.3 |
|
4.250 |
2,207.2 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,376.3 |
2,380.8 |
| PP |
2,374.1 |
2,377.1 |
| S1 |
2,371.9 |
2,373.4 |
|