| 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 |
8,334.0 |
8,360.0 |
26.0 |
0.3% |
8,390.0 |
| High |
8,349.5 |
8,360.0 |
10.5 |
0.1% |
8,390.0 |
| Low |
8,314.0 |
8,268.0 |
-46.0 |
-0.6% |
8,255.0 |
| Close |
8,343.5 |
8,307.5 |
-36.0 |
-0.4% |
8,307.5 |
| Range |
35.5 |
92.0 |
56.5 |
159.2% |
135.0 |
| ATR |
55.2 |
57.8 |
2.6 |
4.8% |
0.0 |
| Volume |
777 |
1,272 |
495 |
63.7% |
2,448 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,588.0 |
8,539.5 |
8,358.0 |
|
| R3 |
8,496.0 |
8,447.5 |
8,333.0 |
|
| R2 |
8,404.0 |
8,404.0 |
8,324.5 |
|
| R1 |
8,355.5 |
8,355.5 |
8,316.0 |
8,334.0 |
| PP |
8,312.0 |
8,312.0 |
8,312.0 |
8,301.0 |
| S1 |
8,263.5 |
8,263.5 |
8,299.0 |
8,242.0 |
| S2 |
8,220.0 |
8,220.0 |
8,290.5 |
|
| S3 |
8,128.0 |
8,171.5 |
8,282.0 |
|
| S4 |
8,036.0 |
8,079.5 |
8,257.0 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,722.5 |
8,650.0 |
8,382.0 |
|
| R3 |
8,587.5 |
8,515.0 |
8,344.5 |
|
| R2 |
8,452.5 |
8,452.5 |
8,332.0 |
|
| R1 |
8,380.0 |
8,380.0 |
8,320.0 |
8,349.0 |
| PP |
8,317.5 |
8,317.5 |
8,317.5 |
8,302.0 |
| S1 |
8,245.0 |
8,245.0 |
8,295.0 |
8,214.0 |
| S2 |
8,182.5 |
8,182.5 |
8,283.0 |
|
| S3 |
8,047.5 |
8,110.0 |
8,270.5 |
|
| S4 |
7,912.5 |
7,975.0 |
8,233.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,390.0 |
8,255.0 |
135.0 |
1.6% |
58.0 |
0.7% |
39% |
False |
False |
489 |
| 10 |
8,400.0 |
8,200.0 |
200.0 |
2.4% |
64.0 |
0.8% |
54% |
False |
False |
329 |
| 20 |
8,492.0 |
8,200.0 |
292.0 |
3.5% |
40.0 |
0.5% |
37% |
False |
False |
170 |
| 40 |
8,492.0 |
7,801.0 |
691.0 |
8.3% |
43.0 |
0.5% |
73% |
False |
False |
89 |
| 60 |
8,492.0 |
7,756.0 |
736.0 |
8.9% |
39.5 |
0.5% |
75% |
False |
False |
62 |
| 80 |
8,492.0 |
7,558.0 |
934.0 |
11.2% |
29.5 |
0.4% |
80% |
False |
False |
47 |
| 100 |
8,492.0 |
7,468.0 |
1,024.0 |
12.3% |
24.0 |
0.3% |
82% |
False |
False |
37 |
| 120 |
8,492.0 |
7,468.0 |
1,024.0 |
12.3% |
20.0 |
0.2% |
82% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,751.0 |
|
2.618 |
8,601.0 |
|
1.618 |
8,509.0 |
|
1.000 |
8,452.0 |
|
0.618 |
8,417.0 |
|
HIGH |
8,360.0 |
|
0.618 |
8,325.0 |
|
0.500 |
8,314.0 |
|
0.382 |
8,303.0 |
|
LOW |
8,268.0 |
|
0.618 |
8,211.0 |
|
1.000 |
8,176.0 |
|
1.618 |
8,119.0 |
|
2.618 |
8,027.0 |
|
4.250 |
7,877.0 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,314.0 |
8,314.0 |
| PP |
8,312.0 |
8,312.0 |
| S1 |
8,309.5 |
8,309.5 |
|