| 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 |
2,399.5 |
2,417.9 |
18.4 |
0.8% |
2,370.0 |
| High |
2,420.4 |
2,429.2 |
8.8 |
0.4% |
2,429.2 |
| Low |
2,395.3 |
2,326.9 |
-68.4 |
-2.9% |
2,326.9 |
| Close |
2,413.7 |
2,347.6 |
-66.1 |
-2.7% |
2,347.6 |
| Range |
25.1 |
102.3 |
77.2 |
307.6% |
102.3 |
| ATR |
35.7 |
40.5 |
4.8 |
13.3% |
0.0 |
| Volume |
2,587 |
4,396 |
1,809 |
69.9% |
13,786 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.8 |
2,613.5 |
2,403.9 |
|
| R3 |
2,572.5 |
2,511.2 |
2,375.7 |
|
| R2 |
2,470.2 |
2,470.2 |
2,366.4 |
|
| R1 |
2,408.9 |
2,408.9 |
2,357.0 |
2,388.4 |
| PP |
2,367.9 |
2,367.9 |
2,367.9 |
2,357.7 |
| S1 |
2,306.6 |
2,306.6 |
2,338.2 |
2,286.1 |
| S2 |
2,265.6 |
2,265.6 |
2,328.8 |
|
| S3 |
2,163.3 |
2,204.3 |
2,319.5 |
|
| S4 |
2,061.0 |
2,102.0 |
2,291.3 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.8 |
2,613.5 |
2,403.9 |
|
| R3 |
2,572.5 |
2,511.2 |
2,375.7 |
|
| R2 |
2,470.2 |
2,470.2 |
2,366.4 |
|
| R1 |
2,408.9 |
2,408.9 |
2,357.0 |
2,388.4 |
| PP |
2,367.9 |
2,367.9 |
2,367.9 |
2,357.7 |
| S1 |
2,306.6 |
2,306.6 |
2,338.2 |
2,286.1 |
| S2 |
2,265.6 |
2,265.6 |
2,328.8 |
|
| S3 |
2,163.3 |
2,204.3 |
2,319.5 |
|
| S4 |
2,061.0 |
2,102.0 |
2,291.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,429.2 |
2,326.9 |
102.3 |
4.4% |
47.1 |
2.0% |
20% |
True |
True |
2,757 |
| 10 |
2,429.2 |
2,326.9 |
102.3 |
4.4% |
38.0 |
1.6% |
20% |
True |
True |
2,532 |
| 20 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
37.6 |
1.6% |
12% |
False |
True |
2,191 |
| 40 |
2,500.2 |
2,326.9 |
173.3 |
7.4% |
39.3 |
1.7% |
12% |
False |
True |
1,593 |
| 60 |
2,500.2 |
2,210.4 |
289.8 |
12.3% |
36.9 |
1.6% |
47% |
False |
False |
1,406 |
| 80 |
2,500.2 |
2,054.0 |
446.2 |
19.0% |
33.0 |
1.4% |
66% |
False |
False |
1,204 |
| 100 |
2,500.2 |
2,054.0 |
446.2 |
19.0% |
30.4 |
1.3% |
66% |
False |
False |
1,060 |
| 120 |
2,500.2 |
2,054.0 |
446.2 |
19.0% |
28.8 |
1.2% |
66% |
False |
False |
944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,864.0 |
|
2.618 |
2,697.0 |
|
1.618 |
2,594.7 |
|
1.000 |
2,531.5 |
|
0.618 |
2,492.4 |
|
HIGH |
2,429.2 |
|
0.618 |
2,390.1 |
|
0.500 |
2,378.1 |
|
0.382 |
2,366.0 |
|
LOW |
2,326.9 |
|
0.618 |
2,263.7 |
|
1.000 |
2,224.6 |
|
1.618 |
2,161.4 |
|
2.618 |
2,059.1 |
|
4.250 |
1,892.1 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,378.1 |
2,378.1 |
| PP |
2,367.9 |
2,367.9 |
| S1 |
2,357.8 |
2,357.8 |
|