Trading Metrics calculated at close of trading on 06-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
12,765.0 |
12,815.0 |
50.0 |
0.4% |
12,849.5 |
High |
12,925.0 |
12,899.0 |
-26.0 |
-0.2% |
12,857.5 |
Low |
12,746.5 |
12,724.0 |
-22.5 |
-0.2% |
12,540.0 |
Close |
12,789.5 |
12,833.0 |
43.5 |
0.3% |
12,694.5 |
Range |
178.5 |
175.0 |
-3.5 |
-2.0% |
317.5 |
ATR |
172.1 |
172.3 |
0.2 |
0.1% |
0.0 |
Volume |
106,201 |
106,201 |
0 |
0.0% |
414,850 |
|
Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,343.7 |
13,263.3 |
12,929.3 |
|
R3 |
13,168.7 |
13,088.3 |
12,881.1 |
|
R2 |
12,993.7 |
12,993.7 |
12,865.1 |
|
R1 |
12,913.3 |
12,913.3 |
12,849.0 |
12,953.5 |
PP |
12,818.7 |
12,818.7 |
12,818.7 |
12,838.8 |
S1 |
12,738.3 |
12,738.3 |
12,817.0 |
12,778.5 |
S2 |
12,643.7 |
12,643.7 |
12,800.9 |
|
S3 |
12,468.7 |
12,563.3 |
12,784.9 |
|
S4 |
12,293.7 |
12,388.3 |
12,736.8 |
|
|
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% |
185.8 |
1.4% |
76% |
False |
False |
101,958 |
10 |
13,150.5 |
12,540.0 |
610.5 |
4.8% |
199.4 |
1.6% |
48% |
False |
False |
104,216 |
20 |
13,206.0 |
12,540.0 |
666.0 |
5.2% |
148.8 |
1.2% |
44% |
False |
False |
89,880 |
40 |
13,206.0 |
12,260.0 |
946.0 |
7.4% |
146.6 |
1.1% |
61% |
False |
False |
91,826 |
60 |
13,206.0 |
11,706.5 |
1,499.5 |
11.7% |
165.7 |
1.3% |
75% |
False |
False |
96,667 |
80 |
13,206.0 |
11,706.5 |
1,499.5 |
11.7% |
173.5 |
1.4% |
75% |
False |
False |
72,828 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.8% |
175.4 |
1.4% |
59% |
False |
False |
58,331 |
120 |
13,611.0 |
11,706.5 |
1,904.5 |
14.8% |
165.7 |
1.3% |
59% |
False |
False |
48,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,642.8 |
2.618 |
13,357.2 |
1.618 |
13,182.2 |
1.000 |
13,074.0 |
0.618 |
13,007.2 |
HIGH |
12,899.0 |
0.618 |
12,832.2 |
0.500 |
12,811.5 |
0.382 |
12,790.9 |
LOW |
12,724.0 |
0.618 |
12,615.9 |
1.000 |
12,549.0 |
1.618 |
12,440.9 |
2.618 |
12,265.9 |
4.250 |
11,980.3 |
|
|
Fisher Pivots for day following 06-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
12,825.8 |
12,827.4 |
PP |
12,818.7 |
12,821.8 |
S1 |
12,811.5 |
12,816.3 |
|