| 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 |
5,299.50 |
5,300.25 |
0.75 |
0.0% |
5,321.75 |
| High |
5,313.25 |
5,312.25 |
-1.00 |
0.0% |
5,339.00 |
| Low |
5,246.75 |
5,262.00 |
15.25 |
0.3% |
5,205.50 |
| Close |
5,297.25 |
5,304.00 |
6.75 |
0.1% |
5,295.50 |
| Range |
66.50 |
50.25 |
-16.25 |
-24.4% |
133.50 |
| ATR |
56.31 |
55.87 |
-0.43 |
-0.8% |
0.00 |
| Volume |
1,785,532 |
1,679,093 |
-106,439 |
-6.0% |
6,781,769 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,443.50 |
5,424.00 |
5,331.75 |
|
| R3 |
5,393.25 |
5,373.75 |
5,317.75 |
|
| R2 |
5,343.00 |
5,343.00 |
5,313.25 |
|
| R1 |
5,323.50 |
5,323.50 |
5,308.50 |
5,333.25 |
| PP |
5,292.75 |
5,292.75 |
5,292.75 |
5,297.50 |
| S1 |
5,273.25 |
5,273.25 |
5,299.50 |
5,283.00 |
| S2 |
5,242.50 |
5,242.50 |
5,294.75 |
|
| S3 |
5,192.25 |
5,223.00 |
5,290.25 |
|
| S4 |
5,142.00 |
5,172.75 |
5,276.25 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,680.50 |
5,621.50 |
5,369.00 |
|
| R3 |
5,547.00 |
5,488.00 |
5,332.25 |
|
| R2 |
5,413.50 |
5,413.50 |
5,320.00 |
|
| R1 |
5,354.50 |
5,354.50 |
5,307.75 |
5,317.25 |
| PP |
5,280.00 |
5,280.00 |
5,280.00 |
5,261.50 |
| S1 |
5,221.00 |
5,221.00 |
5,283.25 |
5,183.75 |
| S2 |
5,146.50 |
5,146.50 |
5,271.00 |
|
| S3 |
5,013.00 |
5,087.50 |
5,258.75 |
|
| S4 |
4,879.50 |
4,954.00 |
5,222.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,324.00 |
5,205.50 |
118.50 |
2.2% |
62.50 |
1.2% |
83% |
False |
False |
1,771,704 |
| 10 |
5,368.25 |
5,205.50 |
162.75 |
3.1% |
56.00 |
1.1% |
61% |
False |
False |
1,579,211 |
| 20 |
5,368.25 |
5,188.75 |
179.50 |
3.4% |
46.75 |
0.9% |
64% |
False |
False |
1,348,915 |
| 40 |
5,368.25 |
4,963.50 |
404.75 |
7.6% |
61.50 |
1.2% |
84% |
False |
False |
1,546,685 |
| 60 |
5,368.25 |
4,963.50 |
404.75 |
7.6% |
57.75 |
1.1% |
84% |
False |
False |
1,543,548 |
| 80 |
5,368.25 |
4,963.50 |
404.75 |
7.6% |
56.50 |
1.1% |
84% |
False |
False |
1,180,583 |
| 100 |
5,368.25 |
4,799.25 |
569.00 |
10.7% |
54.75 |
1.0% |
89% |
False |
False |
945,479 |
| 120 |
5,368.25 |
4,715.25 |
653.00 |
12.3% |
53.00 |
1.0% |
90% |
False |
False |
788,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,525.75 |
|
2.618 |
5,443.75 |
|
1.618 |
5,393.50 |
|
1.000 |
5,362.50 |
|
0.618 |
5,343.25 |
|
HIGH |
5,312.25 |
|
0.618 |
5,293.00 |
|
0.500 |
5,287.00 |
|
0.382 |
5,281.25 |
|
LOW |
5,262.00 |
|
0.618 |
5,231.00 |
|
1.000 |
5,211.75 |
|
1.618 |
5,180.75 |
|
2.618 |
5,130.50 |
|
4.250 |
5,048.50 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,298.50 |
5,289.00 |
| PP |
5,292.75 |
5,274.25 |
| S1 |
5,287.00 |
5,259.50 |
|