| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
18,715.0 |
18,923.0 |
208.0 |
1.1% |
19,100.0 |
| High |
18,835.0 |
18,927.0 |
92.0 |
0.5% |
19,109.0 |
| Low |
18,680.0 |
18,840.0 |
160.0 |
0.9% |
18,639.0 |
| Close |
18,724.0 |
18,851.0 |
127.0 |
0.7% |
18,724.0 |
| Range |
155.0 |
87.0 |
-68.0 |
-43.9% |
470.0 |
| ATR |
137.0 |
141.7 |
4.7 |
3.4% |
0.0 |
| Volume |
974 |
106 |
-868 |
-89.1% |
1,118 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,133.7 |
19,079.3 |
18,898.9 |
|
| R3 |
19,046.7 |
18,992.3 |
18,874.9 |
|
| R2 |
18,959.7 |
18,959.7 |
18,867.0 |
|
| R1 |
18,905.3 |
18,905.3 |
18,859.0 |
18,889.0 |
| PP |
18,872.7 |
18,872.7 |
18,872.7 |
18,864.5 |
| S1 |
18,818.3 |
18,818.3 |
18,843.0 |
18,802.0 |
| S2 |
18,785.7 |
18,785.7 |
18,835.1 |
|
| S3 |
18,698.7 |
18,731.3 |
18,827.1 |
|
| S4 |
18,611.7 |
18,644.3 |
18,803.2 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,234.0 |
19,949.0 |
18,982.5 |
|
| R3 |
19,764.0 |
19,479.0 |
18,853.3 |
|
| R2 |
19,294.0 |
19,294.0 |
18,810.2 |
|
| R1 |
19,009.0 |
19,009.0 |
18,767.1 |
18,916.5 |
| PP |
18,824.0 |
18,824.0 |
18,824.0 |
18,777.8 |
| S1 |
18,539.0 |
18,539.0 |
18,680.9 |
18,446.5 |
| S2 |
18,354.0 |
18,354.0 |
18,637.8 |
|
| S3 |
17,884.0 |
18,069.0 |
18,594.8 |
|
| S4 |
17,414.0 |
17,599.0 |
18,465.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,109.0 |
18,639.0 |
470.0 |
2.5% |
144.2 |
0.8% |
45% |
False |
False |
244 |
| 10 |
19,109.0 |
18,639.0 |
470.0 |
2.5% |
105.1 |
0.6% |
45% |
False |
False |
127 |
| 20 |
19,180.0 |
18,381.0 |
799.0 |
4.2% |
91.6 |
0.5% |
59% |
False |
False |
72 |
| 40 |
19,180.0 |
18,051.0 |
1,129.0 |
6.0% |
98.0 |
0.5% |
71% |
False |
False |
44 |
| 60 |
19,180.0 |
18,051.0 |
1,129.0 |
6.0% |
80.9 |
0.4% |
71% |
False |
False |
31 |
| 80 |
19,180.0 |
17,357.0 |
1,823.0 |
9.7% |
62.4 |
0.3% |
82% |
False |
False |
23 |
| 100 |
19,180.0 |
16,932.0 |
2,248.0 |
11.9% |
49.9 |
0.3% |
85% |
False |
False |
18 |
| 120 |
19,180.0 |
16,932.0 |
2,248.0 |
11.9% |
41.6 |
0.2% |
85% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,296.8 |
|
2.618 |
19,154.8 |
|
1.618 |
19,067.8 |
|
1.000 |
19,014.0 |
|
0.618 |
18,980.8 |
|
HIGH |
18,927.0 |
|
0.618 |
18,893.8 |
|
0.500 |
18,883.5 |
|
0.382 |
18,873.2 |
|
LOW |
18,840.0 |
|
0.618 |
18,786.2 |
|
1.000 |
18,753.0 |
|
1.618 |
18,699.2 |
|
2.618 |
18,612.2 |
|
4.250 |
18,470.3 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
18,883.5 |
18,828.3 |
| PP |
18,872.7 |
18,805.7 |
| S1 |
18,861.8 |
18,783.0 |
|