Trading Metrics calculated at close of trading on 04-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
529.02 |
526.46 |
-2.56 |
-0.5% |
530.27 |
High |
529.31 |
529.15 |
-0.16 |
0.0% |
530.51 |
Low |
522.60 |
524.96 |
2.36 |
0.5% |
518.36 |
Close |
527.80 |
528.39 |
0.59 |
0.1% |
527.37 |
Range |
6.71 |
4.19 |
-2.52 |
-37.6% |
12.15 |
ATR |
5.05 |
4.99 |
-0.06 |
-1.2% |
0.00 |
Volume |
46,835,700 |
34,632,600 |
-12,203,100 |
-26.1% |
218,714,100 |
|
Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
540.07 |
538.42 |
530.69 |
|
R3 |
535.88 |
534.23 |
529.54 |
|
R2 |
531.69 |
531.69 |
529.16 |
|
R1 |
530.04 |
530.04 |
528.77 |
530.87 |
PP |
527.50 |
527.50 |
527.50 |
527.91 |
S1 |
525.85 |
525.85 |
528.01 |
526.68 |
S2 |
523.31 |
523.31 |
527.62 |
|
S3 |
519.12 |
521.66 |
527.24 |
|
S4 |
514.93 |
517.47 |
526.09 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
561.86 |
556.77 |
534.05 |
|
R3 |
549.71 |
544.62 |
530.71 |
|
R2 |
537.56 |
537.56 |
529.60 |
|
R1 |
532.47 |
532.47 |
528.48 |
528.94 |
PP |
525.41 |
525.41 |
525.41 |
523.65 |
S1 |
520.32 |
520.32 |
526.26 |
516.79 |
S2 |
513.26 |
513.26 |
525.14 |
|
S3 |
501.11 |
508.17 |
524.03 |
|
S4 |
488.96 |
496.02 |
520.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
529.31 |
518.36 |
10.95 |
2.1% |
5.17 |
1.0% |
92% |
False |
False |
52,782,560 |
10 |
533.07 |
518.36 |
14.71 |
2.8% |
4.72 |
0.9% |
68% |
False |
False |
48,051,140 |
20 |
533.07 |
515.14 |
17.93 |
3.4% |
3.86 |
0.7% |
74% |
False |
False |
48,597,505 |
40 |
533.07 |
493.86 |
39.21 |
7.4% |
4.97 |
0.9% |
88% |
False |
False |
60,307,690 |
60 |
533.07 |
493.86 |
39.21 |
7.4% |
4.61 |
0.9% |
88% |
False |
False |
64,806,850 |
80 |
533.07 |
490.72 |
42.36 |
8.0% |
4.49 |
0.8% |
89% |
False |
False |
65,617,719 |
100 |
533.07 |
469.87 |
63.20 |
12.0% |
4.35 |
0.8% |
93% |
False |
False |
67,903,029 |
120 |
533.07 |
460.60 |
72.47 |
13.7% |
4.26 |
0.8% |
94% |
False |
False |
71,027,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
546.96 |
2.618 |
540.12 |
1.618 |
535.93 |
1.000 |
533.34 |
0.618 |
531.74 |
HIGH |
529.15 |
0.618 |
527.55 |
0.500 |
527.06 |
0.382 |
526.56 |
LOW |
524.96 |
0.618 |
522.37 |
1.000 |
520.77 |
1.618 |
518.18 |
2.618 |
513.99 |
4.250 |
507.15 |
|
|
Fisher Pivots for day following 04-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
527.95 |
526.87 |
PP |
527.50 |
525.35 |
S1 |
527.06 |
523.84 |
|