Trading Metrics calculated at close of trading on 04-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
12,623.5 |
12,748.0 |
124.5 |
1.0% |
12,849.5 |
High |
12,797.0 |
12,843.5 |
46.5 |
0.4% |
12,857.5 |
Low |
12,623.5 |
12,707.5 |
84.0 |
0.7% |
12,540.0 |
Close |
12,694.5 |
12,772.5 |
78.0 |
0.6% |
12,694.5 |
Range |
173.5 |
136.0 |
-37.5 |
-21.6% |
317.5 |
ATR |
173.3 |
171.6 |
-1.7 |
-1.0% |
0.0 |
Volume |
83,531 |
112,691 |
29,160 |
34.9% |
414,850 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,182.5 |
13,113.5 |
12,847.3 |
|
R3 |
13,046.5 |
12,977.5 |
12,809.9 |
|
R2 |
12,910.5 |
12,910.5 |
12,797.4 |
|
R1 |
12,841.5 |
12,841.5 |
12,785.0 |
12,876.0 |
PP |
12,774.5 |
12,774.5 |
12,774.5 |
12,791.8 |
S1 |
12,705.5 |
12,705.5 |
12,760.0 |
12,740.0 |
S2 |
12,638.5 |
12,638.5 |
12,747.6 |
|
S3 |
12,502.5 |
12,569.5 |
12,735.1 |
|
S4 |
12,366.5 |
12,433.5 |
12,697.7 |
|
|
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 |
12,857.5 |
12,540.0 |
317.5 |
2.5% |
210.9 |
1.7% |
73% |
False |
False |
105,508 |
10 |
13,206.0 |
12,540.0 |
666.0 |
5.2% |
178.9 |
1.4% |
35% |
False |
False |
95,369 |
20 |
13,206.0 |
12,540.0 |
666.0 |
5.2% |
143.6 |
1.1% |
35% |
False |
False |
86,875 |
40 |
13,206.0 |
12,153.0 |
1,053.0 |
8.2% |
145.7 |
1.1% |
59% |
False |
False |
91,649 |
60 |
13,206.0 |
11,706.5 |
1,499.5 |
11.7% |
167.8 |
1.3% |
71% |
False |
False |
93,319 |
80 |
13,206.0 |
11,706.5 |
1,499.5 |
11.7% |
176.6 |
1.4% |
71% |
False |
False |
70,188 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.9% |
174.8 |
1.4% |
56% |
False |
False |
56,211 |
120 |
13,611.0 |
11,706.5 |
1,904.5 |
14.9% |
164.3 |
1.3% |
56% |
False |
False |
46,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,421.5 |
2.618 |
13,199.5 |
1.618 |
13,063.5 |
1.000 |
12,979.5 |
0.618 |
12,927.5 |
HIGH |
12,843.5 |
0.618 |
12,791.5 |
0.500 |
12,775.5 |
0.382 |
12,759.5 |
LOW |
12,707.5 |
0.618 |
12,623.5 |
1.000 |
12,571.5 |
1.618 |
12,487.5 |
2.618 |
12,351.5 |
4.250 |
12,129.5 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
12,775.5 |
12,745.6 |
PP |
12,774.5 |
12,718.7 |
S1 |
12,773.5 |
12,691.8 |
|