| 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 |
2,375.3 |
2,395.7 |
20.4 |
0.9% |
2,348.0 |
| High |
2,397.8 |
2,406.7 |
8.9 |
0.4% |
2,406.7 |
| Low |
2,372.2 |
2,304.2 |
-68.0 |
-2.9% |
2,304.2 |
| Close |
2,390.9 |
2,325.0 |
-65.9 |
-2.8% |
2,325.0 |
| Range |
25.6 |
102.5 |
76.9 |
300.4% |
102.5 |
| ATR |
36.8 |
41.5 |
4.7 |
12.7% |
0.0 |
| Volume |
172,202 |
314,551 |
142,349 |
82.7% |
1,003,311 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.8 |
2,591.4 |
2,381.4 |
|
| R3 |
2,550.3 |
2,488.9 |
2,353.2 |
|
| R2 |
2,447.8 |
2,447.8 |
2,343.8 |
|
| R1 |
2,386.4 |
2,386.4 |
2,334.4 |
2,365.9 |
| PP |
2,345.3 |
2,345.3 |
2,345.3 |
2,335.0 |
| S1 |
2,283.9 |
2,283.9 |
2,315.6 |
2,263.4 |
| S2 |
2,242.8 |
2,242.8 |
2,306.2 |
|
| S3 |
2,140.3 |
2,181.4 |
2,296.8 |
|
| S4 |
2,037.8 |
2,078.9 |
2,268.6 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.8 |
2,591.4 |
2,381.4 |
|
| R3 |
2,550.3 |
2,488.9 |
2,353.2 |
|
| R2 |
2,447.8 |
2,447.8 |
2,343.8 |
|
| R1 |
2,386.4 |
2,386.4 |
2,334.4 |
2,365.9 |
| PP |
2,345.3 |
2,345.3 |
2,345.3 |
2,335.0 |
| S1 |
2,283.9 |
2,283.9 |
2,315.6 |
2,263.4 |
| S2 |
2,242.8 |
2,242.8 |
2,306.2 |
|
| S3 |
2,140.3 |
2,181.4 |
2,296.8 |
|
| S4 |
2,037.8 |
2,078.9 |
2,268.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
47.8 |
2.1% |
20% |
True |
True |
200,662 |
| 10 |
2,406.7 |
2,304.2 |
102.5 |
4.4% |
39.3 |
1.7% |
20% |
True |
True |
172,522 |
| 20 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
39.0 |
1.7% |
12% |
False |
True |
109,003 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.4% |
40.6 |
1.7% |
12% |
False |
True |
64,796 |
| 60 |
2,477.0 |
2,190.7 |
286.3 |
12.3% |
38.4 |
1.7% |
47% |
False |
False |
45,208 |
| 80 |
2,477.0 |
2,036.0 |
441.0 |
19.0% |
34.4 |
1.5% |
66% |
False |
False |
34,598 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
19.0% |
31.7 |
1.4% |
66% |
False |
False |
28,141 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
19.0% |
30.1 |
1.3% |
66% |
False |
False |
23,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.3 |
|
2.618 |
2,675.0 |
|
1.618 |
2,572.5 |
|
1.000 |
2,509.2 |
|
0.618 |
2,470.0 |
|
HIGH |
2,406.7 |
|
0.618 |
2,367.5 |
|
0.500 |
2,355.5 |
|
0.382 |
2,343.4 |
|
LOW |
2,304.2 |
|
0.618 |
2,240.9 |
|
1.000 |
2,201.7 |
|
1.618 |
2,138.4 |
|
2.618 |
2,035.9 |
|
4.250 |
1,868.6 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,355.5 |
2,355.5 |
| PP |
2,345.3 |
2,345.3 |
| S1 |
2,335.2 |
2,335.2 |
|