Trading Metrics calculated at close of trading on 07-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
12,815.0 |
12,903.0 |
88.0 |
0.7% |
12,849.5 |
High |
12,899.0 |
12,916.5 |
17.5 |
0.1% |
12,857.5 |
Low |
12,724.0 |
12,661.5 |
-62.5 |
-0.5% |
12,540.0 |
Close |
12,833.0 |
12,811.0 |
-22.0 |
-0.2% |
12,694.5 |
Range |
175.0 |
255.0 |
80.0 |
45.7% |
317.5 |
ATR |
172.3 |
178.2 |
5.9 |
3.4% |
0.0 |
Volume |
106,201 |
105,463 |
-738 |
-0.7% |
414,850 |
|
Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,561.3 |
13,441.2 |
12,951.3 |
|
R3 |
13,306.3 |
13,186.2 |
12,881.1 |
|
R2 |
13,051.3 |
13,051.3 |
12,857.8 |
|
R1 |
12,931.2 |
12,931.2 |
12,834.4 |
12,863.8 |
PP |
12,796.3 |
12,796.3 |
12,796.3 |
12,762.6 |
S1 |
12,676.2 |
12,676.2 |
12,787.6 |
12,608.8 |
S2 |
12,541.3 |
12,541.3 |
12,764.3 |
|
S3 |
12,286.3 |
12,421.2 |
12,740.9 |
|
S4 |
12,031.3 |
12,166.2 |
12,670.8 |
|
|
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 |
12,623.5 |
301.5 |
2.4% |
183.6 |
1.4% |
62% |
False |
False |
102,817 |
10 |
13,007.5 |
12,540.0 |
467.5 |
3.6% |
202.4 |
1.6% |
58% |
False |
False |
103,059 |
20 |
13,206.0 |
12,540.0 |
666.0 |
5.2% |
156.2 |
1.2% |
41% |
False |
False |
91,437 |
40 |
13,206.0 |
12,260.0 |
946.0 |
7.4% |
150.6 |
1.2% |
58% |
False |
False |
91,848 |
60 |
13,206.0 |
11,706.5 |
1,499.5 |
11.7% |
167.9 |
1.3% |
74% |
False |
False |
97,660 |
80 |
13,206.0 |
11,706.5 |
1,499.5 |
11.7% |
172.0 |
1.3% |
74% |
False |
False |
74,141 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
14.9% |
177.2 |
1.4% |
58% |
False |
False |
59,385 |
120 |
13,611.0 |
11,706.5 |
1,904.5 |
14.9% |
167.1 |
1.3% |
58% |
False |
False |
49,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,000.3 |
2.618 |
13,584.1 |
1.618 |
13,329.1 |
1.000 |
13,171.5 |
0.618 |
13,074.1 |
HIGH |
12,916.5 |
0.618 |
12,819.1 |
0.500 |
12,789.0 |
0.382 |
12,758.9 |
LOW |
12,661.5 |
0.618 |
12,503.9 |
1.000 |
12,406.5 |
1.618 |
12,248.9 |
2.618 |
11,993.9 |
4.250 |
11,577.8 |
|
|
Fisher Pivots for day following 07-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
12,803.7 |
12,805.1 |
PP |
12,796.3 |
12,799.2 |
S1 |
12,789.0 |
12,793.3 |
|