| 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 |
2,392.1 |
2,421.4 |
29.3 |
1.2% |
2,407.2 |
| High |
2,422.4 |
2,442.5 |
20.1 |
0.8% |
2,434.8 |
| Low |
2,390.9 |
2,418.2 |
27.3 |
1.1% |
2,387.6 |
| Close |
2,421.0 |
2,436.7 |
15.7 |
0.6% |
2,391.7 |
| Range |
31.5 |
24.3 |
-7.2 |
-22.9% |
47.2 |
| ATR |
37.1 |
36.2 |
-0.9 |
-2.5% |
0.0 |
| Volume |
2,936 |
2,532 |
-404 |
-13.8% |
15,098 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,505.4 |
2,495.3 |
2,450.1 |
|
| R3 |
2,481.1 |
2,471.0 |
2,443.4 |
|
| R2 |
2,456.8 |
2,456.8 |
2,441.2 |
|
| R1 |
2,446.7 |
2,446.7 |
2,438.9 |
2,451.8 |
| PP |
2,432.5 |
2,432.5 |
2,432.5 |
2,435.0 |
| S1 |
2,422.4 |
2,422.4 |
2,434.5 |
2,427.5 |
| S2 |
2,408.2 |
2,408.2 |
2,432.2 |
|
| S3 |
2,383.9 |
2,398.1 |
2,430.0 |
|
| S4 |
2,359.6 |
2,373.8 |
2,423.3 |
|
|
| 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 |
2,442.5 |
2,380.4 |
62.1 |
2.5% |
34.5 |
1.4% |
91% |
True |
False |
3,063 |
| 10 |
2,454.4 |
2,380.4 |
74.0 |
3.0% |
33.8 |
1.4% |
76% |
False |
False |
3,764 |
| 20 |
2,524.0 |
2,380.4 |
143.6 |
5.9% |
35.3 |
1.4% |
39% |
False |
False |
3,313 |
| 40 |
2,524.0 |
2,351.6 |
172.4 |
7.1% |
38.6 |
1.6% |
49% |
False |
False |
2,899 |
| 60 |
2,524.0 |
2,229.2 |
294.8 |
12.1% |
36.6 |
1.5% |
70% |
False |
False |
2,582 |
| 80 |
2,524.0 |
2,070.6 |
453.4 |
18.6% |
33.1 |
1.4% |
81% |
False |
False |
2,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,545.8 |
|
2.618 |
2,506.1 |
|
1.618 |
2,481.8 |
|
1.000 |
2,466.8 |
|
0.618 |
2,457.5 |
|
HIGH |
2,442.5 |
|
0.618 |
2,433.2 |
|
0.500 |
2,430.4 |
|
0.382 |
2,427.5 |
|
LOW |
2,418.2 |
|
0.618 |
2,403.2 |
|
1.000 |
2,393.9 |
|
1.618 |
2,378.9 |
|
2.618 |
2,354.6 |
|
4.250 |
2,314.9 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,434.6 |
2,428.3 |
| PP |
2,432.5 |
2,419.9 |
| S1 |
2,430.4 |
2,411.5 |
|