Trading Metrics calculated at close of trading on 31-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
Open |
11.29 |
11.13 |
-0.16 |
-1.4% |
10.91 |
High |
11.33 |
11.34 |
0.01 |
0.1% |
11.47 |
Low |
11.13 |
10.99 |
-0.14 |
-1.3% |
10.90 |
Close |
11.23 |
11.05 |
-0.18 |
-1.6% |
11.05 |
Range |
0.20 |
0.35 |
0.15 |
74.9% |
0.58 |
ATR |
0.31 |
0.31 |
0.00 |
0.9% |
0.00 |
Volume |
4,463,485 |
5,267,000 |
803,515 |
18.0% |
18,096,985 |
|
Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.18 |
11.96 |
11.24 |
|
R3 |
11.83 |
11.61 |
11.15 |
|
R2 |
11.48 |
11.48 |
11.11 |
|
R1 |
11.26 |
11.26 |
11.08 |
11.20 |
PP |
11.13 |
11.13 |
11.13 |
11.09 |
S1 |
10.91 |
10.91 |
11.02 |
10.85 |
S2 |
10.78 |
10.78 |
10.99 |
|
S3 |
10.43 |
10.56 |
10.95 |
|
S4 |
10.08 |
10.21 |
10.86 |
|
|
Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.86 |
12.53 |
11.37 |
|
R3 |
12.29 |
11.96 |
11.21 |
|
R2 |
11.71 |
11.71 |
11.16 |
|
R1 |
11.38 |
11.38 |
11.10 |
11.55 |
PP |
11.14 |
11.14 |
11.14 |
11.22 |
S1 |
10.81 |
10.81 |
11.00 |
10.97 |
S2 |
10.56 |
10.56 |
10.94 |
|
S3 |
9.99 |
10.23 |
10.89 |
|
S4 |
9.41 |
9.66 |
10.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11.47 |
10.90 |
0.58 |
5.2% |
0.24 |
2.2% |
27% |
False |
False |
4,185,217 |
10 |
11.47 |
10.64 |
0.83 |
7.5% |
0.24 |
2.1% |
49% |
False |
False |
3,826,138 |
20 |
11.49 |
10.59 |
0.90 |
8.1% |
0.23 |
2.0% |
51% |
False |
False |
3,208,182 |
40 |
12.69 |
10.59 |
2.10 |
19.0% |
0.30 |
2.7% |
22% |
False |
False |
3,730,664 |
60 |
12.69 |
10.34 |
2.35 |
21.2% |
0.30 |
2.7% |
30% |
False |
False |
3,425,806 |
80 |
12.76 |
10.34 |
2.42 |
21.9% |
0.31 |
2.8% |
29% |
False |
False |
3,326,829 |
100 |
13.36 |
10.34 |
3.02 |
27.3% |
0.33 |
3.0% |
24% |
False |
False |
3,155,125 |
120 |
14.17 |
10.34 |
3.83 |
34.7% |
0.34 |
3.1% |
19% |
False |
False |
3,187,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.83 |
2.618 |
12.26 |
1.618 |
11.91 |
1.000 |
11.69 |
0.618 |
11.56 |
HIGH |
11.34 |
0.618 |
11.21 |
0.500 |
11.17 |
0.382 |
11.12 |
LOW |
10.99 |
0.618 |
10.77 |
1.000 |
10.64 |
1.618 |
10.42 |
2.618 |
10.07 |
4.250 |
9.50 |
|
|
Fisher Pivots for day following 31-May-2024 |
Pivot |
1 day |
3 day |
R1 |
11.17 |
11.23 |
PP |
11.13 |
11.17 |
S1 |
11.09 |
11.11 |
|