Trading Metrics calculated at close of trading on 05-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
526.46 |
530.77 |
4.31 |
0.8% |
530.27 |
High |
529.15 |
534.69 |
5.54 |
1.0% |
530.51 |
Low |
524.96 |
528.73 |
3.77 |
0.7% |
518.36 |
Close |
528.39 |
534.67 |
6.28 |
1.2% |
527.37 |
Range |
4.19 |
5.96 |
1.77 |
42.4% |
12.15 |
ATR |
4.99 |
5.08 |
0.09 |
1.9% |
0.00 |
Volume |
34,632,600 |
47,610,300 |
12,977,700 |
37.5% |
218,714,100 |
|
Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
550.59 |
548.59 |
537.95 |
|
R3 |
544.62 |
542.63 |
536.31 |
|
R2 |
538.66 |
538.66 |
535.76 |
|
R1 |
536.66 |
536.66 |
535.22 |
537.66 |
PP |
532.70 |
532.70 |
532.70 |
533.19 |
S1 |
530.70 |
530.70 |
534.12 |
531.70 |
S2 |
526.73 |
526.73 |
533.58 |
|
S3 |
520.77 |
524.74 |
533.03 |
|
S4 |
514.80 |
518.77 |
531.39 |
|
|
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 |
534.69 |
518.36 |
16.33 |
3.1% |
5.97 |
1.1% |
100% |
True |
False |
53,266,560 |
10 |
534.69 |
518.36 |
16.33 |
3.1% |
5.07 |
0.9% |
100% |
True |
False |
49,468,470 |
20 |
534.69 |
515.14 |
19.55 |
3.7% |
4.05 |
0.8% |
100% |
True |
False |
48,349,955 |
40 |
534.69 |
493.86 |
40.83 |
7.6% |
4.96 |
0.9% |
100% |
True |
False |
59,794,840 |
60 |
534.69 |
493.86 |
40.83 |
7.6% |
4.66 |
0.9% |
100% |
True |
False |
64,557,736 |
80 |
534.69 |
490.72 |
43.98 |
8.2% |
4.52 |
0.8% |
100% |
True |
False |
65,413,106 |
100 |
534.69 |
469.87 |
64.82 |
12.1% |
4.35 |
0.8% |
100% |
True |
False |
67,599,725 |
120 |
534.69 |
464.12 |
70.57 |
13.2% |
4.28 |
0.8% |
100% |
True |
False |
70,854,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
560.04 |
2.618 |
550.31 |
1.618 |
544.34 |
1.000 |
540.65 |
0.618 |
538.38 |
HIGH |
534.69 |
0.618 |
532.41 |
0.500 |
531.71 |
0.382 |
531.00 |
LOW |
528.73 |
0.618 |
525.04 |
1.000 |
522.76 |
1.618 |
519.07 |
2.618 |
513.11 |
4.250 |
503.38 |
|
|
Fisher Pivots for day following 05-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
533.68 |
532.66 |
PP |
532.70 |
530.65 |
S1 |
531.71 |
528.65 |
|