| 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 |
2,348.0 |
2,371.3 |
23.3 |
1.0% |
2,359.8 |
| High |
2,375.5 |
2,373.1 |
-2.4 |
-0.1% |
2,388.0 |
| Low |
2,334.8 |
2,335.1 |
0.3 |
0.0% |
2,341.1 |
| Close |
2,369.3 |
2,347.4 |
-21.9 |
-0.9% |
2,345.8 |
| Range |
40.7 |
38.0 |
-2.7 |
-6.6% |
46.9 |
| ATR |
38.1 |
38.1 |
0.0 |
0.0% |
0.0 |
| Volume |
173,149 |
171,547 |
-1,602 |
-0.9% |
673,504 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,465.9 |
2,444.6 |
2,368.3 |
|
| R3 |
2,427.9 |
2,406.6 |
2,357.9 |
|
| R2 |
2,389.9 |
2,389.9 |
2,354.4 |
|
| R1 |
2,368.6 |
2,368.6 |
2,350.9 |
2,360.3 |
| PP |
2,351.9 |
2,351.9 |
2,351.9 |
2,347.7 |
| S1 |
2,330.6 |
2,330.6 |
2,343.9 |
2,322.3 |
| S2 |
2,313.9 |
2,313.9 |
2,340.4 |
|
| S3 |
2,275.9 |
2,292.6 |
2,337.0 |
|
| S4 |
2,237.9 |
2,254.6 |
2,326.5 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.0 |
2,469.3 |
2,371.6 |
|
| R3 |
2,452.1 |
2,422.4 |
2,358.7 |
|
| R2 |
2,405.2 |
2,405.2 |
2,354.4 |
|
| R1 |
2,375.5 |
2,375.5 |
2,350.1 |
2,366.9 |
| PP |
2,358.3 |
2,358.3 |
2,358.3 |
2,354.0 |
| S1 |
2,328.6 |
2,328.6 |
2,341.5 |
2,320.0 |
| S2 |
2,311.4 |
2,311.4 |
2,337.2 |
|
| S3 |
2,264.5 |
2,281.7 |
2,332.9 |
|
| S4 |
2,217.6 |
2,234.8 |
2,320.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,386.0 |
2,334.8 |
51.2 |
2.2% |
35.7 |
1.5% |
25% |
False |
False |
177,809 |
| 10 |
2,461.2 |
2,334.8 |
126.4 |
5.4% |
37.2 |
1.6% |
10% |
False |
False |
122,436 |
| 20 |
2,477.0 |
2,333.7 |
143.3 |
6.1% |
34.9 |
1.5% |
10% |
False |
False |
85,509 |
| 40 |
2,477.0 |
2,308.7 |
168.3 |
7.2% |
39.6 |
1.7% |
23% |
False |
False |
49,185 |
| 60 |
2,477.0 |
2,190.7 |
286.3 |
12.2% |
36.8 |
1.6% |
55% |
False |
False |
34,463 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
18.8% |
33.3 |
1.4% |
71% |
False |
False |
26,483 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.8% |
31.0 |
1.3% |
71% |
False |
False |
21,639 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.8% |
29.6 |
1.3% |
71% |
False |
False |
18,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,534.6 |
|
2.618 |
2,472.6 |
|
1.618 |
2,434.6 |
|
1.000 |
2,411.1 |
|
0.618 |
2,396.6 |
|
HIGH |
2,373.1 |
|
0.618 |
2,358.6 |
|
0.500 |
2,354.1 |
|
0.382 |
2,349.6 |
|
LOW |
2,335.1 |
|
0.618 |
2,311.6 |
|
1.000 |
2,297.1 |
|
1.618 |
2,273.6 |
|
2.618 |
2,235.6 |
|
4.250 |
2,173.6 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,354.1 |
2,358.0 |
| PP |
2,351.9 |
2,354.5 |
| S1 |
2,349.6 |
2,350.9 |
|