Trading Metrics calculated at close of trading on 01-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
12,778.0 |
12,623.5 |
-154.5 |
-1.2% |
12,849.5 |
High |
12,806.0 |
12,797.0 |
-9.0 |
-0.1% |
12,857.5 |
Low |
12,540.0 |
12,623.5 |
83.5 |
0.7% |
12,540.0 |
Close |
12,612.0 |
12,694.5 |
82.5 |
0.7% |
12,694.5 |
Range |
266.0 |
173.5 |
-92.5 |
-34.8% |
317.5 |
ATR |
172.4 |
173.3 |
0.9 |
0.5% |
0.0 |
Volume |
101,168 |
83,531 |
-17,637 |
-17.4% |
414,850 |
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,225.5 |
13,133.5 |
12,789.9 |
|
R3 |
13,052.0 |
12,960.0 |
12,742.2 |
|
R2 |
12,878.5 |
12,878.5 |
12,726.3 |
|
R1 |
12,786.5 |
12,786.5 |
12,710.4 |
12,832.5 |
PP |
12,705.0 |
12,705.0 |
12,705.0 |
12,728.0 |
S1 |
12,613.0 |
12,613.0 |
12,678.6 |
12,659.0 |
S2 |
12,531.5 |
12,531.5 |
12,662.7 |
|
S3 |
12,358.0 |
12,439.5 |
12,646.8 |
|
S4 |
12,184.5 |
12,266.0 |
12,599.1 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,649.8 |
13,489.7 |
12,869.1 |
|
R3 |
13,332.3 |
13,172.2 |
12,781.8 |
|
R2 |
13,014.8 |
13,014.8 |
12,752.7 |
|
R1 |
12,854.7 |
12,854.7 |
12,723.6 |
12,776.0 |
PP |
12,697.3 |
12,697.3 |
12,697.3 |
12,658.0 |
S1 |
12,537.2 |
12,537.2 |
12,665.4 |
12,458.5 |
S2 |
12,379.8 |
12,379.8 |
12,636.3 |
|
S3 |
12,062.3 |
12,219.7 |
12,607.2 |
|
S4 |
11,744.8 |
11,902.2 |
12,519.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,000.0 |
12,540.0 |
460.0 |
3.6% |
213.8 |
1.7% |
34% |
False |
False |
96,552 |
10 |
13,206.0 |
12,540.0 |
666.0 |
5.2% |
174.4 |
1.4% |
23% |
False |
False |
92,749 |
20 |
13,206.0 |
12,540.0 |
666.0 |
5.2% |
144.0 |
1.1% |
23% |
False |
False |
84,956 |
40 |
13,206.0 |
12,101.0 |
1,105.0 |
8.7% |
148.1 |
1.2% |
54% |
False |
False |
91,462 |
60 |
13,206.0 |
11,706.5 |
1,499.5 |
11.8% |
168.3 |
1.3% |
66% |
False |
False |
91,501 |
80 |
13,206.0 |
11,706.5 |
1,499.5 |
11.8% |
180.8 |
1.4% |
66% |
False |
False |
68,783 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
15.0% |
174.0 |
1.4% |
52% |
False |
False |
55,087 |
120 |
13,611.0 |
11,706.5 |
1,904.5 |
15.0% |
163.9 |
1.3% |
52% |
False |
False |
45,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,534.4 |
2.618 |
13,251.2 |
1.618 |
13,077.7 |
1.000 |
12,970.5 |
0.618 |
12,904.2 |
HIGH |
12,797.0 |
0.618 |
12,730.7 |
0.500 |
12,710.3 |
0.382 |
12,689.8 |
LOW |
12,623.5 |
0.618 |
12,516.3 |
1.000 |
12,450.0 |
1.618 |
12,342.8 |
2.618 |
12,169.3 |
4.250 |
11,886.1 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
12,710.3 |
12,691.3 |
PP |
12,705.0 |
12,688.2 |
S1 |
12,699.8 |
12,685.0 |
|