| 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 |
2,370.1 |
2,399.5 |
29.4 |
1.2% |
2,385.9 |
| High |
2,399.9 |
2,420.4 |
20.5 |
0.9% |
2,409.6 |
| Low |
2,368.0 |
2,395.3 |
27.3 |
1.2% |
2,364.9 |
| Close |
2,398.1 |
2,413.7 |
15.6 |
0.7% |
2,368.5 |
| Range |
31.9 |
25.1 |
-6.8 |
-21.3% |
44.7 |
| ATR |
36.5 |
35.7 |
-0.8 |
-2.2% |
0.0 |
| Volume |
2,768 |
2,587 |
-181 |
-6.5% |
9,835 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,485.1 |
2,474.5 |
2,427.5 |
|
| R3 |
2,460.0 |
2,449.4 |
2,420.6 |
|
| R2 |
2,434.9 |
2,434.9 |
2,418.3 |
|
| R1 |
2,424.3 |
2,424.3 |
2,416.0 |
2,429.6 |
| PP |
2,409.8 |
2,409.8 |
2,409.8 |
2,412.5 |
| S1 |
2,399.2 |
2,399.2 |
2,411.4 |
2,404.5 |
| S2 |
2,384.7 |
2,384.7 |
2,409.1 |
|
| S3 |
2,359.6 |
2,374.1 |
2,406.8 |
|
| S4 |
2,334.5 |
2,349.0 |
2,399.9 |
|
|
| 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 |
2,420.4 |
2,357.5 |
62.9 |
2.6% |
34.4 |
1.4% |
89% |
True |
False |
2,340 |
| 10 |
2,429.4 |
2,357.5 |
71.9 |
3.0% |
33.2 |
1.4% |
78% |
False |
False |
2,360 |
| 20 |
2,500.2 |
2,357.5 |
142.7 |
5.9% |
34.4 |
1.4% |
39% |
False |
False |
2,021 |
| 40 |
2,500.2 |
2,329.6 |
170.6 |
7.1% |
38.0 |
1.6% |
49% |
False |
False |
1,535 |
| 60 |
2,500.2 |
2,210.4 |
289.8 |
12.0% |
35.6 |
1.5% |
70% |
False |
False |
1,346 |
| 80 |
2,500.2 |
2,054.0 |
446.2 |
18.5% |
32.2 |
1.3% |
81% |
False |
False |
1,162 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
18.5% |
29.7 |
1.2% |
81% |
False |
False |
1,024 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
18.5% |
28.1 |
1.2% |
81% |
False |
False |
916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,527.1 |
|
2.618 |
2,486.1 |
|
1.618 |
2,461.0 |
|
1.000 |
2,445.5 |
|
0.618 |
2,435.9 |
|
HIGH |
2,420.4 |
|
0.618 |
2,410.8 |
|
0.500 |
2,407.9 |
|
0.382 |
2,404.9 |
|
LOW |
2,395.3 |
|
0.618 |
2,379.8 |
|
1.000 |
2,370.2 |
|
1.618 |
2,354.7 |
|
2.618 |
2,329.6 |
|
4.250 |
2,288.6 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,411.8 |
2,405.6 |
| PP |
2,409.8 |
2,397.5 |
| S1 |
2,407.9 |
2,389.5 |
|