Trading Metrics calculated at close of trading on 05-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
12,748.0 |
12,765.0 |
17.0 |
0.1% |
12,849.5 |
High |
12,843.5 |
12,925.0 |
81.5 |
0.6% |
12,857.5 |
Low |
12,707.5 |
12,746.5 |
39.0 |
0.3% |
12,540.0 |
Close |
12,772.5 |
12,789.5 |
17.0 |
0.1% |
12,694.5 |
Range |
136.0 |
178.5 |
42.5 |
31.3% |
317.5 |
ATR |
171.6 |
172.1 |
0.5 |
0.3% |
0.0 |
Volume |
112,691 |
106,201 |
-6,490 |
-5.8% |
414,850 |
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,355.8 |
13,251.2 |
12,887.7 |
|
R3 |
13,177.3 |
13,072.7 |
12,838.6 |
|
R2 |
12,998.8 |
12,998.8 |
12,822.2 |
|
R1 |
12,894.2 |
12,894.2 |
12,805.9 |
12,946.5 |
PP |
12,820.3 |
12,820.3 |
12,820.3 |
12,846.5 |
S1 |
12,715.7 |
12,715.7 |
12,773.1 |
12,768.0 |
S2 |
12,641.8 |
12,641.8 |
12,756.8 |
|
S3 |
12,463.3 |
12,537.2 |
12,740.4 |
|
S4 |
12,284.8 |
12,358.7 |
12,691.3 |
|
|
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 |
12,925.0 |
12,540.0 |
385.0 |
3.0% |
189.5 |
1.5% |
65% |
True |
False |
104,436 |
10 |
13,206.0 |
12,540.0 |
666.0 |
5.2% |
196.7 |
1.5% |
37% |
False |
False |
105,989 |
20 |
13,206.0 |
12,540.0 |
666.0 |
5.2% |
144.8 |
1.1% |
37% |
False |
False |
88,237 |
40 |
13,206.0 |
12,209.0 |
997.0 |
7.8% |
146.5 |
1.1% |
58% |
False |
False |
91,658 |
60 |
13,206.0 |
11,706.5 |
1,499.5 |
11.7% |
166.2 |
1.3% |
72% |
False |
False |
95,027 |
80 |
13,206.0 |
11,706.5 |
1,499.5 |
11.7% |
176.2 |
1.4% |
72% |
False |
False |
71,509 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.9% |
175.1 |
1.4% |
57% |
False |
False |
57,270 |
120 |
13,611.0 |
11,706.5 |
1,904.5 |
14.9% |
164.9 |
1.3% |
57% |
False |
False |
47,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,683.6 |
2.618 |
13,392.3 |
1.618 |
13,213.8 |
1.000 |
13,103.5 |
0.618 |
13,035.3 |
HIGH |
12,925.0 |
0.618 |
12,856.8 |
0.500 |
12,835.8 |
0.382 |
12,814.7 |
LOW |
12,746.5 |
0.618 |
12,636.2 |
1.000 |
12,568.0 |
1.618 |
12,457.7 |
2.618 |
12,279.2 |
4.250 |
11,987.9 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
12,835.8 |
12,784.4 |
PP |
12,820.3 |
12,779.3 |
S1 |
12,804.9 |
12,774.3 |
|