| 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 |
2,421.4 |
2,440.9 |
19.5 |
0.8% |
2,391.4 |
| High |
2,442.5 |
2,452.0 |
9.5 |
0.4% |
2,452.0 |
| Low |
2,418.2 |
2,350.0 |
-68.2 |
-2.8% |
2,350.0 |
| Close |
2,436.7 |
2,370.3 |
-66.4 |
-2.7% |
2,370.3 |
| Range |
24.3 |
102.0 |
77.7 |
319.8% |
102.0 |
| ATR |
36.2 |
40.9 |
4.7 |
13.0% |
0.0 |
| Volume |
2,532 |
7,216 |
4,684 |
185.0% |
19,911 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,696.8 |
2,635.5 |
2,426.4 |
|
| R3 |
2,594.8 |
2,533.5 |
2,398.4 |
|
| R2 |
2,492.8 |
2,492.8 |
2,389.0 |
|
| R1 |
2,431.5 |
2,431.5 |
2,379.7 |
2,411.2 |
| PP |
2,390.8 |
2,390.8 |
2,390.8 |
2,380.6 |
| S1 |
2,329.5 |
2,329.5 |
2,361.0 |
2,309.2 |
| S2 |
2,288.8 |
2,288.8 |
2,351.6 |
|
| S3 |
2,186.8 |
2,227.5 |
2,342.3 |
|
| S4 |
2,084.8 |
2,125.5 |
2,314.2 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,696.8 |
2,635.5 |
2,426.4 |
|
| R3 |
2,594.8 |
2,533.5 |
2,398.4 |
|
| R2 |
2,492.8 |
2,492.8 |
2,389.0 |
|
| R1 |
2,431.5 |
2,431.5 |
2,379.7 |
2,411.2 |
| PP |
2,390.8 |
2,390.8 |
2,390.8 |
2,380.6 |
| S1 |
2,329.5 |
2,329.5 |
2,361.0 |
2,309.2 |
| S2 |
2,288.8 |
2,288.8 |
2,351.6 |
|
| S3 |
2,186.8 |
2,227.5 |
2,342.3 |
|
| S4 |
2,084.8 |
2,125.5 |
2,314.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,452.0 |
2,350.0 |
102.0 |
4.3% |
47.0 |
2.0% |
20% |
True |
True |
3,982 |
| 10 |
2,452.0 |
2,350.0 |
102.0 |
4.3% |
38.3 |
1.6% |
20% |
True |
True |
4,018 |
| 20 |
2,524.0 |
2,350.0 |
174.0 |
7.3% |
38.4 |
1.6% |
12% |
False |
True |
3,537 |
| 40 |
2,524.0 |
2,350.0 |
174.0 |
7.3% |
39.9 |
1.7% |
12% |
False |
True |
2,982 |
| 60 |
2,524.0 |
2,229.2 |
294.8 |
12.4% |
37.9 |
1.6% |
48% |
False |
False |
2,678 |
| 80 |
2,524.0 |
2,070.6 |
453.4 |
19.1% |
33.9 |
1.4% |
66% |
False |
False |
2,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.5 |
|
2.618 |
2,719.0 |
|
1.618 |
2,617.0 |
|
1.000 |
2,554.0 |
|
0.618 |
2,515.0 |
|
HIGH |
2,452.0 |
|
0.618 |
2,413.0 |
|
0.500 |
2,401.0 |
|
0.382 |
2,389.0 |
|
LOW |
2,350.0 |
|
0.618 |
2,287.0 |
|
1.000 |
2,248.0 |
|
1.618 |
2,185.0 |
|
2.618 |
2,083.0 |
|
4.250 |
1,916.5 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,401.0 |
2,401.0 |
| PP |
2,390.8 |
2,390.8 |
| S1 |
2,380.5 |
2,380.5 |
|