| 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 |
2,064.1 |
2,080.0 |
15.9 |
0.8% |
2,078.2 |
| High |
2,082.5 |
2,104.7 |
22.2 |
1.1% |
2,093.5 |
| Low |
2,048.7 |
2,050.4 |
1.7 |
0.1% |
2,031.2 |
| Close |
2,075.8 |
2,065.2 |
-10.6 |
-0.5% |
2,075.8 |
| Range |
33.8 |
54.3 |
20.5 |
60.7% |
62.3 |
| ATR |
34.0 |
35.5 |
1.4 |
4.3% |
0.0 |
| Volume |
213,060 |
204,362 |
-8,698 |
-4.1% |
729,199 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,236.3 |
2,205.1 |
2,095.1 |
|
| R3 |
2,182.0 |
2,150.8 |
2,080.1 |
|
| R2 |
2,127.7 |
2,127.7 |
2,075.2 |
|
| R1 |
2,096.5 |
2,096.5 |
2,070.2 |
2,085.0 |
| PP |
2,073.4 |
2,073.4 |
2,073.4 |
2,067.7 |
| S1 |
2,042.2 |
2,042.2 |
2,060.2 |
2,030.7 |
| S2 |
2,019.1 |
2,019.1 |
2,055.2 |
|
| S3 |
1,964.8 |
1,987.9 |
2,050.3 |
|
| S4 |
1,910.5 |
1,933.6 |
2,035.3 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,253.7 |
2,227.1 |
2,110.1 |
|
| R3 |
2,191.4 |
2,164.8 |
2,092.9 |
|
| R2 |
2,129.1 |
2,129.1 |
2,087.2 |
|
| R1 |
2,102.5 |
2,102.5 |
2,081.5 |
2,084.7 |
| PP |
2,066.8 |
2,066.8 |
2,066.8 |
2,057.9 |
| S1 |
2,040.2 |
2,040.2 |
2,070.1 |
2,022.4 |
| S2 |
2,004.5 |
2,004.5 |
2,064.4 |
|
| S3 |
1,942.2 |
1,977.9 |
2,058.7 |
|
| S4 |
1,879.9 |
1,915.6 |
2,041.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,104.7 |
2,031.2 |
73.5 |
3.6% |
38.4 |
1.9% |
46% |
True |
False |
186,712 |
| 10 |
2,118.8 |
2,031.2 |
87.6 |
4.2% |
33.9 |
1.6% |
39% |
False |
False |
172,592 |
| 20 |
2,132.5 |
2,031.2 |
101.3 |
4.9% |
30.9 |
1.5% |
34% |
False |
False |
157,006 |
| 40 |
2,132.5 |
1,915.8 |
216.7 |
10.5% |
37.4 |
1.8% |
69% |
False |
False |
184,749 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.2% |
37.8 |
1.8% |
59% |
False |
False |
191,003 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.2% |
38.1 |
1.8% |
59% |
False |
False |
143,807 |
| 100 |
2,167.0 |
1,915.8 |
251.2 |
12.2% |
38.0 |
1.8% |
59% |
False |
False |
115,083 |
| 120 |
2,167.0 |
1,907.4 |
259.6 |
12.6% |
38.0 |
1.8% |
61% |
False |
False |
95,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,335.5 |
|
2.618 |
2,246.9 |
|
1.618 |
2,192.6 |
|
1.000 |
2,159.0 |
|
0.618 |
2,138.3 |
|
HIGH |
2,104.7 |
|
0.618 |
2,084.0 |
|
0.500 |
2,077.6 |
|
0.382 |
2,071.1 |
|
LOW |
2,050.4 |
|
0.618 |
2,016.8 |
|
1.000 |
1,996.1 |
|
1.618 |
1,962.5 |
|
2.618 |
1,908.2 |
|
4.250 |
1,819.6 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,077.6 |
2,068.0 |
| PP |
2,073.4 |
2,067.0 |
| S1 |
2,069.3 |
2,066.1 |
|