| 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 |
2,412.6 |
2,391.4 |
-21.2 |
-0.9% |
2,407.2 |
| High |
2,426.7 |
2,421.0 |
-5.7 |
-0.2% |
2,434.8 |
| Low |
2,387.6 |
2,380.7 |
-6.9 |
-0.3% |
2,387.6 |
| Close |
2,391.7 |
2,415.0 |
23.3 |
1.0% |
2,391.7 |
| Range |
39.1 |
40.3 |
1.2 |
3.1% |
47.2 |
| ATR |
37.4 |
37.6 |
0.2 |
0.6% |
0.0 |
| Volume |
2,624 |
3,302 |
678 |
25.8% |
15,098 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,526.5 |
2,511.0 |
2,437.2 |
|
| R3 |
2,486.2 |
2,470.7 |
2,426.1 |
|
| R2 |
2,445.9 |
2,445.9 |
2,422.4 |
|
| R1 |
2,430.4 |
2,430.4 |
2,418.7 |
2,438.2 |
| PP |
2,405.6 |
2,405.6 |
2,405.6 |
2,409.4 |
| S1 |
2,390.1 |
2,390.1 |
2,411.3 |
2,397.9 |
| S2 |
2,365.3 |
2,365.3 |
2,407.6 |
|
| S3 |
2,325.0 |
2,349.8 |
2,403.9 |
|
| S4 |
2,284.7 |
2,309.5 |
2,392.8 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,546.3 |
2,516.2 |
2,417.7 |
|
| R3 |
2,499.1 |
2,469.0 |
2,404.7 |
|
| R2 |
2,451.9 |
2,451.9 |
2,400.4 |
|
| R1 |
2,421.8 |
2,421.8 |
2,396.0 |
2,413.3 |
| PP |
2,404.7 |
2,404.7 |
2,404.7 |
2,400.4 |
| S1 |
2,374.6 |
2,374.6 |
2,387.4 |
2,366.1 |
| S2 |
2,357.5 |
2,357.5 |
2,383.0 |
|
| S3 |
2,310.3 |
2,327.4 |
2,378.7 |
|
| S4 |
2,263.1 |
2,280.2 |
2,365.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,434.8 |
2,380.7 |
54.1 |
2.2% |
33.4 |
1.4% |
63% |
False |
True |
3,680 |
| 10 |
2,524.0 |
2,380.7 |
143.3 |
5.9% |
36.8 |
1.5% |
24% |
False |
True |
4,111 |
| 20 |
2,524.0 |
2,367.9 |
156.1 |
6.5% |
34.6 |
1.4% |
30% |
False |
False |
3,501 |
| 40 |
2,524.0 |
2,351.6 |
172.4 |
7.1% |
39.2 |
1.6% |
37% |
False |
False |
2,915 |
| 60 |
2,524.0 |
2,229.2 |
294.8 |
12.2% |
36.4 |
1.5% |
63% |
False |
False |
2,487 |
| 80 |
2,524.0 |
2,070.6 |
453.4 |
18.8% |
32.5 |
1.3% |
76% |
False |
False |
2,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,592.3 |
|
2.618 |
2,526.5 |
|
1.618 |
2,486.2 |
|
1.000 |
2,461.3 |
|
0.618 |
2,445.9 |
|
HIGH |
2,421.0 |
|
0.618 |
2,405.6 |
|
0.500 |
2,400.9 |
|
0.382 |
2,396.1 |
|
LOW |
2,380.7 |
|
0.618 |
2,355.8 |
|
1.000 |
2,340.4 |
|
1.618 |
2,315.5 |
|
2.618 |
2,275.2 |
|
4.250 |
2,209.4 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,410.3 |
2,411.2 |
| PP |
2,405.6 |
2,407.5 |
| S1 |
2,400.9 |
2,403.7 |
|