| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2,416.5 |
2,392.1 |
-24.4 |
-1.0% |
2,407.2 |
| High |
2,417.5 |
2,422.4 |
4.9 |
0.2% |
2,434.8 |
| Low |
2,380.4 |
2,390.9 |
10.5 |
0.4% |
2,387.6 |
| Close |
2,392.5 |
2,421.0 |
28.5 |
1.2% |
2,391.7 |
| Range |
37.1 |
31.5 |
-5.6 |
-15.1% |
47.2 |
| ATR |
37.5 |
37.1 |
-0.4 |
-1.1% |
0.0 |
| Volume |
3,925 |
2,936 |
-989 |
-25.2% |
15,098 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,505.9 |
2,495.0 |
2,438.3 |
|
| R3 |
2,474.4 |
2,463.5 |
2,429.7 |
|
| R2 |
2,442.9 |
2,442.9 |
2,426.8 |
|
| R1 |
2,432.0 |
2,432.0 |
2,423.9 |
2,437.5 |
| PP |
2,411.4 |
2,411.4 |
2,411.4 |
2,414.2 |
| S1 |
2,400.5 |
2,400.5 |
2,418.1 |
2,406.0 |
| S2 |
2,379.9 |
2,379.9 |
2,415.2 |
|
| S3 |
2,348.4 |
2,369.0 |
2,412.3 |
|
| S4 |
2,316.9 |
2,337.5 |
2,403.7 |
|
|
| 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 |
2,426.7 |
2,380.4 |
46.3 |
1.9% |
35.4 |
1.5% |
88% |
False |
False |
3,583 |
| 10 |
2,499.2 |
2,380.4 |
118.8 |
4.9% |
36.5 |
1.5% |
34% |
False |
False |
3,838 |
| 20 |
2,524.0 |
2,379.5 |
144.5 |
6.0% |
35.0 |
1.4% |
29% |
False |
False |
3,510 |
| 40 |
2,524.0 |
2,351.6 |
172.4 |
7.1% |
39.0 |
1.6% |
40% |
False |
False |
2,925 |
| 60 |
2,524.0 |
2,229.2 |
294.8 |
12.2% |
36.7 |
1.5% |
65% |
False |
False |
2,551 |
| 80 |
2,524.0 |
2,070.6 |
453.4 |
18.7% |
33.0 |
1.4% |
77% |
False |
False |
2,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,556.3 |
|
2.618 |
2,504.9 |
|
1.618 |
2,473.4 |
|
1.000 |
2,453.9 |
|
0.618 |
2,441.9 |
|
HIGH |
2,422.4 |
|
0.618 |
2,410.4 |
|
0.500 |
2,406.7 |
|
0.382 |
2,402.9 |
|
LOW |
2,390.9 |
|
0.618 |
2,371.4 |
|
1.000 |
2,359.4 |
|
1.618 |
2,339.9 |
|
2.618 |
2,308.4 |
|
4.250 |
2,257.0 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,416.2 |
2,414.5 |
| PP |
2,411.4 |
2,407.9 |
| S1 |
2,406.7 |
2,401.4 |
|