| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,393.2 |
2,370.1 |
-23.1 |
-1.0% |
2,385.9 |
| High |
2,394.1 |
2,399.9 |
5.8 |
0.2% |
2,409.6 |
| Low |
2,358.5 |
2,368.0 |
9.5 |
0.4% |
2,364.9 |
| Close |
2,369.7 |
2,398.1 |
28.4 |
1.2% |
2,368.5 |
| Range |
35.6 |
31.9 |
-3.7 |
-10.4% |
44.7 |
| ATR |
36.9 |
36.5 |
-0.4 |
-1.0% |
0.0 |
| Volume |
2,340 |
2,768 |
428 |
18.3% |
9,835 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,484.4 |
2,473.1 |
2,415.6 |
|
| R3 |
2,452.5 |
2,441.2 |
2,406.9 |
|
| R2 |
2,420.6 |
2,420.6 |
2,403.9 |
|
| R1 |
2,409.3 |
2,409.3 |
2,401.0 |
2,415.0 |
| PP |
2,388.7 |
2,388.7 |
2,388.7 |
2,391.5 |
| S1 |
2,377.4 |
2,377.4 |
2,395.2 |
2,383.1 |
| S2 |
2,356.8 |
2,356.8 |
2,392.3 |
|
| S3 |
2,324.9 |
2,345.5 |
2,389.3 |
|
| S4 |
2,293.0 |
2,313.6 |
2,380.6 |
|
|
| 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 |
2,404.0 |
2,357.5 |
46.5 |
1.9% |
35.0 |
1.5% |
87% |
False |
False |
2,487 |
| 10 |
2,475.0 |
2,357.5 |
117.5 |
4.9% |
35.8 |
1.5% |
35% |
False |
False |
2,182 |
| 20 |
2,500.2 |
2,357.4 |
142.8 |
6.0% |
34.0 |
1.4% |
29% |
False |
False |
1,976 |
| 40 |
2,500.2 |
2,329.6 |
170.6 |
7.1% |
38.3 |
1.6% |
40% |
False |
False |
1,508 |
| 60 |
2,500.2 |
2,210.4 |
289.8 |
12.1% |
35.7 |
1.5% |
65% |
False |
False |
1,308 |
| 80 |
2,500.2 |
2,054.0 |
446.2 |
18.6% |
32.1 |
1.3% |
77% |
False |
False |
1,139 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.6% |
29.8 |
1.2% |
77% |
False |
False |
1,004 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.6% |
28.2 |
1.2% |
77% |
False |
False |
897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,535.5 |
|
2.618 |
2,483.4 |
|
1.618 |
2,451.5 |
|
1.000 |
2,431.8 |
|
0.618 |
2,419.6 |
|
HIGH |
2,399.9 |
|
0.618 |
2,387.7 |
|
0.500 |
2,384.0 |
|
0.382 |
2,380.2 |
|
LOW |
2,368.0 |
|
0.618 |
2,348.3 |
|
1.000 |
2,336.1 |
|
1.618 |
2,316.4 |
|
2.618 |
2,284.5 |
|
4.250 |
2,232.4 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,393.4 |
2,391.6 |
| PP |
2,388.7 |
2,385.2 |
| S1 |
2,384.0 |
2,378.7 |
|