| 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 |
2,355.0 |
2,379.9 |
24.9 |
1.1% |
2,322.6 |
| High |
2,375.8 |
2,385.1 |
9.3 |
0.4% |
2,385.1 |
| Low |
2,355.0 |
2,285.4 |
-69.6 |
-3.0% |
2,285.4 |
| Close |
2,370.3 |
2,305.2 |
-65.1 |
-2.7% |
2,305.2 |
| Range |
20.8 |
99.7 |
78.9 |
379.3% |
99.7 |
| ATR |
35.6 |
40.2 |
4.6 |
12.9% |
0.0 |
| Volume |
179 |
269 |
90 |
50.3% |
2,414 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,624.3 |
2,564.5 |
2,360.0 |
|
| R3 |
2,524.6 |
2,464.8 |
2,332.6 |
|
| R2 |
2,424.9 |
2,424.9 |
2,323.5 |
|
| R1 |
2,365.1 |
2,365.1 |
2,314.3 |
2,345.2 |
| PP |
2,325.2 |
2,325.2 |
2,325.2 |
2,315.3 |
| S1 |
2,265.4 |
2,265.4 |
2,296.1 |
2,245.5 |
| S2 |
2,225.5 |
2,225.5 |
2,286.9 |
|
| S3 |
2,125.8 |
2,165.7 |
2,277.8 |
|
| S4 |
2,026.1 |
2,066.0 |
2,250.4 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,624.3 |
2,564.5 |
2,360.0 |
|
| R3 |
2,524.6 |
2,464.8 |
2,332.6 |
|
| R2 |
2,424.9 |
2,424.9 |
2,323.5 |
|
| R1 |
2,365.1 |
2,365.1 |
2,314.3 |
2,345.2 |
| PP |
2,325.2 |
2,325.2 |
2,325.2 |
2,315.3 |
| S1 |
2,265.4 |
2,265.4 |
2,296.1 |
2,245.5 |
| S2 |
2,225.5 |
2,225.5 |
2,286.9 |
|
| S3 |
2,125.8 |
2,165.7 |
2,277.8 |
|
| S4 |
2,026.1 |
2,066.0 |
2,250.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,385.1 |
2,285.4 |
99.7 |
4.3% |
43.6 |
1.9% |
20% |
True |
True |
482 |
| 10 |
2,385.1 |
2,285.4 |
99.7 |
4.3% |
36.6 |
1.6% |
20% |
True |
True |
64,982 |
| 20 |
2,454.2 |
2,285.4 |
168.8 |
7.3% |
37.8 |
1.6% |
12% |
False |
True |
152,900 |
| 40 |
2,454.2 |
2,285.2 |
169.0 |
7.3% |
40.3 |
1.7% |
12% |
False |
False |
199,617 |
| 60 |
2,454.2 |
2,170.8 |
283.4 |
12.3% |
38.5 |
1.7% |
47% |
False |
False |
194,241 |
| 80 |
2,454.2 |
2,016.3 |
437.9 |
19.0% |
34.7 |
1.5% |
66% |
False |
False |
153,201 |
| 100 |
2,454.2 |
2,016.3 |
437.9 |
19.0% |
32.2 |
1.4% |
66% |
False |
False |
123,753 |
| 120 |
2,454.2 |
2,016.3 |
437.9 |
19.0% |
30.8 |
1.3% |
66% |
False |
False |
103,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,808.8 |
|
2.618 |
2,646.1 |
|
1.618 |
2,546.4 |
|
1.000 |
2,484.8 |
|
0.618 |
2,446.7 |
|
HIGH |
2,385.1 |
|
0.618 |
2,347.0 |
|
0.500 |
2,335.3 |
|
0.382 |
2,323.5 |
|
LOW |
2,285.4 |
|
0.618 |
2,223.8 |
|
1.000 |
2,185.7 |
|
1.618 |
2,124.1 |
|
2.618 |
2,024.4 |
|
4.250 |
1,861.7 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,335.3 |
2,335.3 |
| PP |
2,325.2 |
2,325.2 |
| S1 |
2,315.2 |
2,315.2 |
|