| 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 |
2,391.4 |
2,416.5 |
25.1 |
1.0% |
2,407.2 |
| High |
2,421.0 |
2,417.5 |
-3.5 |
-0.1% |
2,434.8 |
| Low |
2,380.7 |
2,380.4 |
-0.3 |
0.0% |
2,387.6 |
| Close |
2,415.0 |
2,392.5 |
-22.5 |
-0.9% |
2,391.7 |
| Range |
40.3 |
37.1 |
-3.2 |
-7.9% |
47.2 |
| ATR |
37.6 |
37.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
3,302 |
3,925 |
623 |
18.9% |
15,098 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.1 |
2,487.4 |
2,412.9 |
|
| R3 |
2,471.0 |
2,450.3 |
2,402.7 |
|
| R2 |
2,433.9 |
2,433.9 |
2,399.3 |
|
| R1 |
2,413.2 |
2,413.2 |
2,395.9 |
2,405.0 |
| PP |
2,396.8 |
2,396.8 |
2,396.8 |
2,392.7 |
| S1 |
2,376.1 |
2,376.1 |
2,389.1 |
2,367.9 |
| S2 |
2,359.7 |
2,359.7 |
2,385.7 |
|
| S3 |
2,322.6 |
2,339.0 |
2,382.3 |
|
| S4 |
2,285.5 |
2,301.9 |
2,372.1 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,546.3 |
2,516.2 |
2,417.7 |
|
| R3 |
2,499.1 |
2,469.0 |
2,404.7 |
|
| R2 |
2,451.9 |
2,451.9 |
2,400.4 |
|
| R1 |
2,421.8 |
2,421.8 |
2,396.0 |
2,413.3 |
| PP |
2,404.7 |
2,404.7 |
2,404.7 |
2,400.4 |
| S1 |
2,374.6 |
2,374.6 |
2,387.4 |
2,366.1 |
| S2 |
2,357.5 |
2,357.5 |
2,383.0 |
|
| S3 |
2,310.3 |
2,327.4 |
2,378.7 |
|
| S4 |
2,263.1 |
2,280.2 |
2,365.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,431.0 |
2,380.4 |
50.6 |
2.1% |
34.7 |
1.5% |
24% |
False |
True |
3,612 |
| 10 |
2,508.2 |
2,380.4 |
127.8 |
5.3% |
36.3 |
1.5% |
9% |
False |
True |
3,893 |
| 20 |
2,524.0 |
2,379.5 |
144.5 |
6.0% |
34.4 |
1.4% |
9% |
False |
False |
3,577 |
| 40 |
2,524.0 |
2,351.6 |
172.4 |
7.2% |
38.9 |
1.6% |
24% |
False |
False |
2,920 |
| 60 |
2,524.0 |
2,229.2 |
294.8 |
12.3% |
36.3 |
1.5% |
55% |
False |
False |
2,521 |
| 80 |
2,524.0 |
2,070.6 |
453.4 |
19.0% |
32.8 |
1.4% |
71% |
False |
False |
2,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,575.2 |
|
2.618 |
2,514.6 |
|
1.618 |
2,477.5 |
|
1.000 |
2,454.6 |
|
0.618 |
2,440.4 |
|
HIGH |
2,417.5 |
|
0.618 |
2,403.3 |
|
0.500 |
2,399.0 |
|
0.382 |
2,394.6 |
|
LOW |
2,380.4 |
|
0.618 |
2,357.5 |
|
1.000 |
2,343.3 |
|
1.618 |
2,320.4 |
|
2.618 |
2,283.3 |
|
4.250 |
2,222.7 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,399.0 |
2,403.6 |
| PP |
2,396.8 |
2,399.9 |
| S1 |
2,394.7 |
2,396.2 |
|